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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.61%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.9B
AUM Growth
-$15.5B
(-24%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.4%
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 | Miscellaneous | 97.09% |
| 2 | Technology | 0.68% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Financials | 0.5% |
| 5 | Communication Services | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1401
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.3B
| $1.13M | ﹤0.01% |
15,001
+15,000
| +1,500,000% | +$1.12M |
|
1402
Fastly Inc
FSLY
$3.62B
| $1.13M | ﹤0.01% |
63,730
+54,634
| +601% | +$694K |
|
1403
PUT
CME Group
CME
$98.5B
| $1.13M | ﹤0.01% |
5,900
-46,300
| -89% | -$8.37M |
|
1404
Federal Agricultural Mortgage
AGM
$2.44B
| $1.13M | ﹤0.01% |
8,477
-81
| -0.9% | -$10.6K |
|
1405
CALL
RB Global
RBA
$14.9B
| $1.13M | ﹤0.01% |
+20,000
| New | +$1.18M |
|
|
SPWR
1406
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.12M | ﹤0.01% |
81,121
-375,947
| -82% | -$5.9M |
|
1407
PUT
Ovintiv
OVV
$17.7B
| $1.12M | ﹤0.01% |
31,000
-43,000
| -58% | -$1.9M |
|
1408
PUT
KB Home
KBH
$2.93B
| $1.12M | ﹤0.01% |
27,800
-32,600
| -54% | -$1.19M |
|
1409
Western Alliance Bancorporation
WAL
$8.65B
| $1.12M | ﹤0.01% |
+31,377
| New | +$1.92M |
|
1410
CALL
Halliburton
HAL
$30.1B
| $1.11M | ﹤0.01% |
35,200
-300,900
| -90% | -$11.1M |
|
1411
CALL
Itron
ITRI
$4.1B
| $1.11M | ﹤0.01% |
20,000
| – | – |
|
|
1412
PUT
Itron
ITRI
$4.1B
| $1.11M | ﹤0.01% |
20,000
| – | – |
|
1413
Microchip Technology
MCHP
$38.9B
| $1.1M | ﹤0.01% |
13,104
+12,950
| +8,409% | +$1.03M |
|
1414
CALL
Dave & Buster's
PLAY
$284M
| $1.1M | ﹤0.01% |
29,800
-55,000
| -65% | -$2.19M |
|
1415
CuriosityStream
CURI
$161M
| $1.09M | ﹤0.01% |
806,758
-317,810
| -28% | -$504K |
|
1416
Occidental Petroleum Corp Warrants
OXY.WS
$37B
| $1.09M | ﹤0.01% |
26,549
| – | – |
|
1417
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.33B
| $1.08M | ﹤0.01% |
16,000
+15,800
| +7,900% | +$1.06M |
|
|
OSG
1418
CALL
Octave Specialty Group
OSG
$225M
| $1.08M | ﹤0.01% |
+70,000
| New | +$1.13M |
|
1419
Target Hospitality
TH
$1.9B
| $1.08M | ﹤0.01% |
82,264
+41,907
| +104% | +$671K |
|
1420
QuantumScape Corp
QS
$3.19B
| $1.08M | ﹤0.01% |
132,007
+23,635
| +22% | +$192K |
|
1421
PUT
Qorvo
QRVO
$9.91B
| $1.08M | ﹤0.01% |
10,600
-2,000
| -16% | -$203K |
|
1422
CALL
Lindblad Expeditions
LIND
$1.66B
| $1.08M | ﹤0.01% |
+112,500
| New | +$1.13M |
|
1423
Innoviz Technologies
INVZ
$96.7M
| $1.08M | ﹤0.01% |
307,148
+68,640
| +29% | +$304K |
|
1424
PUT
British American Tobacco
BTI
$118B
| $1.07M | ﹤0.01% |
30,600
-3,800
| -11% | -$143K |
|
1425
CALL
VF Corp
VFC
$4.96B
| $1.07M | ﹤0.01% |
46,900
+44,100
| +1,575% | +$1.16M |
|
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TI
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 $1.66B 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 Miscellaneous at 97% of assets, up from 97% a quarter earlier, followed by Technology and Consumer Discretionary.
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.