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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 | |
|---|---|---|---|---|---|---|
|
SKX
1726
CALL
DELISTED
Skechers
SKX
| $432K | ﹤0.01% |
9,100
-35,900
| -80% | -$1.63M |
|
1727
PUT
Comstock Resources
CRK
$4.22B
| $432K | ﹤0.01% |
40,000
-35,000
| -47% | -$416K |
|
1728
CALL
Rapid7
RPD
$776M
| $432K | ﹤0.01% |
+9,400
| New | +$400K |
|
1729
Chipotle Mexican Grill
CMG
$40.7B
| $430K | ﹤0.01% |
12,600
-175,300
| -93% | -$5.51M |
|
1730
PUT
Sanofi
SNY
$104B
| $430K | ﹤0.01% |
+7,900
| New | +$384K |
|
|
CUTR
1731
DELISTED
Cutera, Inc.
CUTR
| $428K | ﹤0.01% |
+18,100
| New | +$579K |
|
1732
CALL
Tower Semiconductor
TSEM
$28.5B
| $425K | ﹤0.01% |
10,000
| – | – |
|
|
NKLA
1733
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $424K | ﹤0.01% |
11,673
-17
| -0.1% | -$1.11K |
|
1734
PUT
Welltower
WELL
$169B
| $423K | ﹤0.01% |
5,900
-133,800
| -96% | -$9.71M |
|
1735
Robinhood
HOOD
$85B
| $421K | ﹤0.01% |
43,372
-771,716
| -95% | -$7.36M |
|
1736
PUT
nVent Electric
NVT
$26.3B
| $421K | ﹤0.01% |
+9,800
| New | +$413K |
|
1737
Wolfspeed
WOLF
$1.52B
| $419K | ﹤0.01% |
6,444
-103,969
| -94% | -$7.6M |
|
|
RAD
1738
PUT
DELISTED
Rite Aid Corporation
RAD
| $414K | ﹤0.01% |
184,600
+26,600
| +17% | +$88.2K |
|
1739
Harmony Biosciences
HRMY
$2.27B
| $410K | ﹤0.01% |
+12,565
| New | +$572K |
|
1740
CALL
PagSeguro Digital
PAGS
$2.54B
| $407K | ﹤0.01% |
47,500
| – | – |
|
|
1741
PUT
PagSeguro Digital
PAGS
$2.54B
| $407K | ﹤0.01% |
47,500
-120,100
| -72% | -$1.07M |
|
1742
PUT
Sherwin-Williams
SHW
$88.1B
| $405K | ﹤0.01% |
+1,800
| New | +$412K |
|
1743
CALL
JB Hunt Transport Services
JBHT
$25B
| $404K | ﹤0.01% |
2,300
-300
| -12% | -$54.5K |
|
1744
CALL
Bank of Montreal
BMO
$127B
| $401K | ﹤0.01% |
4,500
+2,900
| +181% | +$275K |
|
1745
Agilon Health
AGL
$1.63B
| $400K | ﹤0.01% |
674
+666
| +8,325% | +$373K |
|
1746
TripAdvisor
TRIP
$1.26B
| $397K | ﹤0.01% |
20,000
-163,512
| -89% | -$3.5M |
|
1747
PUT
Samsara
IOT
$23.2B
| $394K | ﹤0.01% |
+20,000
| New | +$317K |
|
1748
Melco Resorts & Entertainment
MLCO
$2.12B
| $393K | ﹤0.01% |
+30,857
| New | +$397K |
|
|
ICPT
1749
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $392K | ﹤0.01% |
29,200
+28,900
| +9,633% | +$500K |
|
1750
Aclaris Therapeutics
ACRS
$867M
| $392K | ﹤0.01% |
+48,434
| New | +$615K |
|
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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.