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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 | |
|---|---|---|---|---|---|---|
401
PUT
Nutrien
NTR
$32B
| $15.6M | 0.03% |
264,400
+193,500
| +273% | +$12.3M |
|
402
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $15.6M | 0.03% |
194,300
+185,800
| +2,186% | +$13.3M |
|
403
CALL
Dynatrace
DT
$14.1B
| $15.6M | 0.03% |
+302,300
| New | +$14.2M |
|
404
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $15.4M | 0.03% |
181,600
-240,200
| -57% | -$18.4M |
|
405
CALL
KB Home
KBH
$3.48B
| $15.2M | 0.03% |
294,800
+294,700
| +294,700% | +$13.3M |
|
406
PUT
Lam Research
LRCX
$409B
| $15.2M | 0.03% |
237,000
-792,000
| -77% | -$44.6M |
|
407
PUT
DexCom
DXCM
$33.7B
| $15.2M | 0.03% |
118,500
+23,800
| +25% | +$2.88M |
|
408
CALL
Palantir
PLTR
$409B
| $15.2M | 0.03% |
991,600
+684,000
| +222% | +$7.77M |
|
409
CALL
Paychex
PAYX
$42.4B
| $15.2M | 0.03% |
135,600
+125,100
| +1,191% | +$13.7M |
|
|
SGEN
410
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $15.1M | 0.03% |
78,600
+21,400
| +37% | +$4.25M |
|
411
CALL
PayPal
PYPL
$49.8B
| $15.1M | 0.03% |
226,600
-940,300
| -81% | -$64.1M |
|
412
CALL
Welltower
WELL
$164B
| $15M | 0.03% |
185,900
+120,300
| +183% | +$9.27M |
|
|
413
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $14.9M | 0.03% |
175,800
-256,600
| -59% | -$19.6M |
|
414
CALL
Cameco
CCJ
$43.3B
| $14.9M | 0.03% |
475,400
+183,200
| +63% | +$5.15M |
|
415
PUT
Humana
HUM
$45.4B
| $14.9M | 0.03% |
33,300
-15,400
| -32% | -$7.75M |
|
416
PUT
Duke Energy
DUK
$96.1B
| $14.8M | 0.03% |
164,500
+147,400
| +862% | +$13.9M |
|
417
Zscaler
ZS
$28.2B
| $14.7M | 0.03% |
100,739
+72,803
| +261% | +$8.89M |
|
418
PUT
Eli Lilly
LLY
$1.07T
| $14.7M | 0.03% |
31,300
-3,200
| -9% | -$1.34M |
|
419
CALL
ServiceNow
NOW
$127B
| $14.7M | 0.03% |
130,500
+2,500
| +2% | +$250K |
|
420
CALL
Valero Energy
VLO
$94B
| $14.5M | 0.03% |
123,900
+33,100
| +36% | +$3.85M |
|
421
PUT
Analog Devices
ADI
$191B
| $14.4M | 0.03% |
74,000
+3,500
| +5% | +$648K |
|
422
CALL
US Bancorp
USB
$100B
| $14.4M | 0.03% |
435,700
+8,900
| +2% | +$288K |
|
423
KraneShares CSI China Internet ETF
KWEB
$5.46B
| $14.4M | 0.03% |
534,089
+195,809
| +58% | +$5.44M |
|
424
PUT
Mercado Libre
MELI
$95.4B
| $14.2M | 0.03% |
12,000
+6,600
| +122% | +$8.3M |
|
|
425
PUT
KraneShares CSI China Internet ETF
KWEB
$5.46B
| $14.2M | 0.03% |
526,900
-456,200
| -46% | -$12.7M |
|
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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.