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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 | |
|---|---|---|---|---|---|---|
551
CALL
SolarEdge
SEDG
$1.95B
| $10.5M | 0.02% |
34,400
-159,800
| -82% | -$48.7M |
|
552
PUT
Strategy Inc
MSTR
$38.4B
| $10.4M | 0.02% |
355,000
-110,000
| -24% | -$2.68M |
|
553
DoorDash
DASH
$93.7B
| $10.4M | 0.02% |
163,267
-392,188
| -71% | -$22.5M |
|
554
Pinduoduo
PDD
$131B
| $10.3M | 0.02% |
135,691
+135,557
| +101,162% | +$12.3M |
|
555
PUT
M&T Bank
MTB
$36.2B
| $10.3M | 0.02% |
86,100
+83,900
| +3,814% | +$12.2M |
|
556
PUT
Cadence Design Systems
CDNS
$93.4B
| $10.3M | 0.02% |
49,000
-145,000
| -75% | -$27.4M |
|
557
CALL
American Tower
AMT
$80.4B
| $10.2M | 0.02% |
50,100
-12,500
| -20% | -$2.62M |
|
558
PUT
Peloton Interactive
PTON
$2.49B
| $10.2M | 0.02% |
900,000
-75,300
| -8% | -$906K |
|
559
PUT
Gilead Sciences
GILD
$165B
| $10.2M | 0.02% |
123,000
-147,200
| -54% | -$12.2M |
|
560
Alphabet (Google) Class A
GOOGL
$4.33T
| $10.2M | 0.02% |
98,203
+97,383
| +11,876% | +$9.34M |
|
561
CALL
NIO
NIO
$11.9B
| $10.2M | 0.02% |
967,800
-444,500
| -31% | -$4.54M |
|
562
PUT
Boston Scientific
BSX
$71.5B
| $10.1M | 0.02% |
202,200
-62,800
| -24% | -$2.96M |
|
563
Vanguard S&P 500 ETF
VOO
$1.01T
| $10.1M | 0.02% |
26,888
-14,331
| -35% | -$5.26M |
|
|
SNV
564
CALL
DELISTED
Synovus
SNV
| $10.1M | 0.02% |
+327,600
| New | +$12.5M |
|
565
Expedia Group
EXPE
$37.3B
| $10.1M | 0.02% |
103,865
-142,791
| -58% | -$15M |
|
566
CALL
Restaurant Brands International
QSR
$25.8B
| $10M | 0.02% |
149,500
+148,100
| +10,579% | +$9.65M |
|
567
PUT
3M
MMM
$94.3B
| $10M | 0.02% |
113,859
+113,022
| +13,503% | +$10.7M |
|
568
CALL
Zscaler
ZS
$27.3B
| $10M | 0.02% |
85,600
-418,900
| -83% | -$50.3M |
|
569
CALL
Autodesk
ADSK
$52.6B
| $9.97M | 0.02% |
47,900
-69,400
| -59% | -$14.3M |
|
570
CALL
IQVIA
IQV
$39.3B
| $9.94M | 0.02% |
+50,000
| New | +$10.7M |
|
571
CALL
Spotify
SPOT
$100B
| $9.93M | 0.02% |
74,300
-11,200
| -13% | -$1.28M |
|
|
WBA
572
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $9.91M | 0.02% |
286,600
+118,600
| +71% | +$4.21M |
|
573
PUT
ARK Innovation ETF
ARKK
$6.31B
| $9.89M | 0.02% |
245,100
-115,900
| -32% | -$4.44M |
|
574
PUT
Truist Financial
TFC
$64B
| $9.87M | 0.02% |
289,500
+278,200
| +2,462% | +$12.1M |
|
575
CALL
Weatherford International
WFRD
$6.22B
| $9.83M | 0.02% |
165,700
+700
| +0.4% | +$41K |
|
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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.