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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.61%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.9B
AUM Growth
-$15.5B
(-24%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.4%
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 | Miscellaneous | 97.09% |
| 2 | Technology | 0.68% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Financials | 0.5% |
| 5 | Communication Services | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1476
PUT
AB InBev
BUD
$153B
| $954K | ﹤0.01% |
14,300
-61,200
| -81% | -$3.7M |
|
1477
CALL
indie Semiconductor
INDI
$767M
| $950K | ﹤0.01% |
+90,000
| New | +$804K |
|
1478
CALL
Virtu Financial
VIRT
$5.44B
| $949K | ﹤0.01% |
50,200
-200
| -0.4% | -$3.85K |
|
1479
PUT
Target Hospitality
TH
$1.9B
| $947K | ﹤0.01% |
72,100
| – | – |
|
|
AYX
1480
DELISTED
Alteryx Inc
AYX
| $945K | ﹤0.01% |
16,067
-23,923
| -60% | -$1.39M |
|
1481
PUT
XPO
XPO
$21.3B
| $941K | ﹤0.01% |
29,500
-11,400
| -28% | -$411K |
|
|
MRTX
1482
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $939K | ﹤0.01% |
25,252
+5,534
| +28% | +$249K |
|
1483
CALL
LegalZoom.com
LZ
$1.01B
| $938K | ﹤0.01% |
+100,000
| New | +$847K |
|
1484
Axos Financial
AX
$5.32B
| $937K | ﹤0.01% |
+25,378
| New | +$1.09M |
|
|
MNTV
1485
PUT
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $932K | ﹤0.01% |
+100,000
| New | +$785K |
|
1486
Intellia Therapeutics
NTLA
$1.67B
| $932K | ﹤0.01% |
25,005
| – | – |
|
1487
CALL
CRISPR Therapeutics
CRSP
$5.05B
| $927K | ﹤0.01% |
20,500
-11,000
| -35% | -$534K |
|
1488
PUT
CSX Corp
CSX
$90.8B
| $925K | ﹤0.01% |
30,900
-49,500
| -62% | -$1.52M |
|
1489
PUT
Valley National Bancorp
VLY
$7.65B
| $924K | ﹤0.01% |
100,000
+60,000
| +150% | +$664K |
|
|
CPRX
1490
PUT
DELISTED
Catalyst Pharmaceutical
CPRX
| $919K | ﹤0.01% |
+55,400
| New | +$914K |
|
1491
CALL
Aon
AON
$65.3B
| $914K | ﹤0.01% |
+2,900
| New | +$898K |
|
1492
PUT
AstraZeneca
AZN
$248B
| $909K | ﹤0.01% |
6,550
-28,700
| -81% | -$3.86M |
|
|
1493
CALL
CSX Corp
CSX
$90.8B
| $907K | ﹤0.01% |
30,300
+7,900
| +35% | +$243K |
|
|
RDFN
1494
DELISTED
Redfin
RDFN
| $906K | ﹤0.01% |
100,000
-130,003
| -57% | -$969K |
|
1495
Blue Owl Capital
OWL
$7.13B
| $899K | ﹤0.01% |
81,150
+65,089
| +405% | +$779K |
|
1496
PUT
CuriosityStream
CURI
$161M
| $897K | ﹤0.01% |
664,300
-127,100
| -16% | -$202K |
|
1497
Guidewire Software
GWRE
$11.7B
| $896K | ﹤0.01% |
+10,916
| New | +$794K |
|
|
PACW
1498
DELISTED
PacWest Bancorp
PACW
| $894K | ﹤0.01% |
+91,862
| New | +$2.04M |
|
1499
PUT
Chubb
CB
$131B
| $893K | ﹤0.01% |
4,600
-35,500
| -89% | -$7.46M |
|
1500
CALL
Peloton Interactive
PTON
$2.16B
| $888K | ﹤0.01% |
78,300
+41,000
| +110% | +$493K |
|
Similar funds
TI
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 $1.66B 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 Miscellaneous at 97% of assets, up from 97% a quarter earlier, followed by Technology and Consumer Discretionary.
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.