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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 | |
|---|---|---|---|---|---|---|
76
PUT
Citigroup
C
$226B
| $104M | 0.21% |
2,211,900
+997,300
| +82% | +$48.9M |
|
|
SCHW
77
PUT
Charles Schwab
SCHW
$186B
| $103M | 0.21% |
1,969,400
+1,067,900
| +118% | +$78.2M |
|
78
CALL
Roblox
RBLX
$26.3B
| $102M | 0.21% |
2,277,100
-2,580,400
| -53% | -$98.6M |
|
79
CALL
Boeing
BA
$183B
| $98M | 0.2% |
461,100
-27,100
| -6% | -$5.63M |
|
80
PUT
Oracle
ORCL
$417B
| $97.5M | 0.2% |
1,049,800
+43,100
| +4% | +$3.78M |
|
81
CALL
Applied Materials
AMAT
$425B
| $96.3M | 0.2% |
784,200
-716,100
| -48% | -$82.2M |
|
82
CALL
Broadcom
AVGO
$2.02T
| $95.4M | 0.19% |
1,487,000
-757,000
| -34% | -$45.5M |
|
83
CALL
Merck
MRK
$315B
| $94.7M | 0.19% |
889,900
-516,500
| -37% | -$55.8M |
|
84
CALL
CrowdStrike
CRWD
$215B
| $94.4M | 0.19% |
2,749,600
-4,567,200
| -62% | -$132M |
|
85
PUT
Bilibili
BILI
$7.82B
| $94.1M | 0.19% |
4,004,900
+1,711,600
| +75% | +$40.7M |
|
86
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $94.1M | 0.19% |
3,365,000
-315,000
| -9% | -$9.23M |
|
87
PUT
Intel
INTC
$500B
| $93.2M | 0.19% |
2,854,200
+444,000
| +18% | +$12.6M |
|
88
PUT
Micron Technology
MU
$970B
| $93.1M | 0.19% |
1,542,200
-235,500
| -13% | -$13.8M |
|
89
PUT
Uber
UBER
$153B
| $92.4M | 0.19% |
2,915,600
-333,000
| -10% | -$10.6M |
|
90
CALL
Qualcomm
QCOM
$172B
| $92.1M | 0.19% |
721,600
+110,800
| +18% | +$13.8M |
|
|
91
VanEck Semiconductor ETF
SMH
$72.5B
| $92M | 0.19% |
698,902
+698,900
| +34,945,000% | +$83.8M |
|
92
PUT
Coinbase
COIN
$40.3B
| $91M | 0.19% |
1,347,300
-1,916,100
| -59% | -$115M |
|
93
CALL
Bristol-Myers Squibb
BMY
$131B
| $89.4M | 0.18% |
1,290,300
-3,092,800
| -71% | -$218M |
|
94
PUT
iShares US Real Estate ETF
IYR
$4.66B
| $89.4M | 0.18% |
1,053,100
+764,700
| +265% | +$66.9M |
|
95
CALL
Bank of America
BAC
$440B
| $88.9M | 0.18% |
3,109,100
-1,241,200
| -29% | -$41M |
|
96
CALL
PayPal
PYPL
$50.9B
| $88.6M | 0.18% |
1,166,900
-900,900
| -44% | -$69.4M |
|
|
XYZ
97
CALL
Block Inc
XYZ
$47.9B
| $88.2M | 0.18% |
1,285,300
-475,100
| -27% | -$35.6M |
|
|
98
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $86.8M | 0.18% |
1,979,776
+1,936,445
| +4,469% | +$110M |
|
|
B
99
CALL
Barrick Mining
B
$73.2B
| $86.6M | 0.18% |
4,661,600
+2,847,200
| +157% | +$51.2M |
|
100
CALL
Cisco
CSCO
$473B
| $85M | 0.17% |
1,625,400
-1,042,700
| -39% | -$50.9M |
|
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.