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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 | |
|---|---|---|---|---|---|---|
851
PUT
SL Green Realty
SLG
$3.99B
| $4.78M | 0.01% |
+203,400
| New | +$6.86M |
|
852
United States Natural Gas Fund
UNG
$478M
| $4.78M | 0.01% |
172,172
-29,888
| -15% | -$1.09M |
|
853
Royal Gold
RGLD
$19.5B
| $4.78M | 0.01% |
+36,831
| New | +$4.54M |
|
854
PUT
BHP
BHP
$230B
| $4.77M | 0.01% |
75,200
-312,400
| -81% | -$20.1M |
|
855
PUT
Signet Jewelers
SIG
$3.76B
| $4.76M | 0.01% |
61,200
+31,900
| +109% | +$2.37M |
|
856
CALL
CF Industries
CF
$17.3B
| $4.76M | 0.01% |
65,600
-149,100
| -69% | -$12.2M |
|
857
CALL
AstraZeneca
AZN
$250B
| $4.74M | 0.01% |
34,150
-3,850
| -10% | -$518K |
|
858
PUT
KE Holdings
BEKE
$18.8B
| $4.72M | 0.01% |
250,700
-1,506,700
| -86% | -$27.9M |
|
859
State Street Industrial Select Sector SPDR ETF
XLI
$34.6B
| $4.71M | 0.01% |
46,578
+46,577
| +4,657,700% | +$4.68M |
|
860
CALL
Welltower
WELL
$171B
| $4.7M | 0.01% |
65,600
+60,500
| +1,186% | +$4.39M |
|
861
PUT
DigitalOcean
DOCN
$14.6B
| $4.7M | 0.01% |
120,000
-105,200
| -47% | -$3.31M |
|
|
ABST
862
PUT
DELISTED
Absolute Software Corp
ABST
| $4.7M | 0.01% |
600,000
-500,000
| -45% | -$4.88M |
|
|
JWN
863
PUT
DELISTED
Nordstrom
JWN
| $4.68M | 0.01% |
287,900
-657,900
| -70% | -$12.3M |
|
864
PUT
Progressive
PGR
$125B
| $4.68M | 0.01% |
32,700
+3,900
| +14% | +$538K |
|
865
CALL
AutoZone
AZO
$51.1B
| $4.67M | 0.01% |
1,900
-8,700
| -82% | -$21.2M |
|
866
CALL
PPG Industries
PPG
$26.6B
| $4.66M | 0.01% |
34,900
-25,200
| -42% | -$3.25M |
|
867
PUT
Coupang
CPNG
$29.2B
| $4.66M | 0.01% |
291,300
-49,100
| -14% | -$761K |
|
|
FRC
868
PUT
DELISTED
First Republic Bank
FRC
| $4.65M | 0.01% |
+332,500
| New | +$34.1M |
|
869
CALL
Voya Financial
VOYA
$9.19B
| $4.64M | 0.01% |
65,000
+49,000
| +306% | +$3.43M |
|
870
CALL
Parker-Hannifin
PH
$135B
| $4.64M | 0.01% |
13,800
-34,600
| -71% | -$11.5M |
|
871
PUT
Freshpet
FRPT
$3.22B
| $4.63M | 0.01% |
+70,000
| New | +$4.3M |
|
872
PUT
Asana
ASAN
$2.13B
| $4.62M | 0.01% |
218,800
-127,000
| -37% | -$2.1M |
|
873
PUT
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.2B
| $4.62M | 0.01% |
+161,500
| New | +$5.11M |
|
874
PUT
Lowe's Companies
LOW
$125B
| $4.6M | 0.01% |
23,000
-200,800
| -90% | -$40.8M |
|
875
Uber
UBER
$153B
| $4.54M | 0.01% |
143,279
-1,046,673
| -88% | -$33.2M |
|
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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.