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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 | |
|---|---|---|---|---|---|---|
|
HZNP
251
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $28.6M | 0.06% |
278,000
+248,500
| +842% | +$26.2M |
|
252
CALL
Franco-Nevada
FNV
$44.7B
| $28.5M | 0.06% |
199,900
-59,700
| -23% | -$8.96M |
|
253
PUT
Thermo Fisher Scientific
TMO
$220B
| $28.5M | 0.06% |
54,600
+12,700
| +30% | +$6.85M |
|
254
CALL
Blackstone
BX
$112B
| $28.3M | 0.06% |
304,400
-26,200
| -8% | -$2.26M |
|
255
CALL
D.R. Horton
DHI
$41.9B
| $28.2M | 0.06% |
231,800
+87,900
| +61% | +$9.61M |
|
256
PUT
United Parcel Service
UPS
$89.9B
| $28.1M | 0.06% |
157,000
+56,100
| +56% | +$9.96M |
|
257
PUT
US Bancorp
USB
$102B
| $28.1M | 0.06% |
850,600
+327,700
| +63% | +$10.6M |
|
258
PUT
S&P Global
SPGI
$125B
| $28M | 0.06% |
69,900
+36,900
| +112% | +$13.5M |
|
259
CALL
ON Semiconductor
ON
$31.8B
| $27.9M | 0.06% |
294,900
-308,500
| -51% | -$25.5M |
|
260
PUT
First Solar
FSLR
$24.1B
| $27.8M | 0.06% |
146,100
+13,700
| +10% | +$2.71M |
|
261
CALL
Domino's
DPZ
$11.7B
| $27.8M | 0.06% |
82,400
+7,200
| +10% | +$2.27M |
|
262
PUT
Bilibili
BILI
$7.16B
| $27.7M | 0.06% |
1,837,100
-2,167,800
| -54% | -$39.8M |
|
263
PUT
Starbucks
SBUX
$124B
| $27.6M | 0.06% |
278,700
+41,300
| +17% | +$4.29M |
|
264
PUT
Moderna
MRNA
$25.4B
| $27.6M | 0.06% |
227,200
-85,200
| -27% | -$11.4M |
|
265
CALL
ARK Innovation ETF
ARKK
$6.55B
| $27.5M | 0.06% |
623,200
+391,700
| +169% | +$15.6M |
|
266
PUT
ConocoPhillips
COP
$150B
| $27.4M | 0.06% |
264,900
+141,400
| +114% | +$14.5M |
|
|
267
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.66B
| $27.4M | 0.06% |
671,300
-970,200
| -59% | -$39.8M |
|
|
AYX
268
PUT
DELISTED
Alteryx Inc
AYX
| $27.3M | 0.06% |
600,700
-5,100
| -0.8% | -$223K |
|
|
269
NVIDIA
NVDA
$5.46T
| $27.3M | 0.06% |
644,540
-1,860,430
| -74% | -$61.8M |
|
270
PUT
Unity
U
$20B
| $26.9M | 0.06% |
620,400
+25,400
| +4% | +$813K |
|
271
CALL
Exelon
EXC
$46.9B
| $26.9M | 0.06% |
661,100
+481,900
| +269% | +$19.9M |
|
272
Chipotle Mexican Grill
CMG
$41.3B
| $26.8M | 0.06% |
626,550
+613,950
| +4,873% | +$24.3M |
|
273
PUT
ExxonMobil
XOM
$652B
| $26.4M | 0.06% |
246,500
-203,200
| -45% | -$22.2M |
|
274
CALL
Eaton
ETN
$176B
| $26.3M | 0.06% |
130,700
+11,100
| +9% | +$1.95M |
|
275
CALL
Wheaton Precious Metals
WPM
$60B
| $26.3M | 0.06% |
607,500
-620,300
| -51% | -$29.5M |
|
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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.