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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 | |
|---|---|---|---|---|---|---|
376
PUT
PNC Financial Services
PNC
$101B
| $17.6M | 0.04% |
139,800
+35,900
| +35% | +$4.39M |
|
377
PUT
Intuit
INTU
$90.2B
| $17.4M | 0.04% |
38,000
-92,700
| -71% | -$40.6M |
|
378
Netflix
NFLX
$307B
| $17.3M | 0.04% |
392,480
+376,880
| +2,416% | +$13.9M |
|
379
CALL
Humana
HUM
$45.4B
| $17.2M | 0.04% |
38,500
+5,700
| +17% | +$2.87M |
|
380
PUT
Marathon Petroleum
MPC
$95.3B
| $17.2M | 0.04% |
147,100
+105,400
| +253% | +$12.3M |
|
381
Applied Materials
AMAT
$436B
| $17M | 0.04% |
117,802
+117,351
| +26,020% | +$14.7M |
|
382
CALL
Pultegroup
PHM
$24.8B
| $17M | 0.04% |
218,800
+216,700
| +10,319% | +$14.7M |
|
383
CALL
Union Pacific
UNP
$173B
| $17M | 0.04% |
82,900
-15,000
| -15% | -$2.98M |
|
384
VanEck Oil Services ETF
OIH
$1.97B
| $16.7M | 0.04% |
58,025
+54,978
| +1,804% | +$14.9M |
|
|
EXAS
385
CALL
DELISTED
Exact Sciences
EXAS
| $16.7M | 0.04% |
177,400
+155,700
| +718% | +$12.1M |
|
386
PUT
Deere & Co
DE
$166B
| $16.5M | 0.04% |
40,800
-46,800
| -53% | -$17.9M |
|
387
PUT
Coca-Cola
KO
$371B
| $16.5M | 0.04% |
273,500
-490,200
| -64% | -$30.5M |
|
388
CALL
Spectrum Brands
SPB
$2.02B
| $16.3M | 0.04% |
208,600
+79,200
| +61% | +$5.65M |
|
389
CALL
Nutrien
NTR
$32B
| $16.2M | 0.04% |
275,000
+209,000
| +317% | +$13.3M |
|
390
CALL
Abbott
ABT
$188B
| $16.2M | 0.04% |
148,700
-132,600
| -47% | -$14.1M |
|
391
CALL
Seagate
STX
$201B
| $16M | 0.03% |
258,100
-13,500
| -5% | -$824K |
|
392
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.7B
| $16M | 0.03% |
120,300
-342,300
| -74% | -$45.1M |
|
393
PUT
DoorDash
DASH
$91.5B
| $16M | 0.03% |
208,900
-521,900
| -71% | -$34.6M |
|
394
PUT
iShares Core S&P 500 ETF
IVV
$904B
| $16M | 0.03% |
35,800
-11,100
| -24% | -$4.68M |
|
395
CALL
Snap
SNAP
$9.1B
| $15.9M | 0.03% |
1,341,100
-372,000
| -22% | -$3.74M |
|
396
CALL
Teck Resources
TECK
$33.3B
| $15.9M | 0.03% |
377,000
+132,700
| +54% | +$5.7M |
|
397
iShares China Large-Cap ETF
FXI
$4.2B
| $15.9M | 0.03% |
582,982
+343,880
| +144% | +$9.65M |
|
398
Cigna
CI
$72.4B
| $15.8M | 0.03% |
56,292
-98,953
| -64% | -$25.8M |
|
399
PUT
AbbVie
ABBV
$439B
| $15.7M | 0.03% |
116,600
+6,800
| +6% | +$997K |
|
400
CALL
Marvell Technology
MRVL
$200B
| $15.7M | 0.03% |
262,600
-665,000
| -72% | -$32.3M |
|
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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.