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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 | |
|---|---|---|---|---|---|---|
|
NKLA
2026
DELISTED
Nikola Corporation Common Stock
NKLA
| $131K | ﹤0.01% |
3,602
+43
| +1% | +$2.82K |
|
2027
Getty Images
GETY
$142M
| $130K | ﹤0.01% |
25,575
+6,296
| +33% | +$35K |
|
2028
CALL
Ventas
VTR
$45.5B
| $130K | ﹤0.01% |
3,000
-300
| -9% | -$14.5K |
|
2029
Everest Group
EG
$14.1B
| $129K | ﹤0.01% |
359
-1,056
| -75% | -$380K |
|
2030
PUT
Ingersoll Rand
IR
$34B
| $128K | ﹤0.01% |
+2,200
| New | +$124K |
|
|
VTNR
2031
DELISTED
Vertex Energy, Inc
VTNR
| $127K | ﹤0.01% |
+12,901
| New | +$102K |
|
|
HUYA
2032
CALL
Huya Inc
HUYA
$579M
| $126K | ﹤0.01% |
+34,900
| New | +$164K |
|
2033
PUT
Lamb Weston
LW
$7.16B
| $125K | ﹤0.01% |
1,200
-1,200
| -50% | -$119K |
|
2034
PUT
Griffon
GFF
$4.83B
| $125K | ﹤0.01% |
+3,900
| New | +$143K |
|
2035
CALL
Boston Properties
BXP
$10.8B
| $124K | ﹤0.01% |
+2,300
| New | +$150K |
|
2036
CALL
Pultegroup
PHM
$25B
| $122K | ﹤0.01% |
2,100
-123,600
| -98% | -$6.67M |
|
2037
Hydrofarm Holdings
HYFM
$8.67M
| $122K | ﹤0.01% |
+7,065
| New | +$125K |
|
2038
PUT
Innovative Industrial Properties
IIPR
$1.67B
| $122K | ﹤0.01% |
1,600
-73,200
| -98% | -$6.46M |
|
2039
Stem
STEM
$52.5M
| $121K | ﹤0.01% |
1,067
-2,583
| -71% | -$438K |
|
2040
PUT
AutoNation
AN
$6.94B
| $121K | ﹤0.01% |
900
-1,100
| -55% | -$141K |
|
2041
CALL
Deutsche Bank
DB
$72.4B
| $119K | ﹤0.01% |
11,700
-173,400
| -94% | -$2.07M |
|
2042
Invitation Homes
INVH
$17.8B
| $119K | ﹤0.01% |
3,824
-22,970
| -86% | -$720K |
|
2043
CALL
Pinnacle West Capital
PNW
$12.1B
| $119K | ﹤0.01% |
1,500
-7,300
| -83% | -$551K |
|
2044
AvalonBay Communities
AVB
$26.2B
| $118K | ﹤0.01% |
+705
| New | +$120K |
|
2045
CALL
Vipshop
VIPS
$7.33B
| $117K | ﹤0.01% |
7,700
-543,900
| -99% | -$8.08M |
|
2046
PUT
Albertsons Companies
ACI
$5.96B
| $116K | ﹤0.01% |
5,600
+400
| +8% | +$8.26K |
|
|
MESO
2047
CALL
Mesoblast
MESO
$2.19B
| $116K | ﹤0.01% |
+17,600
| New | +$116K |
|
2048
Unisys
UIS
$211M
| $115K | ﹤0.01% |
+29,749
| New | +$144K |
|
|
ZEV
2049
DELISTED
Lightning eMotors, Inc.
ZEV
| $115K | ﹤0.01% |
20,000
-33,709
| -63% | -$393K |
|
2050
CALL
BJs Wholesale Club
BJ
$12.2B
| $114K | ﹤0.01% |
1,500
-89,100
| -98% | -$6.47M |
|
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.