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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 | |
|---|---|---|---|---|---|---|
951
CALL
VICI Properties
VICI
$29.4B
| $3.67M | 0.01% |
112,600
-113,200
| -50% | -$3.74M |
|
952
PUT
Rivian
RIVN
$23.2B
| $3.67M | 0.01% |
236,900
-429,400
| -64% | -$7.25M |
|
953
PUT
Teradyne
TER
$59.3B
| $3.66M | 0.01% |
34,000
-3,000
| -8% | -$307K |
|
954
PUT
CBRE Group
CBRE
$42.9B
| $3.66M | 0.01% |
+50,200
| New | +$4.1M |
|
955
CALL
Signet Jewelers
SIG
$3.76B
| $3.64M | 0.01% |
46,800
+12,300
| +36% | +$912K |
|
956
Target
TGT
$68B
| $3.64M | 0.01% |
+21,968
| New | +$3.61M |
|
|
RDFN
957
PUT
DELISTED
Redfin
RDFN
| $3.64M | 0.01% |
401,400
-8,300
| -2% | -$61.9K |
|
958
PUT
VanEck Oil Services ETF
OIH
$1.84B
| $3.57M | 0.01% |
12,900
-88,300
| -87% | -$27M |
|
959
CALL
Scotiabank
BNS
$108B
| $3.56M | 0.01% |
70,700
-124,500
| -64% | -$6.39M |
|
960
PUT
Cummins
CMI
$88.7B
| $3.56M | 0.01% |
14,900
-59,100
| -80% | -$14.4M |
|
|
GMS
961
CALL
DELISTED
GMS Inc
GMS
| $3.55M | 0.01% |
+61,400
| New | +$3.48M |
|
962
CALL
ChargePoint
CHPT
$161M
| $3.55M | 0.01% |
16,960
-58,065
| -77% | -$12.6M |
|
963
CALL
KKR & Co
KKR
$92.3B
| $3.55M | 0.01% |
67,500
-81,100
| -55% | -$4.35M |
|
964
CALL
Strategy Inc
MSTR
$38.4B
| $3.54M | 0.01% |
121,000
-11,000
| -8% | -$268K |
|
965
CALL
Dick's Sporting Goods
DKS
$18.7B
| $3.52M | 0.01% |
24,800
-121,100
| -83% | -$16.1M |
|
966
PUT
Carvana
CVNA
$77.9B
| $3.5M | 0.01% |
1,789,000
-236,500
| -12% | -$410K |
|
967
CALL
Levi Strauss
LEVI
$9.39B
| $3.49M | 0.01% |
191,600
-900
| -0.5% | -$15.5K |
|
968
CALL
Darden Restaurants
DRI
$24.4B
| $3.49M | 0.01% |
22,500
-66,500
| -75% | -$9.84M |
|
969
PUT
VanEck Agribusiness ETF
MOO
$973M
| $3.47M | 0.01% |
+40,000
| New | +$3.53M |
|
|
CMA
970
PUT
DELISTED
Comerica
CMA
| $3.47M | 0.01% |
80,000
+19,400
| +32% | +$1.24M |
|
|
971
Booking.com
BKNG
$161B
| $3.47M | 0.01% |
32,700
-874,350
| -96% | -$85.1M |
|
972
PUT
ProShares Bitcoin Strategy ETF
BITO
$1.47B
| $3.47M | 0.01% |
+198,000
| New | +$2.84M |
|
973
PUT
Lumen
LUMN
$6.44B
| $3.47M | 0.01% |
1,308,000
-2,700
| -0.2% | -$10.9K |
|
974
Jabil
JBL
$35.8B
| $3.44M | 0.01% |
+38,997
| New | +$3.14M |
|
|
NATI
975
DELISTED
National Instruments Corp
NATI
| $3.42M | 0.01% |
+65,341
| New | +$3.28M |
|
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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.