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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
+7.97%
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
$45.9B
AUM Growth
-$3.01B
(-6.1%)
Cap. Flow
-$7.09B
Cap. Flow
% of AUM
-15.45%
Top 10 Holdings %
Top 10 Hldgs %
30.41%
Holding
3,068
New
421
Increased
679
Reduced
1,025
Closed
745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$124M |
| 2 |
Pinduoduo
PDD
|
+$87.4M |
| 3 |
Chevron
CVX
|
+$42.3M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$37.7M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$31.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$126M |
| 2 |
NVIDIA
NVDA
|
+$61.8M |
| 3 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$56.8M |
| 4 |
JD.com
JD
|
+$47.1M |
| 5 |
VanEck Semiconductor ETF
SMH
|
+$46.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.87% |
| 2 | Communication Services | 0.74% |
| 3 | Consumer Discretionary | 0.65% |
| 4 | Financials | 0.6% |
| 5 | Energy | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Las Vegas Sands
LVS
$29.5B
| $33.1M | 0.07% |
571,000
+230,600
| +68% | +$13.6M |
|
227
PUT
Chipotle Mexican Grill
CMG
$41.6B
| $32.9M | 0.07% |
770,000
+145,000
| +23% | +$5.74M |
|
228
PUT
Blackstone
BX
$113B
| $32.8M | 0.07% |
352,800
-382,700
| -52% | -$33.1M |
|
229
CALL
Newmont
NEM
$120B
| $32.7M | 0.07% |
767,200
-595,000
| -44% | -$27M |
|
230
PUT
UnitedHealth
UNH
$358B
| $32.4M | 0.07% |
67,400
+10,200
| +18% | +$4.99M |
|
231
PUT
NextEra Energy
NEE
$179B
| $32.2M | 0.07% |
433,800
+316,800
| +271% | +$24M |
|
232
PUT
Workday
WDAY
$51.9B
| $32M | 0.07% |
141,700
-51,300
| -27% | -$10.3M |
|
233
PUT
Wayfair
W
$13.9B
| $31.8M | 0.07% |
489,000
+14,000
| +3% | +$590K |
|
234
PUT
United States Oil Fund
USO
$1.76B
| $31.8M | 0.07% |
500,000
-40,000
| -7% | -$2.61M |
|
235
CALL
CrowdStrike
CRWD
$231B
| $31.8M | 0.07% |
864,800
-1,884,800
| -69% | -$65.7M |
|
236
PUT
Nike
NKE
$61.3B
| $31.6M | 0.07% |
286,300
-212,500
| -43% | -$24.9M |
|
237
CALL
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $31M | 0.07% |
356,800
+263,000
| +280% | +$20.7M |
|
|
238
CALL
VanEck Semiconductor ETF
SMH
$73.1B
| $30.9M | 0.07% |
202,900
-256,100
| -56% | -$34.6M |
|
239
CALL
Walt Disney
DIS
$180B
| $30.5M | 0.07% |
342,000
-286,700
| -46% | -$27.2M |
|
240
CALL
Carnival Corporation Ltd
CCL
$39.1B
| $30.3M | 0.07% |
1,607,200
+510,400
| +47% | +$5.97M |
|
241
PUT
lululemon athletica
LULU
$13.7B
| $30.2M | 0.07% |
79,800
-900
| -1% | -$332K |
|
242
CALL
Citigroup
C
$233B
| $30M | 0.07% |
651,900
-781,400
| -55% | -$36.6M |
|
243
CALL
GE Aerospace
GE
$374B
| $29.6M | 0.06% |
337,809
-219,525
| -39% | -$17.8M |
|
244
PUT
McDonald's
MCD
$193B
| $29.4M | 0.06% |
98,600
-111,700
| -53% | -$32.5M |
|
245
CALL
ConocoPhillips
COP
$149B
| $29.4M | 0.06% |
283,600
+76,000
| +37% | +$7.81M |
|
246
PUT
Cheniere Energy
LNG
$55.3B
| $29.3M | 0.06% |
192,400
-23,100
| -11% | -$3.42M |
|
|
247
PUT
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $29.2M | 0.06% |
336,200
+240,800
| +252% | +$19M |
|
|
248
PUT
CrowdStrike
CRWD
$231B
| $29.1M | 0.06% |
792,800
-1,459,200
| -65% | -$50.8M |
|
249
PUT
Take-Two Interactive
TTWO
$45.4B
| $28.9M | 0.06% |
196,400
-74,500
| -28% | -$9.74M |
|
|
DOCU
250
PUT
DocuSign
DOCU
$11.9B
| $28.8M | 0.06% |
564,600
-212,600
| -27% | -$11.3M |
|
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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 withdrew a net $7.09B in Q2 2023, closing 745 positions and reducing 1,025 holdings. Its most notable exit was Comcast, an estimated $27.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.87% of assets, up from 0.68% a quarter earlier, followed by Communication Services and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Chevron worth $41.5M.
- 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.