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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 | |
|---|---|---|---|---|---|---|
351
PUT
Digital Realty Trust
DLR
$72.7B
| $19.2M | 0.04% |
168,800
+89,700
| +113% | +$8.87M |
|
352
PUT
American Express
AXP
$230B
| $19.2M | 0.04% |
110,100
-131,300
| -54% | -$21.2M |
|
353
PUT
Abercrombie & Fitch
ANF
$5.08B
| $19.1M | 0.04% |
506,900
+6,900
| +1% | +$197K |
|
|
MRO
354
PUT
DELISTED
Marathon Oil Corporation
MRO
| $19M | 0.04% |
825,800
+723,800
| +710% | +$17M |
|
355
CALL
lululemon athletica
LULU
$13.9B
| $19M | 0.04% |
50,200
-54,100
| -52% | -$20M |
|
356
CALL
Marriott International
MAR
$92.7B
| $18.9M | 0.04% |
102,900
-186,300
| -64% | -$32.3M |
|
357
CALL
DraftKings
DKNG
$12.7B
| $18.9M | 0.04% |
710,300
+203,300
| +40% | +$4.68M |
|
358
Nike
NKE
$60.3B
| $18.8M | 0.04% |
170,473
+170,263
| +81,078% | +$19.9M |
|
359
PUT
Royal Gold
RGLD
$20B
| $18.7M | 0.04% |
163,100
-52,800
| -24% | -$6.79M |
|
360
PUT
Bank OZK
OZK
$5.64B
| $18.7M | 0.04% |
+465,600
| New | +$16.7M |
|
361
PUT
Toll Brothers
TOL
$13.9B
| $18.6M | 0.04% |
+235,300
| New | +$15.8M |
|
362
CALL
Costco
COST
$420B
| $18.3M | 0.04% |
33,900
-98,300
| -74% | -$49.7M |
|
363
PUT
Shopify
SHOP
$193B
| $18.1M | 0.04% |
280,900
-325,400
| -54% | -$18.4M |
|
364
PUT
Zscaler
ZS
$28.6B
| $18.1M | 0.04% |
123,700
+5,600
| +5% | +$684K |
|
365
CALL
Shell
SHEL
$248B
| $18.1M | 0.04% |
299,700
+166,600
| +125% | +$10M |
|
366
PUT
Illumina
ILMN
$28.7B
| $18.1M | 0.04% |
99,099
+87,380
| +746% | +$17.7M |
|
367
CALL
Arista Networks
ANET
$261B
| $18M | 0.04% |
445,200
+307,200
| +223% | +$11.9M |
|
368
PUT
Franco-Nevada
FNV
$45.8B
| $18M | 0.04% |
126,400
-94,000
| -43% | -$14.1M |
|
|
369
CALL
Toll Brothers
TOL
$13.9B
| $18M | 0.04% |
+227,600
| New | +$15.3M |
|
370
PUT
AutoZone
AZO
$49.5B
| $18M | 0.04% |
7,200
-4,200
| -37% | -$10.7M |
|
371
CALL
Kinder Morgan
KMI
$70.5B
| $17.9M | 0.04% |
1,040,100
+1,038,200
| +54,642% | +$17.6M |
|
372
CALL
Roku
ROKU
$22.4B
| $17.9M | 0.04% |
279,100
-59,600
| -18% | -$3.62M |
|
373
CALL
iShares MSCI Brazil ETF
EWZ
$8.59B
| $17.8M | 0.04% |
550,100
-189,900
| -26% | -$5.65M |
|
374
PUT
Ford
F
$55.2B
| $17.8M | 0.04% |
1,178,000
-854,800
| -42% | -$10.8M |
|
|
MRO
375
CALL
DELISTED
Marathon Oil Corporation
MRO
| $17.6M | 0.04% |
765,500
+598,700
| +359% | +$14.1M |
|
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.