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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 | |
|---|---|---|---|---|---|---|
1076
STMicroelectronics
STM
$50B
| $2.76M | 0.01% |
+51,559
| New | +$2.41M |
|
1077
CALL
Illinois Tool Works
ITW
$84.5B
| $2.75M | 0.01% |
11,300
+2,500
| +28% | +$583K |
|
1078
PUT
indie Semiconductor
INDI
$854M
| $2.75M | 0.01% |
+260,700
| New | +$2.33M |
|
1079
PUT
Apollo Global Management
APO
$73.4B
| $2.75M | 0.01% |
43,500
-73,100
| -63% | -$4.9M |
|
1080
Snap
SNAP
$9.01B
| $2.73M | 0.01% |
243,819
-1,301,029
| -84% | -$13.7M |
|
1081
PUT
Quanta Services
PWR
$101B
| $2.73M | 0.01% |
16,400
-6,000
| -27% | -$923K |
|
1082
PUT
Colgate-Palmolive
CL
$74.4B
| $2.72M | 0.01% |
36,200
+26,000
| +255% | +$1.93M |
|
1083
Affirm
AFRM
$25.2B
| $2.72M | 0.01% |
241,308
+82,198
| +52% | +$1.04M |
|
1084
PUT
Restaurant Brands International
QSR
$25.8B
| $2.72M | 0.01% |
40,500
-2,700
| -6% | -$176K |
|
1085
CALL
A.O. Smith
AOS
$8.7B
| $2.71M | 0.01% |
+39,200
| New | +$2.55M |
|
|
PXD
1086
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.71M | 0.01% |
+13,246
| New | +$2.85M |
|
1087
PUT
FIVE9
FIVN
$2.54B
| $2.7M | 0.01% |
37,400
-30,800
| -45% | -$2.2M |
|
1088
PUT
Cenovus Energy
CVE
$52.1B
| $2.7M | 0.01% |
154,800
-153,000
| -50% | -$2.81M |
|
1089
PUT
CRISPR Therapeutics
CRSP
$5.17B
| $2.7M | 0.01% |
59,600
+44,700
| +300% | +$2.17M |
|
1090
PUT
Burlington
BURL
$23.2B
| $2.69M | 0.01% |
13,300
-60,700
| -82% | -$13.3M |
|
1091
PUT
LyondellBasell Industries
LYB
$19.2B
| $2.67M | 0.01% |
28,400
+12,500
| +79% | +$1.16M |
|
1092
PUT
Blue Owl Capital
OWL
$18.5B
| $2.66M | 0.01% |
+240,000
| New | +$2.87M |
|
1093
PUT
NovoCure
NVCR
$1.91B
| $2.66M | 0.01% |
44,200
-15,000
| -25% | -$1.2M |
|
1094
BILL Holdings
BILL
$4.78B
| $2.65M | 0.01% |
32,681
-43,677
| -57% | -$4.05M |
|
1095
PUT
Illumina
ILMN
$28.4B
| $2.65M | 0.01% |
11,719
+1,439
| +14% | +$294K |
|
1096
CALL
Warner Bros
WBD
$67.1B
| $2.65M | 0.01% |
175,500
-594,900
| -77% | -$8.47M |
|
1097
Global Payments
GPN
$22.8B
| $2.64M | 0.01% |
25,088
-52,439
| -68% | -$5.68M |
|
1098
PUT
L3Harris
LHX
$53.4B
| $2.63M | 0.01% |
13,400
+11,800
| +738% | +$2.41M |
|
1099
PUT
United Microelectronic
UMC
$46.9B
| $2.63M | 0.01% |
300,000
-133,000
| -31% | -$1.08M |
|
1100
CALL
Jack in the Box
JACK
$335M
| $2.63M | 0.01% |
+30,000
| New | +$2.37M |
|
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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.