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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 | |
|---|---|---|---|---|---|---|
126
PUT
MongoDB
MDB
$32B
| $72.9M | 0.15% |
312,800
-274,900
| -47% | -$57.7M |
|
127
CALL
Becton Dickinson
BDX
$48.7B
| $72.7M | 0.15% |
293,800
+239,800
| +444% | +$58.7M |
|
|
128
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $72M | 0.15% |
1,641,500
+1,175,600
| +252% | +$66.7M |
|
129
PUT
Morgan Stanley
MS
$339B
| $71.9M | 0.15% |
819,000
-231,700
| -22% | -$21.6M |
|
|
130
PUT
VanEck Semiconductor ETF
SMH
$72.8B
| $71.9M | 0.15% |
546,400
+38,000
| +7% | +$4.56M |
|
|
131
iShares Russell 2000 ETF
IWM
$83B
| $71.5M | 0.15% |
401,025
+401,024
| +40,102,400% | +$73.8M |
|
132
PUT
Agnico Eagle Mines
AEM
$90.4B
| $70.5M | 0.14% |
1,383,700
+1,068,800
| +339% | +$54.9M |
|
133
CALL
Coca-Cola
KO
$375B
| $70.4M | 0.14% |
1,135,700
-1,935,900
| -63% | -$117M |
|
134
NVIDIA
NVDA
$5.4T
| $69.6M | 0.14% |
2,504,970
+2,500,410
| +54,834% | +$54.1M |
|
135
CALL
Visa
V
$678B
| $69M | 0.14% |
306,200
-466,600
| -60% | -$104M |
|
136
CALL
Johnson & Johnson
JNJ
$621B
| $68M | 0.14% |
438,800
-2,177,800
| -83% | -$352M |
|
137
PUT
ServiceNow
NOW
$129B
| $67.7M | 0.14% |
728,500
-552,000
| -43% | -$48.1M |
|
138
CALL
Citigroup
C
$226B
| $67.2M | 0.14% |
1,433,300
-299,800
| -17% | -$14.7M |
|
139
CALL
Newmont
NEM
$119B
| $66.8M | 0.14% |
1,362,200
-67,800
| -5% | -$3.29M |
|
140
CALL
Starbucks
SBUX
$121B
| $66.8M | 0.14% |
641,100
+409,000
| +176% | +$42.6M |
|
141
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $66.3M | 0.14% |
2,246,800
-1,251,200
| -36% | -$37.6M |
|
|
142
CALL
Agnico Eagle Mines
AEM
$90.4B
| $66.1M | 0.14% |
1,295,900
+1,105,100
| +579% | +$56.8M |
|
143
CALL
Costco
COST
$420B
| $65.7M | 0.13% |
132,200
-24,200
| -15% | -$11.9M |
|
144
Berkshire Hathaway Class B
BRK.B
$1.12T
| $64.9M | 0.13% |
210,221
+155,351
| +283% | +$47.9M |
|
145
PUT
Cisco
CSCO
$477B
| $64.7M | 0.13% |
1,238,000
+211,100
| +21% | +$10.3M |
|
146
JD.com
JD
$44.5B
| $64.7M | 0.13% |
1,474,032
+1,145,670
| +349% | +$59.2M |
|
147
PUT
Broadcom
AVGO
$2.03T
| $64.7M | 0.13% |
1,008,000
-1,433,000
| -59% | -$86.2M |
|
148
PUT
Blackstone
BX
$109B
| $64.6M | 0.13% |
735,500
+144,600
| +24% | +$12.8M |
|
149
CALL
PNC Financial Services
PNC
$101B
| $64.1M | 0.13% |
504,600
+163,900
| +48% | +$24.7M |
|
150
CALL
Uber
UBER
$153B
| $63.9M | 0.13% |
2,015,700
+138,700
| +7% | +$4.4M |
|
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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.