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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 | |
|---|---|---|---|---|---|---|
776
CALL
GSK
GSK
$106B
| $5.63M | 0.01% |
158,300
+100,400
| +173% | +$3.51M |
|
777
PUT
Scorpio Tankers
STNG
$3.81B
| $5.63M | 0.01% |
+100,000
| New | +$5.47M |
|
778
PUT
Marathon Petroleum
MPC
$83.7B
| $5.62M | 0.01% |
41,700
-88,400
| -68% | -$11.1M |
|
779
ASML
ASML
$669B
| $5.62M | 0.01% |
8,259
-1,193
| -13% | -$766K |
|
780
CALL
Equity Lifestyle Properties
ELS
$12.6B
| $5.61M | 0.01% |
+83,500
| New | +$5.67M |
|
781
Freeport-McMoran
FCX
$97.5B
| $5.6M | 0.01% |
+136,876
| New | +$5.69M |
|
782
PUT
iShares Global Clean Energy ETF
ICLN
$2.1B
| $5.59M | 0.01% |
282,800
+139,900
| +98% | +$2.77M |
|
783
PUT
Fortinet
FTNT
$117B
| $5.59M | 0.01% |
84,100
-312,100
| -79% | -$17.7M |
|
784
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $5.59M | 0.01% |
56,372
+38,572
| +217% | +$3.77M |
|
785
PUT
Boston Properties
BXP
$11.1B
| $5.58M | 0.01% |
+103,100
| New | +$6.73M |
|
786
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $5.55M | 0.01% |
74,300
-147,800
| -67% | -$10.8M |
|
787
Macy's
M
$6.68B
| $5.54M | 0.01% |
316,830
+5,537
| +2% | +$117K |
|
788
CALL
Apollo Global Management
APO
$73.4B
| $5.52M | 0.01% |
87,400
-82,700
| -49% | -$5.54M |
|
789
PUT
Southwest Airlines
LUV
$23B
| $5.52M | 0.01% |
169,500
-485,700
| -74% | -$16.5M |
|
790
CALL
Altria Group
MO
$114B
| $5.51M | 0.01% |
123,400
-251,200
| -67% | -$11.5M |
|
791
CALL
Corning
GLW
$143B
| $5.48M | 0.01% |
155,300
+110,000
| +243% | +$3.83M |
|
792
PUT
Five Below
FIVE
$13.5B
| $5.48M | 0.01% |
26,600
-73,100
| -73% | -$14.4M |
|
|
PARA
793
DELISTED
Paramount Global Class B
PARA
| $5.47M | 0.01% |
245,075
+77,878
| +47% | +$1.67M |
|
|
X
794
PUT
DELISTED
US Steel
X
| $5.43M | 0.01% |
207,900
-872,100
| -81% | -$24.2M |
|
795
PUT
Vale
VALE
$62.6B
| $5.42M | 0.01% |
343,300
-1,557,600
| -82% | -$26.4M |
|
796
CALL
Alcon
ALC
$35B
| $5.41M | 0.01% |
+76,700
| New | +$5.46M |
|
797
CALL
Centene
CNC
$32.5B
| $5.4M | 0.01% |
85,500
-51,900
| -38% | -$3.68M |
|
798
PUT
Lumentum
LITE
$69.3B
| $5.4M | 0.01% |
+100,000
| New | +$5.58M |
|
799
Tyson Foods
TSN
$20.4B
| $5.39M | 0.01% |
+90,798
| New | +$5.57M |
|
|
PARA
800
PUT
DELISTED
Paramount Global Class B
PARA
| $5.37M | 0.01% |
240,900
-42,600
| -15% | -$914K |
|
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.