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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 | |
|---|---|---|---|---|---|---|
1026
PUT
Otis Worldwide
OTIS
$28.2B
| $3.04M | 0.01% |
36,000
+34,900
| +3,173% | +$2.89M |
|
1027
PUT
Domino's
DPZ
$11.6B
| $3.03M | 0.01% |
9,200
-13,800
| -60% | -$4.59M |
|
1028
Palantir
PLTR
$413B
| $3.02M | 0.01% |
357,294
+190,030
| +114% | +$1.49M |
|
1029
PUT
Toronto Dominion Bank
TD
$200B
| $3M | 0.01% |
50,000
-75,000
| -60% | -$4.85M |
|
1030
APA Corp
APA
$13.2B
| $2.99M | 0.01% |
82,979
+42,382
| +104% | +$1.7M |
|
1031
CALL
Array Technologies
ARRY
$855M
| $2.99M | 0.01% |
+136,500
| New | +$2.79M |
|
1032
Prologis
PLD
$133B
| $2.98M | 0.01% |
23,902
+22,712
| +1,909% | +$2.79M |
|
1033
PUT
Datadog
DDOG
$84B
| $2.98M | 0.01% |
41,000
-6,000
| -13% | -$441K |
|
1034
PUT
CF Industries
CF
$17.3B
| $2.97M | 0.01% |
41,000
-147,400
| -78% | -$12M |
|
1035
PUT
Tenet Healthcare
THC
$21.1B
| $2.97M | 0.01% |
50,000
-32,400
| -39% | -$1.8M |
|
1036
CALL
Ross Stores
ROST
$81.9B
| $2.96M | 0.01% |
27,900
-119,100
| -81% | -$13.4M |
|
|
AYX
1037
CALL
DELISTED
Alteryx Inc
AYX
| $2.96M | 0.01% |
50,300
-1,100
| -2% | -$64.1K |
|
1038
CALL
Clorox
CLX
$12.7B
| $2.96M | 0.01% |
18,700
-108,100
| -85% | -$16.2M |
|
1039
CALL
Fortive
FTV
$18.6B
| $2.95M | 0.01% |
+57,459
| New | +$2.89M |
|
|
FL
1040
PUT
DELISTED
Foot Locker
FL
| $2.94M | 0.01% |
74,100
-274,000
| -79% | -$11.5M |
|
|
ENV
1041
PUT
DELISTED
ENVESTNET, INC.
ENV
| $2.93M | 0.01% |
+50,000
| New | +$3.1M |
|
1042
Live Nation Entertainment
LYV
$42.1B
| $2.93M | 0.01% |
41,822
-12,167
| -23% | -$892K |
|
1043
PUT
Philip Morris
PM
$295B
| $2.92M | 0.01% |
30,000
+17,000
| +131% | +$1.69M |
|
1044
CALL
FNB Corp
FNB
$6.75B
| $2.9M | 0.01% |
250,000
| – | – |
|
1045
CALL
HP
HPQ
$27.5B
| $2.9M | 0.01% |
98,700
+70,300
| +248% | +$2.02M |
|
1046
PUT
First Majestic Silver
AG
$9.07B
| $2.89M | 0.01% |
401,100
+114,700
| +40% | +$845K |
|
1047
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $2.89M | 0.01% |
54,300
-26,100
| -32% | -$1.42M |
|
1048
PUT
O'Reilly Automotive
ORLY
$76.3B
| $2.89M | 0.01% |
51,000
+4,500
| +10% | +$247K |
|
|
LTHM
1049
CALL
DELISTED
Livent Corporation
LTHM
| $2.88M | 0.01% |
132,600
-170,400
| -56% | -$3.94M |
|
1050
S&P Global
SPGI
$120B
| $2.87M | 0.01% |
8,318
-21,093
| -72% | -$7.42M |
|
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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.