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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 | |
|---|---|---|---|---|---|---|
|
SKYT
1701
CALL
DELISTED
SkyWater Technology
SKYT
| $483K | ﹤0.01% |
+42,400
| New | +$475K |
|
1702
CALL
Under Armour
UAA
$2.5B
| $482K | ﹤0.01% |
50,800
-242,300
| -83% | -$2.52M |
|
1703
CALL
Carvana
CVNA
$81.5B
| $480K | ﹤0.01% |
245,000
-1,475,500
| -86% | -$2.56M |
|
1704
Xponential Fitness
XPOF
$208M
| $479K | ﹤0.01% |
+15,754
| New | +$417K |
|
1705
CALL
Aldeyra Therapeutics
ALDX
$91.1M
| $479K | ﹤0.01% |
48,200
+45,700
| +1,828% | +$323K |
|
1706
CALL
Zebra Technologies
ZBRA
$17.9B
| $477K | ﹤0.01% |
1,500
+1,100
| +275% | +$332K |
|
1707
CALL
Alkami Technology
ALKT
$2.1B
| $475K | ﹤0.01% |
+37,500
| New | +$553K |
|
|
1708
PUT
Alkami Technology
ALKT
$2.1B
| $475K | ﹤0.01% |
+37,500
| New | +$553K |
|
1709
PUT
Invitation Homes
INVH
$17.8B
| $475K | ﹤0.01% |
15,200
-642,800
| -98% | -$20.1M |
|
1710
CALL
Public Service Enterprise Group
PEG
$37.2B
| $475K | ﹤0.01% |
7,600
-89,600
| -92% | -$5.43M |
|
|
CUTR
1711
PUT
DELISTED
Cutera, Inc.
CUTR
| $472K | ﹤0.01% |
+20,000
| New | +$639K |
|
1712
Applovin
APP
$113B
| $470K | ﹤0.01% |
29,843
+21,400
| +253% | +$281K |
|
1713
CALL
Enbridge
ENB
$112B
| $469K | ﹤0.01% |
12,300
-6,100
| -33% | -$239K |
|
|
GAP
1714
PUT
The Gap Inc
GAP
$7.74B
| $468K | ﹤0.01% |
46,600
-433,100
| -90% | -$5.27M |
|
|
IPG
1715
PUT
DELISTED
Interpublic Group of Companies
IPG
| $466K | ﹤0.01% |
+12,500
| New | +$449K |
|
|
HEP
1716
CALL
DELISTED
Holly Energy Partners, L.P.
HEP
| $460K | ﹤0.01% |
+26,500
| New | +$488K |
|
|
TGH
1717
DELISTED
Textainer Group Holdings limited
TGH
| $458K | ﹤0.01% |
14,277
-27,445
| -66% | -$897K |
|
1718
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.45B
| $458K | ﹤0.01% |
14,219
+350
| +3% | +$12.8K |
|
1719
PUT
MSCI
MSCI
$40.9B
| $448K | ﹤0.01% |
800
-9,100
| -92% | -$4.81M |
|
1720
PUT
Tractor Supply
TSCO
$18B
| $447K | ﹤0.01% |
9,500
+6,500
| +217% | +$296K |
|
1721
CBRE Group
CBRE
$41.7B
| $446K | ﹤0.01% |
+6,128
| New | +$501K |
|
|
FTCH
1722
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $445K | ﹤0.01% |
90,700
-268,000
| -75% | -$1.45M |
|
1723
Under Armour Class C
UA
$2.42B
| $442K | ﹤0.01% |
+51,791
| New | +$476K |
|
1724
First Horizon
FHN
$12B
| $438K | ﹤0.01% |
24,656
-304
| -1% | -$6.76K |
|
1725
CNX Resources
CNX
$5.32B
| $436K | ﹤0.01% |
+27,233
| New | +$433K |
|
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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.