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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 | |
|---|---|---|---|---|---|---|
51
CALL
Amazon
AMZN
$2.94T
| $149M | 0.3% |
1,438,600
-930,600
| -39% | -$89.9M |
|
52
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
| $148M | 0.3% |
4,604,200
+322,400
| +8% | +$11.2M |
|
53
PUT
Salesforce
CRM
$153B
| $145M | 0.3% |
725,600
+125,500
| +21% | +$21.2M |
|
54
PUT
JD.com
JD
$44.3B
| $143M | 0.29% |
3,268,900
+309,000
| +10% | +$16M |
|
|
55
PUT
Amazon
AMZN
$2.94T
| $143M | 0.29% |
1,388,900
-883,300
| -39% | -$85.3M |
|
56
PUT
Qualcomm
QCOM
$168B
| $136M | 0.28% |
1,063,700
+485,100
| +84% | +$60.3M |
|
57
PUT
Cigna
CI
$72.7B
| $136M | 0.28% |
530,800
-202,100
| -28% | -$58.9M |
|
|
58
CALL
Salesforce
CRM
$153B
| $132M | 0.27% |
662,900
-137,700
| -17% | -$23.3M |
|
59
PUT
Visa
V
$692B
| $131M | 0.27% |
582,700
-107,000
| -16% | -$23.8M |
|
|
60
VanEck Gold Miners ETF
GDX
$25.6B
| $125M | 0.26% |
3,873,869
+3,209,116
| +483% | +$97.1M |
|
61
CALL
United States Oil Fund
USO
$1.86B
| $125M | 0.26% |
1,881,500
+187,100
| +11% | +$12.5M |
|
62
PUT
PayPal
PYPL
$51.1B
| $121M | 0.25% |
1,588,300
-43,700
| -3% | -$3.37M |
|
63
PUT
American Airlines Group
AAL
$10.6B
| $117M | 0.24% |
7,920,700
+480,100
| +6% | +$7.48M |
|
64
CALL
Palo Alto Networks
PANW
$293B
| $117M | 0.24% |
1,169,400
-3,044,400
| -72% | -$258M |
|
|
65
CALL
Cigna
CI
$72.7B
| $116M | 0.24% |
452,500
-1,270,400
| -74% | -$370M |
|
66
PUT
Carnival Corporation Ltd
CCL
$39.4B
| $114M | 0.23% |
11,238,100
+987,600
| +10% | +$10.2M |
|
67
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.2B
| $109M | 0.22% |
2,766,500
-129,000
| -4% | -$5.13M |
|
68
CALL
T-Mobile US
TMUS
$193B
| $109M | 0.22% |
751,100
+279,300
| +59% | +$40.5M |
|
69
PUT
Goldman Sachs
GS
$301B
| $108M | 0.22% |
328,900
-35,500
| -10% | -$12.4M |
|
70
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $107M | 0.22% |
346,800
+102,600
| +42% | +$31.6M |
|
71
CALL
PepsiCo
PEP
$189B
| $106M | 0.22% |
582,100
+243,000
| +72% | +$42.5M |
|
72
CALL
Walmart Inc
WMT
$892B
| $106M | 0.22% |
2,156,700
-414,900
| -16% | -$19.7M |
|
73
CALL
Thermo Fisher Scientific
TMO
$214B
| $106M | 0.22% |
183,500
-416,600
| -69% | -$235M |
|
74
CALL
Texas Instruments
TXN
$254B
| $105M | 0.21% |
565,400
-35,200
| -6% | -$6.19M |
|
75
CALL
Airbnb
ABNB
$90B
| $104M | 0.21% |
835,100
-299,000
| -26% | -$34.1M |
|
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.