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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 | |
|---|---|---|---|---|---|---|
701
PUT
NXP Semiconductors
NXPI
$60.4B
| $6.86M | 0.01% |
36,800
-119,700
| -76% | -$21.3M |
|
|
FITB
702
Fifth Third Bancorp
FITB
$51.8B
| $6.86M | 0.01% |
+257,441
| New | +$8.55M |
|
703
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $6.85M | 0.01% |
50,000
-100
| -0.2% | -$14.5K |
|
704
PUT
CarMax
KMX
$8.26B
| $6.82M | 0.01% |
106,100
+10,800
| +11% | +$723K |
|
705
PUT
PAR Technology
PAR
$735M
| $6.79M | 0.01% |
200,000
| – | – |
|
706
PUT
Dell
DELL
$293B
| $6.77M | 0.01% |
168,400
-425,700
| -72% | -$17.1M |
|
707
CALL
Cardinal Health
CAH
$55.4B
| $6.73M | 0.01% |
89,200
+65,100
| +270% | +$4.91M |
|
|
HES
708
DELISTED
Hess
HES
| $6.72M | 0.01% |
50,760
+48,085
| +1,798% | +$6.69M |
|
|
CPE
709
PUT
DELISTED
Callon Petroleum Company
CPE
| $6.7M | 0.01% |
200,400
-298,400
| -60% | -$11.2M |
|
|
FITB
710
CALL
Fifth Third Bancorp
FITB
$51.8B
| $6.69M | 0.01% |
251,000
+43,800
| +21% | +$1.46M |
|
711
Honeywell
HON
$78B
| $6.66M | 0.01% |
36,973
+36,846
| +29,013% | +$6.93M |
|
712
Marathon Petroleum
MPC
$83.7B
| $6.66M | 0.01% |
+49,379
| New | +$6.18M |
|
713
Skyworks Solutions
SWKS
$10.6B
| $6.62M | 0.01% |
56,131
+56,117
| +400,836% | +$6.22M |
|
714
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $6.61M | 0.01% |
163,800
+163,200
| +27,200% | +$6.61M |
|
715
CALL
BioMarin Pharmaceuticals
BMRN
$12.4B
| $6.6M | 0.01% |
67,900
-34,000
| -33% | -$3.52M |
|
|
PXD
716
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.6M | 0.01% |
32,300
-126,500
| -80% | -$27.2M |
|
717
CALL
Kohl's
KSS
$2.19B
| $6.56M | 0.01% |
278,800
-65,600
| -19% | -$1.85M |
|
718
CALL
Crown Holdings
CCK
$13.1B
| $6.55M | 0.01% |
79,200
-180,700
| -70% | -$15.3M |
|
719
PUT
Ally Financial
ALLY
$13.3B
| $6.55M | 0.01% |
256,900
+106,700
| +71% | +$3.06M |
|
720
CALL
American International
AIG
$41.3B
| $6.55M | 0.01% |
130,000
-121,900
| -48% | -$7.12M |
|
721
PUT
Prudential Financial
PRU
$41.8B
| $6.54M | 0.01% |
79,100
-178,900
| -69% | -$17.1M |
|
722
PUT
SolarEdge
SEDG
$1.95B
| $6.5M | 0.01% |
21,400
-141,400
| -87% | -$43.1M |
|
723
Linde
LIN
$226B
| $6.5M | 0.01% |
18,296
-24,919
| -58% | -$8.35M |
|
|
724
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $6.49M | 0.01% |
161,000
-138,400
| -46% | -$5.6M |
|
725
CALL
AdaptHealth
AHCO
$759M
| $6.48M | 0.01% |
521,600
+46,200
| +10% | +$850K |
|
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.