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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.61%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$48.9B
AUM Growth
-$15.5B
(-24%)
Cap. Flow
-$21.8B
Cap. Flow
% of AUM
-44.45%
Top 10 Holdings %
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$110M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$97.1M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$83.8M |
| 4 |
SPDR Gold Trust
GLD
|
+$79.7M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$73.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$517M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$490M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$159M |
| 4 |
Booking.com
BKNG
|
+$85.1M |
| 5 |
United Airlines
UAL
|
+$47.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.68% |
| 2 | Consumer Discretionary | 0.52% |
| 3 | Financials | 0.5% |
| 4 | Communication Services | 0.29% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
676
Marvell Technology
MRVL
$196B
| $7.28M | 0.01% |
168,097
+167,952
| +115,829% | +$7.07M |
|
677
PUT
Darden Restaurants
DRI
$24.4B
| $7.26M | 0.01% |
46,800
-76,200
| -62% | -$11.3M |
|
678
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $7.26M | 0.01% |
820,100
-5,700
| -0.7% | -$56.4K |
|
679
CALL
Ally Financial
ALLY
$13.3B
| $7.22M | 0.01% |
283,100
+263,900
| +1,374% | +$7.56M |
|
680
CALL
Duke Energy
DUK
$97.3B
| $7.22M | 0.01% |
74,800
-128,500
| -63% | -$12.7M |
|
681
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $7.2M | 0.01% |
95,400
-282,400
| -75% | -$19.4M |
|
682
PUT
Prologis
PLD
$133B
| $7.2M | 0.01% |
57,700
+45,700
| +381% | +$5.62M |
|
683
PUT
Devon Energy
DVN
$47.3B
| $7.17M | 0.01% |
141,700
-510,300
| -78% | -$29M |
|
684
CALL
Madrigal Pharmaceuticals
MDGL
$11.8B
| $7.17M | 0.01% |
29,600
-48,100
| -62% | -$13.1M |
|
685
PUT
Hecla Mining
HL
$11.3B
| $7.15M | 0.01% |
1,129,600
+656,400
| +139% | +$3.77M |
|
686
PUT
Mercado Libre
MELI
$92.3B
| $7.12M | 0.01% |
5,400
-52,800
| -91% | -$60.1M |
|
687
iShares MSCI EAFE ETF
EFA
$80.2B
| $7.1M | 0.01% |
99,326
+99,325
| +9,932,500% | +$6.95M |
|
|
688
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $7.08M | 0.01% |
93,800
-292,600
| -76% | -$20.1M |
|
689
CALL
PG&E
PCG
$38.5B
| $7.06M | 0.01% |
436,700
+148,100
| +51% | +$2.34M |
|
690
iShares China Large-Cap ETF
FXI
$4.31B
| $7.06M | 0.01% |
239,102
+239,101
| +23,910,100% | +$7.18M |
|
691
PUT
Fastly Inc
FSLY
$3.66B
| $7.06M | 0.01% |
397,400
+179,400
| +82% | +$2.28M |
|
692
PUT
Gaming and Leisure Properties
GLPI
$12.8B
| $7.03M | 0.01% |
+135,100
| New | +$7.05M |
|
693
CALL
Canadian Imperial Bank of Commerce
CM
$108B
| $7.01M | 0.01% |
165,300
| – | – |
|
|
LSXMK
694
CALL
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $7M | 0.01% |
+322,750
| New | +$8.51M |
|
|
DISH
695
DELISTED
DISH Network Corp.
DISH
| $7M | 0.01% |
750,000
+400,000
| +114% | +$5.04M |
|
696
CALL
Flex
FLEX
$44.8B
| $6.96M | 0.01% |
401,550
+312,110
| +349% | +$5.4M |
|
697
CALL
Expedia Group
EXPE
$37.3B
| $6.94M | 0.01% |
71,500
-86,800
| -55% | -$9.1M |
|
|
MPT
698
Medical Properties Trust
MPT
$2.81B
| $6.91M | 0.01% |
841,122
+638,062
| +314% | +$7.05M |
|
699
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $6.9M | 0.01% |
203,990
+203,988
| +10,199,400% | +$6.91M |
|
700
CALL
Enovix
ENVX
$1.03B
| $6.88M | 0.01% |
527,429
+389,486
| +282% | +$3.2M |
|
Similar funds
HF
Parallax Volatility Advisers's Q1 2023 Portfolio in Review
As of Q1 2023, Parallax Volatility Advisers held 3,383 positions worth $48.9B, down 24% from $64.4B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Parallax Volatility Advisers withdrew a net $21.8B in Q1 2023, closing 726 positions and reducing 1,347 holdings. Its most notable exit was Caterpillar, an estimated $40.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.68% of assets, up from 0.62% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Cigna worth $39.7M.
- Parallax Volatility Advisers's largest Q1 2023 buy was Cigna: 155,245 shares worth $39.7M.
- Parallax Volatility Advisers added most to State Street SPDR S&P Regional Banking ETF in Q1 2023, an estimated $110M increase.
- Parallax Volatility Advisers's biggest Q1 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $517M.
- Parallax Volatility Advisers fully exited Caterpillar in Q1 2023, selling an estimated $40.4M.
- Parallax Volatility Advisers's ten largest holdings make up 29% of its $48.9B portfolio in Q1 2023.
- Parallax Volatility Advisers opened 558 new positions and closed 726 in Q1 2023.
- Parallax Volatility Advisers's portfolio value fell 24% quarter-over-quarter to $48.9B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2023, filed 15 May 2023.