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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 | |
|---|---|---|---|---|---|---|
1151
PUT
Stanley Black & Decker
SWK
$15.7B
| $2.28M | ﹤0.01% |
28,300
+6,600
| +30% | +$556K |
|
1152
CALL
Oneok
OKE
$54.5B
| $2.25M | ﹤0.01% |
35,400
+23,600
| +200% | +$1.57M |
|
1153
Arbor Realty Trust
ABR
$998M
| $2.24M | ﹤0.01% |
195,192
-43
| -0% | -$596 |
|
|
ARCH
1154
CALL
DELISTED
Arch Resources, Inc.
ARCH
| $2.23M | ﹤0.01% |
+17,000
| New | +$2.46M |
|
1155
CALL
monday.com
MNDY
$3.94B
| $2.23M | ﹤0.01% |
15,600
-68,300
| -81% | -$9.23M |
|
1156
Kimberly-Clark
KMB
$36.5B
| $2.23M | ﹤0.01% |
16,589
-16,466
| -50% | -$2.14M |
|
1157
CALL
Horizon Bancorp
HBNC
$1.04B
| $2.21M | ﹤0.01% |
+200,000
| New | +$2.87M |
|
|
1158
PUT
Horizon Bancorp
HBNC
$1.04B
| $2.21M | ﹤0.01% |
200,000
+21,800
| +12% | +$313K |
|
1159
CALL
Riot Platforms
RIOT
$7.76B
| $2.21M | ﹤0.01% |
221,200
-119,400
| -35% | -$777K |
|
1160
PUT
Bloom Energy
BE
$64.6B
| $2.21M | ﹤0.01% |
110,700
-187,000
| -63% | -$4.09M |
|
1161
CALL
GameStop
GME
$8.6B
| $2.21M | ﹤0.01% |
95,800
-230,800
| -71% | -$4.6M |
|
1162
Ambarella
AMBA
$3.81B
| $2.18M | ﹤0.01% |
28,153
-2,263
| -7% | -$194K |
|
1163
PUT
Bath & Body Works
BBWI
$4.1B
| $2.17M | ﹤0.01% |
59,200
-460,900
| -89% | -$19.3M |
|
1164
PUT
Global Payments
GPN
$22.8B
| $2.16M | ﹤0.01% |
20,500
-66,900
| -77% | -$7.25M |
|
1165
PUT
QuantumScape Corp
QS
$3.74B
| $2.15M | ﹤0.01% |
262,500
-3,000
| -1% | -$24.4K |
|
1166
Constellation Brands
STZ
$23.2B
| $2.14M | ﹤0.01% |
9,493
+5,828
| +159% | +$1.3M |
|
1167
GE HealthCare
GEHC
$32.4B
| $2.13M | ﹤0.01% |
+25,948
| New | +$1.85M |
|
1168
CALL
Takeda Pharmaceutical
TAK
$55.7B
| $2.13M | ﹤0.01% |
+129,100
| New | +$2.06M |
|
1169
PUT
Robinhood
HOOD
$83.9B
| $2.12M | ﹤0.01% |
218,000
-1,527,500
| -88% | -$14.6M |
|
1170
PUT
Dick's Sporting Goods
DKS
$18.7B
| $2.11M | ﹤0.01% |
14,900
-198,900
| -93% | -$26.5M |
|
1171
CALL
Teradyne
TER
$59.3B
| $2.11M | ﹤0.01% |
19,600
-2,600
| -12% | -$266K |
|
1172
PUT
Regions Financial
RF
$26.8B
| $2.09M | ﹤0.01% |
112,700
+112,600
| +112,600% | +$2.45M |
|
1173
PUT
Sociedad Química y Minera de Chile
SQM
$20.6B
| $2.09M | ﹤0.01% |
25,800
+3,800
| +17% | +$327K |
|
|
FTCH
1174
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $2.09M | ﹤0.01% |
424,900
+290,100
| +215% | +$1.57M |
|
1175
American International
AIG
$41.3B
| $2.08M | ﹤0.01% |
41,394
-9,180
| -18% | -$536K |
|
Similar funds
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.