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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.97%
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
$45.9B
AUM Growth
-$3.01B
Cap. Flow
-$429M
Cap. Flow %
-0.93%
Top 10 Hldgs %
30.41%
Holding
3,068
New
421
Increased
679
Reduced
1,025
Closed
745

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$124M
2
PDD icon
Pinduoduo
PDD
+$87.4M
3
CVX icon
Chevron
CVX
+$42.3M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$37.7M
5
GOOG icon
Alphabet (Google) Class C
GOOG
+$31.7M

Top Sells

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$126M
2
NVDA icon
NVIDIA
NVDA
+$61.8M
3
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$56.8M
4
JD icon
JD.com
JD
+$47.1M
5
SMH icon
VanEck Semiconductor ETF
SMH
+$46.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.08%
2 Technology 0.87%
3 Communication Services 0.74%
4 Consumer Discretionary 0.65%
5 Financials 0.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$3.42B 7.44%
7,707,100
-1,353,800
-15% -$568M
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$490B
$2.32B 5.05%
6,284,100
-1,052,200
-14% -$354M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$1.74B 3.78%
9,265,400
+808,400
+10% +$144M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$490B
$1.58B 3.44%
4,279,700
-897,700
-17% -$302M
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$1.13B 2.46%
6,022,300
+1,047,600
+21% +$187M
SPY icon
6
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$929M 2.02%
2,095,900
-872,200
-29% -$366M
AAPL icon
7
CALL
Apple
AAPL
$4.61T
$889M 1.93%
4,581,800
-1,041,100
-19% -$181M
TSLA icon
8
PUT
Tesla
TSLA
$1.45T
$737M 1.6%
2,814,900
-81,000
-3% -$16.2M
NVDA icon
9
PUT
NVIDIA
NVDA
$5.45T
$625M 1.36%
14,770,000
+1,651,000
+13% +$54.8M
XLE icon
10
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$608M 1.32%
14,968,800
+6,632,600
+80% +$270M
MSFT icon
11
PUT
Microsoft
MSFT
$3.67T
$537M 1.17%
1,575,600
+114,400
+8% +$35.9M
TSLA icon
12
CALL
Tesla
TSLA
$1.45T
$526M 1.15%
2,010,500
-172,100
-8% -$34.4M
META icon
13
PUT
Meta Platforms (Facebook)
META
$1.56T
$498M 1.08%
1,735,700
+875,500
+102% +$216M
NVDA icon
14
CALL
NVIDIA
NVDA
$5.45T
$474M 1.03%
11,205,000
-3,401,000
-23% -$113M
PANW icon
15
PUT
Palo Alto Networks
PANW
$275B
$453M 0.99%
3,542,200
+696,400
+24% +$72.5M
MSFT icon
16
CALL
Microsoft
MSFT
$3.67T
$452M 0.98%
1,325,900
-1,422,800
-52% -$446M
GLD icon
17
CALL
SPDR Gold Trust
GLD
$148B
$422M 0.92%
2,369,600
-41,600
-2% -$7.64M
XLE icon
18
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$417M 0.91%
10,281,600
+2,773,200
+37% +$113M
META icon
19
CALL
Meta Platforms (Facebook)
META
$1.56T
$405M 0.88%
1,411,900
-1,678,500
-54% -$414M
AMD icon
20
CALL
Advanced Micro Devices
AMD
$826B
$340M 0.74%
2,989,100
+8,900
+0.3% +$926K
TLT icon
21
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$315M 0.69%
3,062,200
-3,397,300
-53% -$352M
AAPL icon
22
PUT
Apple
AAPL
$4.61T
$305M 0.66%
1,574,400
+651,600
+71% +$114M
GOOG icon
23
PUT
Alphabet (Google) Class C
GOOG
$4.1T
$266M 0.58%
2,202,000
+646,300
+42% +$74.8M
GLD icon
24
PUT
SPDR Gold Trust
GLD
$148B
$266M 0.58%
1,490,000
-323,600
-18% -$59.5M
ORCL icon
25
PUT
Oracle
ORCL
$468B
$247M 0.54%
2,075,900
+1,026,100
+98% +$106M
1
2 3 4 5

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Parallax Volatility Advisers's Q2 2023 Portfolio in Review

As of Q2 2023, Parallax Volatility Advisers held 3,068 positions worth $45.9B, down 6.1% from $48.9B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Parallax Volatility Advisers's Q2 2023 filing shows 421 new, 679 increased, 1,025 reduced and 745 closed positions. Its largest new stake was Chevron: 263,712 shares worth $41.5M. The largest sale was VanEck Gold Miners ETF, an estimated $126M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Technology and Communication Services.

  • Parallax Volatility Advisers's largest Q2 2023 buy was Chevron: 263,712 shares worth $41.5M.
  • Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q2 2023, an estimated $124M increase.
  • Parallax Volatility Advisers's biggest Q2 2023 reduction was VanEck Gold Miners ETF, cutting an estimated $126M.
  • Parallax Volatility Advisers fully exited Comcast in Q2 2023, selling an estimated $27.3M.
  • Parallax Volatility Advisers's ten largest holdings make up 30% of its $45.9B portfolio in Q2 2023.
  • Parallax Volatility Advisers opened 421 new positions and closed 745 in Q2 2023.
  • Parallax Volatility Advisers's portfolio value fell 6.1% quarter-over-quarter to $45.9B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2023, filed 14 Aug 2023.