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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 | |
|---|---|---|---|---|---|---|
201
CALL
Dow Inc
DOW
$21.9B
| $47.3M | 0.1% |
863,600
-9,100
| -1% | -$512K |
|
202
PUT
Twilio
TWLO
$29.3B
| $46.8M | 0.1% |
701,700
-323,000
| -32% | -$19.9M |
|
203
CALL
Eli Lilly
LLY
$1.06T
| $46.6M | 0.1% |
135,800
-14,200
| -9% | -$4.79M |
|
204
CALL
Verizon
VZ
$195B
| $46.6M | 0.1% |
1,197,500
-177,000
| -13% | -$6.98M |
|
205
PUT
Pfizer
PFE
$149B
| $46.5M | 0.1% |
1,139,800
+589,700
| +107% | +$25.5M |
|
206
PUT
DoorDash
DASH
$92.4B
| $46.4M | 0.09% |
730,800
-463,000
| -39% | -$26.6M |
|
207
PUT
Occidental Petroleum
OXY
$56B
| $46.1M | 0.09% |
738,000
-1,976,400
| -73% | -$123M |
|
208
CALL
NextEra Energy
NEE
$176B
| $46M | 0.09% |
596,300
-327,700
| -35% | -$25.2M |
|
|
209
CALL
VanEck Gold Miners ETF
GDX
$25.6B
| $45.6M | 0.09% |
1,408,300
-653,800
| -32% | -$19.8M |
|
210
PUT
iShares Russell 2000 Growth ETF
IWO
$14.8B
| $45.4M | 0.09% |
200,000
-1,000
| -0.5% | -$229K |
|
|
DOCU
211
PUT
DocuSign
DOCU
$10.9B
| $45.3M | 0.09% |
777,200
-752,100
| -49% | -$44.9M |
|
212
PUT
Delta Air Lines
DAL
$60.5B
| $45M | 0.09% |
1,290,000
-1,000,700
| -44% | -$37.1M |
|
213
CALL
American Express
AXP
$231B
| $44.7M | 0.09% |
271,100
-52,900
| -16% | -$8.78M |
|
214
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $44.2M | 0.09% |
579,400
-70,100
| -11% | -$5.82M |
|
215
CALL
Amgen
AMGN
$219B
| $44M | 0.09% |
182,000
-59,700
| -25% | -$14.7M |
|
216
PUT
Trade Desk
TTD
$8.31B
| $43.6M | 0.09% |
716,200
-1,574,300
| -69% | -$83.8M |
|
217
CALL
Cloudflare
NET
$101B
| $43.5M | 0.09% |
705,200
-3,046,800
| -81% | -$167M |
|
218
CALL
Intuit
INTU
$88.1B
| $43.4M | 0.09% |
97,300
+10,600
| +12% | +$4.35M |
|
219
PUT
Wheaton Precious Metals
WPM
$56.9B
| $43.1M | 0.09% |
894,400
+360,200
| +67% | +$15.7M |
|
220
CALL
Ford
F
$55B
| $43.1M | 0.09% |
3,417,000
-2,368,900
| -41% | -$29.7M |
|
221
PUT
Freeport-McMoran
FCX
$95.5B
| $43M | 0.09% |
1,051,700
-1,519,800
| -59% | -$63.2M |
|
222
CALL
First Solar
FSLR
$26.2B
| $42.7M | 0.09% |
196,100
-340,200
| -63% | -$62.1M |
|
223
PUT
IBM
IBM
$220B
| $42.6M | 0.09% |
325,100
-153,200
| -32% | -$20.5M |
|
224
PUT
Bristol-Myers Squibb
BMY
$131B
| $42.6M | 0.09% |
614,000
+67,200
| +12% | +$4.74M |
|
225
CALL
GE Aerospace
GE
$389B
| $42.5M | 0.09% |
557,334
-960,602
| -63% | -$64.3M |
|
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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.