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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 | |
|---|---|---|---|---|---|---|
576
PUT
Kohl's
KSS
$2.19B
| $9.83M | 0.02% |
417,600
+6,900
| +2% | +$195K |
|
577
CALL
DraftKings
DKNG
$11.9B
| $9.82M | 0.02% |
507,000
+235,100
| +86% | +$3.91M |
|
578
CALL
Align Technology
ALGN
$12.3B
| $9.79M | 0.02% |
29,300
-38,200
| -57% | -$11.3M |
|
579
PUT
Marathon Digital Holdings
MARA
$3.9B
| $9.76M | 0.02% |
1,118,800
+415,800
| +59% | +$2.9M |
|
580
PUT
First Citizens BancShares
FCNCA
$25.3B
| $9.73M | 0.02% |
+10,000
| New | +$7.43M |
|
581
CALL
Hershey
HSY
$36.6B
| $9.72M | 0.02% |
38,200
+36,800
| +2,629% | +$8.65M |
|
582
PayPal
PYPL
$50.5B
| $9.67M | 0.02% |
127,340
+232
| +0.2% | +$17.9K |
|
583
Salesforce
CRM
$158B
| $9.65M | 0.02% |
48,291
+48,278
| +371,369% | +$8.15M |
|
584
Coinbase
COIN
$40.5B
| $9.64M | 0.02% |
142,683
-833
| -0.6% | -$49.9K |
|
585
US Bancorp
USB
$99.6B
| $9.52M | 0.02% |
264,171
+83,576
| +46% | +$3.72M |
|
586
Royal Caribbean
RCL
$85.6B
| $9.51M | 0.02% |
145,603
-106,399
| -42% | -$7.02M |
|
587
CALL
Lennar Class A
LEN
$21.2B
| $9.48M | 0.02% |
93,177
-277,154
| -75% | -$26.8M |
|
588
CALL
Colgate-Palmolive
CL
$74.4B
| $9.41M | 0.02% |
125,200
+124,000
| +10,333% | +$9.22M |
|
589
PUT
Becton Dickinson
BDX
$48.2B
| $9.41M | 0.02% |
38,000
-14,600
| -28% | -$3.57M |
|
590
CALL
Macy's
M
$6.68B
| $9.4M | 0.02% |
537,300
-1,894,300
| -78% | -$40.1M |
|
591
CALL
iShares Global Clean Energy ETF
ICLN
$2.4B
| $9.36M | 0.02% |
473,400
-540,300
| -53% | -$10.7M |
|
592
CALL
ARK Innovation ETF
ARKK
$6.31B
| $9.34M | 0.02% |
231,500
-848,700
| -79% | -$32.5M |
|
593
CALL
MGM Resorts International
MGM
$11.2B
| $9.24M | 0.02% |
208,100
-866,000
| -81% | -$36M |
|
594
CALL
Toronto Dominion Bank
TD
$200B
| $9.21M | 0.02% |
153,700
+72,600
| +90% | +$4.69M |
|
595
PUT
Shell
SHEL
$245B
| $9.2M | 0.02% |
159,900
-46,900
| -23% | -$2.76M |
|
596
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $9.19M | 0.02% |
247,990
+247,989
| +24,798,900% | +$11.1M |
|
597
PUT
Etsy
ETSY
$7.85B
| $9.18M | 0.02% |
82,500
-366,300
| -82% | -$45.4M |
|
598
CALL
Bausch Health
BHC
$2.34B
| $9.17M | 0.02% |
1,131,900
-465,300
| -29% | -$3.74M |
|
599
Elevance Health
ELV
$85.5B
| $9.15M | 0.02% |
19,907
-9,583
| -32% | -$4.56M |
|
|
IRBT
600
PUT
DELISTED
iRobot
IRBT
| $9.14M | 0.02% |
209,500
+97,200
| +87% | +$4.3M |
|
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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.