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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 | |
|---|---|---|---|---|---|---|
476
GE Aerospace
GE
$384B
| $13.2M | 0.03% |
173,195
+125,018
| +259% | +$8.36M |
|
477
CALL
Edwards Lifesciences
EW
$51.7B
| $13.2M | 0.03% |
159,700
+131,600
| +468% | +$10.3M |
|
478
PUT
PNC Financial Services
PNC
$101B
| $13.2M | 0.03% |
103,900
+45,200
| +77% | +$6.82M |
|
479
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.5B
| $13.2M | 0.03% |
39,626
+39,625
| +3,962,500% | +$13.2M |
|
480
PUT
Albemarle
ALB
$15.5B
| $13.2M | 0.03% |
59,600
-97,900
| -62% | -$24.1M |
|
481
PUT
Pan American Silver
PAAS
$21.6B
| $13.1M | 0.03% |
720,500
+438,600
| +156% | +$7.54M |
|
482
Azenta
AZTA
$1.48B
| $13.1M | 0.03% |
292,953
+229,268
| +360% | +$11.4M |
|
483
CALL
TAL Education Group
TAL
$6.87B
| $13M | 0.03% |
2,026,000
+1,897,100
| +1,472% | +$13.7M |
|
484
PUT
Academy Sports + Outdoors
ASO
$2.98B
| $13M | 0.03% |
198,800
-485,300
| -71% | -$28.6M |
|
485
CALL
KE Holdings
BEKE
$18.8B
| $12.9M | 0.03% |
684,100
-1,836,100
| -73% | -$34M |
|
|
SGEN
486
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $12.8M | 0.03% |
+63,300
| New | +$10.2M |
|
487
PUT
Zoom
ZM
$30.6B
| $12.8M | 0.03% |
173,300
-532,900
| -75% | -$38.4M |
|
488
CALL
Valero Energy
VLO
$85.9B
| $12.7M | 0.03% |
90,800
-96,700
| -52% | -$13M |
|
|
CPRX
489
CALL
DELISTED
Catalyst Pharmaceutical
CPRX
| $12.6M | 0.03% |
+760,300
| New | +$12.5M |
|
490
CALL
Take-Two Interactive
TTWO
$46.1B
| $12.5M | 0.03% |
105,100
-236,400
| -69% | -$26.4M |
|
491
PUT
Lyft
LYFT
$6.63B
| $12.5M | 0.03% |
1,351,400
+695,500
| +106% | +$8.4M |
|
492
PUT
Intuitive Surgical
ISRG
$134B
| $12.5M | 0.03% |
49,000
+4,600
| +10% | +$1.13M |
|
493
PUT
Merck
MRK
$318B
| $12.5M | 0.03% |
117,400
-40,900
| -26% | -$4.42M |
|
494
CALL
TJX Companies
TJX
$178B
| $12.4M | 0.03% |
158,300
-203,300
| -56% | -$16M |
|
495
PUT
Dollar General
DG
$27.9B
| $12.3M | 0.03% |
58,500
-131,300
| -69% | -$29.5M |
|
496
CALL
Capital One
COF
$134B
| $12.3M | 0.03% |
127,900
+3,100
| +2% | +$324K |
|
497
PUT
Arbor Realty Trust
ABR
$998M
| $12.3M | 0.03% |
1,070,000
-626,200
| -37% | -$8.69M |
|
498
CALL
Fortinet
FTNT
$117B
| $12.3M | 0.03% |
184,400
-237,800
| -56% | -$13.5M |
|
499
PUT
ConocoPhillips
COP
$141B
| $12.3M | 0.03% |
123,500
-204,400
| -62% | -$22.4M |
|
500
PUT
iShares MSCI Germany ETF
EWG
$1.68B
| $12.2M | 0.03% |
+430,000
| New | +$11.8M |
|
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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.