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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 | |
|---|---|---|---|---|---|---|
1776
CALL
Aurinia Pharmaceuticals
AUPH
$2.06B
| $364K | ﹤0.01% |
33,200
+7,500
| +29% | +$66.1K |
|
1777
iShares MSCI China ETF
MCHI
$6.42B
| $363K | ﹤0.01% |
7,270
+1,906
| +36% | +$97K |
|
1778
CALL
J.M. Smucker
SJM
$12.6B
| $362K | ﹤0.01% |
2,300
-3,800
| -62% | -$577K |
|
1779
CALL
Boston Beer
SAM
$1.86B
| $362K | ﹤0.01% |
1,100
-22,600
| -95% | -$7.77M |
|
1780
CALL
Incyte
INCY
$24.6B
| $361K | ﹤0.01% |
5,000
-33,600
| -87% | -$2.63M |
|
1781
On Holding
ONON
$12.9B
| $360K | ﹤0.01% |
11,602
+7,930
| +216% | +$180K |
|
1782
Idexx Laboratories
IDXX
$46.9B
| $354K | ﹤0.01% |
+707
| New | +$338K |
|
1783
Lindblad Expeditions
LIND
$2.16B
| $352K | ﹤0.01% |
+36,834
| New | +$370K |
|
1784
CALL
General Mills
GIS
$19.9B
| $350K | ﹤0.01% |
4,100
-193,300
| -98% | -$15.4M |
|
1785
CALL
Manchester United
MANU
$3.74B
| $350K | ﹤0.01% |
15,800
-14,200
| -47% | -$322K |
|
1786
Carlyle Group
CG
$17.2B
| $348K | ﹤0.01% |
11,206
-3,523
| -24% | -$118K |
|
1787
CALL
Vanguard Morningstar Small-Cap Growth ETF
VBK
$24.5B
| $346K | ﹤0.01% |
+1,600
| New | +$346K |
|
1788
CALL
Citi Trends
CTRN
$618M
| $346K | ﹤0.01% |
18,200
| – | – |
|
1789
PUT
Agios Pharmaceuticals
AGIO
$1.95B
| $345K | ﹤0.01% |
15,000
| – | – |
|
1790
PUT
Intercontinental Exchange
ICE
$84.5B
| $344K | ﹤0.01% |
3,300
-3,000
| -48% | -$312K |
|
1791
PUT
SBA Communications
SBAC
$19.2B
| $339K | ﹤0.01% |
+1,300
| New | +$358K |
|
1792
CALL
Vanguard S&P 500 ETF
VOO
$1.03T
| $338K | ﹤0.01% |
900
-3,900
| -81% | -$1.43M |
|
1793
PUT
Service Corp International
SCI
$11.4B
| $337K | ﹤0.01% |
4,900
-38,700
| -89% | -$2.67M |
|
1794
PUT
Sony
SONY
$140B
| $335K | ﹤0.01% |
18,500
-4,000
| -18% | -$69.3K |
|
1795
PUT
Paycom
PAYC
$9.62B
| $334K | ﹤0.01% |
1,100
-5,400
| -83% | -$1.63M |
|
1796
PUT
PPG Industries
PPG
$25.7B
| $334K | ﹤0.01% |
2,500
-44,900
| -95% | -$5.79M |
|
1797
CALL
Tyson Foods
TSN
$20.1B
| $332K | ﹤0.01% |
5,600
-49,800
| -90% | -$3.06M |
|
1798
Petrobras
PBR
$118B
| $332K | ﹤0.01% |
31,787
-96,263
| -75% | -$1.05M |
|
1799
CALL
Cinemark Holdings
CNK
$4.38B
| $330K | ﹤0.01% |
22,300
-149,400
| -87% | -$1.81M |
|
1800
Viant Technology
DSP
$282M
| $327K | ﹤0.01% |
75,286
-1,096
| -1% | -$4.74K |
|
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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.