We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
326
PUT
Lucid Motors
LCID
$2.52B
| $20.9M | 0.05% |
303,310
+133,310
| +78% | +$9.51M |
|
327
ExxonMobil
XOM
$653B
| $20.6M | 0.04% |
191,962
+124,854
| +186% | +$13.6M |
|
328
CALL
Chipotle Mexican Grill
CMG
$41.5B
| $20.5M | 0.04% |
480,000
-140,000
| -23% | -$5.54M |
|
|
SPLK
329
CALL
DELISTED
Splunk Inc
SPLK
| $20.5M | 0.04% |
193,300
-30,200
| -14% | -$2.87M |
|
330
CALL
Roper Technologies
ROP
$38.7B
| $20.4M | 0.04% |
+42,500
| New | +$19.2M |
|
331
CALL
Bristol-Myers Squibb
BMY
$130B
| $20.3M | 0.04% |
317,200
-973,100
| -75% | -$65.3M |
|
332
CALL
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $20.3M | 0.04% |
+250,000
| New | +$20.4M |
|
333
CALL
Occidental Petroleum
OXY
$58.4B
| $20.3M | 0.04% |
344,700
-109,400
| -24% | -$6.56M |
|
|
FISV
334
PUT
Fiserv Inc
FISV
$27.1B
| $20.1M | 0.04% |
159,500
+22,900
| +17% | +$2.7M |
|
335
CALL
FedEx
FDX
$76.4B
| $20M | 0.04% |
80,600
-249,600
| -76% | -$57.1M |
|
336
PUT
Lockheed Martin
LMT
$138B
| $20M | 0.04% |
43,400
-5,400
| -11% | -$2.51M |
|
337
PUT
JetBlue
JBLU
$2.2B
| $19.9M | 0.04% |
2,250,300
+1,400,000
| +165% | +$10.2M |
|
|
338
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $19.9M | 0.04% |
185,500
-5,200
| -3% | -$524K |
|
339
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $19.8M | 0.04% |
266,600
+109,800
| +70% | +$8.24M |
|
340
PUT
PennyMac Financial
PFSI
$3.96B
| $19.7M | 0.04% |
280,000
| – | – |
|
341
KLA
KLAC
$272B
| $19.7M | 0.04% |
405,230
+39,940
| +11% | +$1.67M |
|
342
PUT
Hershey
HSY
$36.3B
| $19.6M | 0.04% |
78,400
+16,100
| +26% | +$4.22M |
|
343
PUT
Amgen
AMGN
$225B
| $19.6M | 0.04% |
88,100
-17,200
| -16% | -$3.99M |
|
344
PUT
BioNTech
BNTX
$23.3B
| $19.4M | 0.04% |
180,000
+171,500
| +2,018% | +$19.3M |
|
345
Delta Air Lines
DAL
$58.8B
| $19.4M | 0.04% |
408,332
+100,526
| +33% | +$3.71M |
|
346
CALL
iShares MSCI EAFE ETF
EFA
$80.1B
| $19.4M | 0.04% |
266,900
+160,700
| +151% | +$11.7M |
|
347
PUT
CVS Health
CVS
$120B
| $19.3M | 0.04% |
279,900
-45,700
| -14% | -$3.25M |
|
348
CALL
iShares US Real Estate ETF
IYR
$4.51B
| $19.3M | 0.04% |
222,900
-143,300
| -39% | -$12M |
|
349
CALL
Duke Energy
DUK
$96B
| $19.3M | 0.04% |
214,900
+140,100
| +187% | +$13.2M |
|
350
PUT
Ulta Beauty
ULTA
$23B
| $19.2M | 0.04% |
40,900
+500
| +1% | +$245K |
|
Similar funds
HF
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.