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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 | |
|---|---|---|---|---|---|---|
|
PCGU
926
DELISTED
PG&E Corporation
PCGU
| $3.98M | 0.01% |
245,900
+133,800
| +119% | +$18.6M |
|
927
Liberty Global Class A
LBTYA
$3.6B
| $3.98M | 0.01% |
203,856
-23,016
| -10% | -$468K |
|
928
PUT
Clorox
CLX
$12.7B
| $3.97M | 0.01% |
25,100
-113,600
| -82% | -$17M |
|
929
PUT
Wolfspeed
WOLF
$1.71B
| $3.97M | 0.01% |
61,100
-324,100
| -84% | -$23.7M |
|
930
PUT
Cognizant
CTSH
$26B
| $3.97M | 0.01% |
65,100
-76,100
| -54% | -$4.76M |
|
|
PPL
931
PUT
PPL Corp
PPL
$26.7B
| $3.95M | 0.01% |
+142,200
| New | +$4.03M |
|
932
PUT
Valero Energy
VLO
$85.9B
| $3.95M | 0.01% |
28,300
-96,400
| -77% | -$13M |
|
933
CALL
Caesars Entertainment
CZR
$6.14B
| $3.95M | 0.01% |
80,900
-322,000
| -80% | -$15.8M |
|
934
CALL
Robinhood
HOOD
$83.9B
| $3.95M | 0.01% |
406,600
-1,514,200
| -79% | -$14.4M |
|
|
MAXR
935
CALL
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $3.91M | 0.01% |
+76,500
| New | +$3.92M |
|
936
CALL
PACCAR
PCAR
$70.1B
| $3.89M | 0.01% |
53,200
-168,050
| -76% | -$12M |
|
937
PUT
Federal Agricultural Mortgage
AGM
$2.56B
| $3.89M | 0.01% |
29,200
+3,700
| +15% | +$486K |
|
938
Synchrony
SYF
$25.6B
| $3.85M | 0.01% |
132,549
+64,233
| +94% | +$2.16M |
|
|
939
PUT
Synchrony
SYF
$25.6B
| $3.84M | 0.01% |
132,000
+28,300
| +27% | +$950K |
|
|
940
Clorox
CLX
$12.7B
| $3.83M | 0.01% |
+24,196
| New | +$3.63M |
|
|
X
941
CALL
DELISTED
US Steel
X
| $3.79M | 0.01% |
145,100
-368,600
| -72% | -$10.2M |
|
942
CALL
Sempra
SRE
$54.8B
| $3.78M | 0.01% |
50,000
+48,800
| +4,067% | +$3.74M |
|
943
CALL
Ulta Beauty
ULTA
$24.3B
| $3.77M | 0.01% |
6,900
-108,900
| -94% | -$55.9M |
|
|
RXDX
944
CALL
DELISTED
Prometheus Biosciences, Inc. Common Stock
RXDX
| $3.76M | 0.01% |
35,000
-39,800
| -53% | -$4.58M |
|
945
CALL
Gilead Sciences
GILD
$165B
| $3.75M | 0.01% |
45,200
-68,700
| -60% | -$5.69M |
|
946
PUT
Constellation Brands
STZ
$23.2B
| $3.75M | 0.01% |
16,600
-15,800
| -49% | -$3.52M |
|
947
CALL
Chubb
CB
$135B
| $3.73M | 0.01% |
19,200
-25,200
| -57% | -$5.3M |
|
948
PUT
KeyCorp
KEY
$24.4B
| $3.73M | 0.01% |
297,600
+197,800
| +198% | +$3.34M |
|
949
CALL
Five Below
FIVE
$13.5B
| $3.71M | 0.01% |
18,000
-97,100
| -84% | -$19.1M |
|
950
PUT
Match Group
MTCH
$8.55B
| $3.7M | 0.01% |
96,500
-21,300
| -18% | -$929K |
|
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.