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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 | |
|---|---|---|---|---|---|---|
301
PUT
Synchrony
SYF
$25.6B
| $23.4M | 0.05% |
689,400
+557,400
| +422% | +$17M |
|
302
PUT
AT&T
T
$165B
| $23.4M | 0.05% |
1,465,400
+415,700
| +40% | +$7.08M |
|
303
CALL
XPeng
XPEV
$11.2B
| $23.3M | 0.05% |
1,735,000
+1,252,900
| +260% | +$12.3M |
|
304
CALL
Regeneron Pharmaceuticals
REGN
$81.9B
| $23.3M | 0.05% |
32,400
+17,600
| +119% | +$13.6M |
|
305
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $22.8M | 0.05% |
66,400
-78,700
| -54% | -$26.5M |
|
306
CALL
Wells Fargo
WFC
$268B
| $22.8M | 0.05% |
533,200
-870,200
| -62% | -$35M |
|
307
CALL
Delta Air Lines
DAL
$58.9B
| $22.7M | 0.05% |
478,000
-533,800
| -53% | -$19.7M |
|
308
PUT
FedEx
FDX
$76.8B
| $22.6M | 0.05% |
91,000
-235,800
| -72% | -$54M |
|
|
XYZ
309
PUT
Block Inc
XYZ
$46.6B
| $22.5M | 0.05% |
338,400
-1,982,100
| -85% | -$124M |
|
310
CALL
TJX Companies
TJX
$170B
| $22.3M | 0.05% |
263,500
+105,200
| +66% | +$8.3M |
|
311
PUT
Xerox
XRX
$410M
| $22.3M | 0.05% |
1,500,000
+500,000
| +50% | +$7.32M |
|
312
CALL
Annaly Capital Management
NLY
$17.5B
| $22M | 0.05% |
1,100,400
-400
| -0% | -$7.77K |
|
313
PUT
Pultegroup
PHM
$24.7B
| $22M | 0.05% |
283,100
+260,900
| +1,175% | +$17.7M |
|
|
ATVI
314
DELISTED
Activision Blizzard
ATVI
| $21.7M | 0.05% |
257,330
+257,212
| +217,976% | +$20.8M |
|
315
CALL
Lennar Class A
LEN
$20.7B
| $21.5M | 0.05% |
177,573
+84,396
| +91% | +$9.21M |
|
316
CALL
Moderna
MRNA
$25.3B
| $21.4M | 0.05% |
175,800
-222,500
| -56% | -$29.7M |
|
317
PUT
Seagate
STX
$200B
| $21.4M | 0.05% |
345,200
+35,000
| +11% | +$2.14M |
|
|
SGEN
318
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $21.3M | 0.05% |
110,800
+47,500
| +75% | +$9.44M |
|
319
CALL
Dollar General
DG
$26.4B
| $21.3M | 0.05% |
125,600
-34,200
| -21% | -$6.76M |
|
320
CALL
General Mills
GIS
$20.2B
| $21.3M | 0.05% |
277,900
+273,800
| +6,678% | +$23.4M |
|
321
CALL
RTX Corp
RTX
$298B
| $21.3M | 0.05% |
217,500
-372,400
| -63% | -$36.5M |
|
322
CALL
Shopify
SHOP
$193B
| $21.3M | 0.05% |
329,600
-147,300
| -31% | -$8.33M |
|
323
CALL
Lockheed Martin
LMT
$138B
| $21.3M | 0.05% |
46,200
-68,200
| -60% | -$31.7M |
|
324
CALL
Johnson Controls International
JCI
$93.2B
| $21M | 0.05% |
308,600
+288,400
| +1,428% | +$17.7M |
|
325
PUT
GE Aerospace
GE
$380B
| $21M | 0.05% |
239,072
-110,264
| -32% | -$8.93M |
|
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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.