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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 | |
|---|---|---|---|---|---|---|
826
PUT
Align Technology
ALGN
$12.3B
| $5.08M | 0.01% |
15,200
+1,000
| +7% | +$295K |
|
827
CALL
Genesco
GCO
$422M
| $5.07M | 0.01% |
+137,500
| New | +$6.02M |
|
828
PUT
Keysight
KEYS
$58.3B
| $5.07M | 0.01% |
31,400
+29,900
| +1,993% | +$5.08M |
|
829
Gaming and Leisure Properties
GLPI
$12.8B
| $5.06M | 0.01% |
+97,262
| New | +$5.08M |
|
830
PUT
Scotiabank
BNS
$108B
| $5.04M | 0.01% |
100,000
-250,000
| -71% | -$12.8M |
|
831
Dollar General
DG
$27.9B
| $5.03M | 0.01% |
23,911
-105,839
| -82% | -$23.8M |
|
832
Lyft
LYFT
$6.63B
| $5.02M | 0.01% |
541,325
+403,605
| +293% | +$4.88M |
|
|
SWN
833
PUT
DELISTED
Southwestern Energy Company
SWN
| $5.02M | 0.01% |
1,003,400
-25,800
| -3% | -$137K |
|
|
HBI
834
PUT
DELISTED
Hanesbrands
HBI
| $5.01M | 0.01% |
+952,000
| New | +$5.99M |
|
835
Snowflake
SNOW
$115B
| $4.98M | 0.01% |
+32,246
| New | +$4.73M |
|
836
PUT
Procept Biorobotics
PRCT
$1.17B
| $4.97M | 0.01% |
+175,000
| New | +$6.17M |
|
837
Bank of America
BAC
$442B
| $4.97M | 0.01% |
173,669
-720,412
| -81% | -$23.8M |
|
|
FL
838
CALL
DELISTED
Foot Locker
FL
| $4.95M | 0.01% |
124,700
-183,800
| -60% | -$7.69M |
|
839
PUT
Mondelez International
MDLZ
$79.9B
| $4.94M | 0.01% |
70,900
+33,900
| +92% | +$2.25M |
|
840
CALL
BHP
BHP
$230B
| $4.93M | 0.01% |
77,800
-418,500
| -84% | -$27M |
|
841
CALL
Xponential Fitness
XPOF
$211M
| $4.92M | 0.01% |
+161,800
| New | +$4.28M |
|
|
CPE
842
DELISTED
Callon Petroleum Company
CPE
| $4.91M | 0.01% |
146,862
-169,880
| -54% | -$6.4M |
|
843
CALL
BILL Holdings
BILL
$4.78B
| $4.91M | 0.01% |
60,500
-354,300
| -85% | -$32.9M |
|
844
PUT
Fidelity National Information Services
FIS
$22.1B
| $4.91M | 0.01% |
90,300
+19,400
| +27% | +$1.26M |
|
845
PUT
HP
HPQ
$27.5B
| $4.88M | 0.01% |
166,400
+132,300
| +388% | +$3.8M |
|
846
CALL
Amplify Blockchain Technology ETF
BLOK
$1.07B
| $4.88M | 0.01% |
252,000
+243,100
| +2,731% | +$4.41M |
|
847
CALL
Nutrien
NTR
$30.7B
| $4.87M | 0.01% |
66,000
+65,700
| +21,900% | +$5.07M |
|
848
CALL
Steel Dynamics
STLD
$37.6B
| $4.83M | 0.01% |
42,700
-35,200
| -45% | -$4.09M |
|
|
849
CALL
Lyft
LYFT
$6.63B
| $4.81M | 0.01% |
519,300
-233,600
| -31% | -$2.82M |
|
850
PUT
eBay
EBAY
$49.8B
| $4.81M | 0.01% |
108,300
+14,400
| +15% | +$660K |
|
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.