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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 | |
|---|---|---|---|---|---|---|
26
PUT
JPMorgan Chase
JPM
$965B
| $243M | 0.53% |
1,671,100
+337,000
| +25% | +$46.4M |
|
27
PUT
Boeing
BA
$182B
| $242M | 0.53% |
1,146,400
+11,700
| +1% | +$2.43M |
|
28
PUT
Royal Caribbean
RCL
$82.9B
| $241M | 0.52% |
2,322,100
-334,300
| -13% | -$26.2M |
|
|
29
PUT
Alphabet (Google) Class A
GOOGL
$4.24T
| $237M | 0.52% |
1,982,600
-241,600
| -11% | -$27.8M |
|
30
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $237M | 0.51% |
3,150,800
-1,402,200
| -31% | -$105M |
|
31
PUT
American Airlines Group
AAL
$9.97B
| $235M | 0.51% |
13,094,900
+5,174,200
| +65% | +$75.9M |
|
32
CALL
Amazon
AMZN
$2.86T
| $231M | 0.5% |
1,773,000
+334,400
| +23% | +$38.2M |
|
33
PUT
Netflix
NFLX
$326B
| $221M | 0.48% |
5,023,000
-632,000
| -11% | -$23.3M |
|
34
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $221M | 0.48% |
642,200
+52,800
| +9% | +$17.8M |
|
35
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $211M | 0.46% |
6,247,700
+1,643,500
| +36% | +$53.6M |
|
36
PUT
Uber
UBER
$155B
| $207M | 0.45% |
4,789,500
+1,873,900
| +64% | +$69.7M |
|
37
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
| $201M | 0.44% |
1,956,900
-993,500
| -34% | -$103M |
|
38
PUT
Advanced Micro Devices
AMD
$789B
| $194M | 0.42% |
1,705,100
-829,800
| -33% | -$86.3M |
|
39
PUT
Qualcomm
QCOM
$173B
| $191M | 0.42% |
1,603,700
+540,000
| +51% | +$62.1M |
|
40
PUT
Carnival Corporation Ltd
CCL
$38.9B
| $189M | 0.41% |
10,045,900
-1,192,200
| -11% | -$13.9M |
|
41
CALL
Alibaba
BABA
$293B
| $184M | 0.4% |
2,207,800
+108,500
| +5% | +$9.5M |
|
42
PUT
Airbnb
ABNB
$111B
| $183M | 0.4% |
1,431,700
+136,900
| +11% | +$16M |
|
|
43
PUT
Amazon
AMZN
$2.86T
| $173M | 0.38% |
1,330,300
-58,600
| -4% | -$6.69M |
|
44
PUT
Bank of America
BAC
$448B
| $172M | 0.37% |
5,978,300
+720,700
| +14% | +$20.6M |
|
45
CALL
TSMC
TSM
$2.23T
| $166M | 0.36% |
1,647,500
+1,041,500
| +172% | +$96.9M |
|
46
PUT
United Airlines
UAL
$41B
| $164M | 0.36% |
2,986,600
+1,172,600
| +65% | +$55.4M |
|
47
PUT
Micron Technology
MU
$1.07T
| $160M | 0.35% |
2,539,200
+997,000
| +65% | +$64.1M |
|
48
CALL
iShares Silver Trust
SLV
$31.3B
| $158M | 0.34% |
7,583,400
-276,300
| -4% | -$6.14M |
|
|
49
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.5B
| $156M | 0.34% |
4,631,500
-3,078,100
| -40% | -$100M |
|
|
50
CALL
VanEck Gold Miners ETF
GDX
$26.9B
| $154M | 0.34% |
5,124,300
+3,716,000
| +264% | +$121M |
|
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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.