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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 | |
|---|---|---|---|---|---|---|
901
iShares Russell 2000 Value ETF
IWN
$14.6B
| $4.16M | 0.01% |
30,391
+21,384
| +237% | +$3.1M |
|
902
CALL
Factset
FDS
$10.2B
| $4.15M | 0.01% |
+10,000
| New | +$4.16M |
|
903
Albemarle
ALB
$15.5B
| $4.14M | 0.01% |
18,742
-22,480
| -55% | -$5.54M |
|
904
CALL
Williams-Sonoma
WSM
$29.6B
| $4.14M | 0.01% |
68,000
-401,200
| -86% | -$25.1M |
|
905
PUT
Realty Income
O
$59.1B
| $4.13M | 0.01% |
65,300
+28,400
| +77% | +$1.84M |
|
906
PUT
Norfolk Southern
NSC
$75.1B
| $4.13M | 0.01% |
19,500
-2,600
| -12% | -$602K |
|
|
907
PUT
Williams-Sonoma
WSM
$29.6B
| $4.11M | 0.01% |
67,600
-465,800
| -87% | -$29.1M |
|
908
CALL
Alamos Gold
AGI
$13.9B
| $4.11M | 0.01% |
336,000
-175,000
| -34% | -$1.9M |
|
909
CALL
Cummins
CMI
$88.7B
| $4.11M | 0.01% |
17,200
-63,700
| -79% | -$15.6M |
|
910
CALL
WillScot Mobile Mini Holdings
WSC
$4.41B
| $4.1M | 0.01% |
87,500
-211,300
| -71% | -$10.2M |
|
|
911
PUT
WillScot Mobile Mini Holdings
WSC
$4.41B
| $4.1M | 0.01% |
87,500
+50,000
| +133% | +$2.41M |
|
912
CALL
PENN Entertainment
PENN
$2.71B
| $4.1M | 0.01% |
138,200
-150,300
| -52% | -$4.66M |
|
|
FLG
913
PUT
Flagstar Bank National Association
FLG
$5.82B
| $4.08M | 0.01% |
+150,467
| New | +$4.07M |
|
914
CALL
DigitalOcean
DOCN
$14.6B
| $4.06M | 0.01% |
103,600
-276,500
| -73% | -$8.7M |
|
915
CALL
NovoCure
NVCR
$1.91B
| $4.04M | 0.01% |
67,200
-276,300
| -80% | -$22.1M |
|
916
Western Digital
WDC
$150B
| $4.04M | 0.01% |
+141,790
| New | +$4.16M |
|
917
CALL
Tenet Healthcare
THC
$21.1B
| $4.03M | 0.01% |
67,800
+26,900
| +66% | +$1.5M |
|
918
CALL
Suncor Energy
SU
$70.3B
| $4.03M | 0.01% |
129,700
-670,100
| -84% | -$21.8M |
|
919
PUT
Avis
CAR
$5.02B
| $4.01M | 0.01% |
20,600
+3,600
| +21% | +$723K |
|
920
CALL
CenterPoint Energy
CNP
$26.8B
| $4.01M | 0.01% |
136,100
+2,100
| +2% | +$61.3K |
|
921
CALL
Azenta
AZTA
$1.48B
| $4.01M | 0.01% |
+89,800
| New | +$4.45M |
|
922
Morgan Stanley
MS
$340B
| $4.01M | 0.01% |
+45,628
| New | +$4.26M |
|
923
PUT
Monster Beverage
MNST
$88.5B
| $4M | 0.01% |
74,000
+35,600
| +93% | +$1.83M |
|
|
MRO
924
CALL
DELISTED
Marathon Oil Corporation
MRO
| $4M | 0.01% |
166,800
-345,600
| -67% | -$8.83M |
|
925
CALL
Marathon Petroleum
MPC
$83.7B
| $3.99M | 0.01% |
29,600
-154,600
| -84% | -$19.3M |
|
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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.