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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 | |
|---|---|---|---|---|---|---|
|
ANSS
526
PUT
DELISTED
Ansys
ANSS
| $9.64M | 0.02% |
29,200
+9,800
| +51% | +$3.1M |
|
527
CALL
Lamb Weston
LW
$7.23B
| $9.61M | 0.02% |
83,600
+81,000
| +3,115% | +$9.03M |
|
528
PUT
Mobileye
MBLY
$7.54B
| $9.61M | 0.02% |
+250,000
| New | +$10.1M |
|
529
PUT
Zoetis
ZTS
$31.1B
| $9.59M | 0.02% |
55,700
+50,500
| +971% | +$8.73M |
|
530
Royal Gold
RGLD
$19.8B
| $9.59M | 0.02% |
83,518
+46,687
| +127% | +$6.01M |
|
531
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $9.58M | 0.02% |
110,246
-419,188
| -79% | -$33M |
|
532
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $9.56M | 0.02% |
27,811
-11,815
| -30% | -$3.98M |
|
533
CALL
Toronto Dominion Bank
TD
$201B
| $9.53M | 0.02% |
153,700
| – | – |
|
534
PUT
Zoom
ZM
$31.1B
| $9.52M | 0.02% |
140,200
-33,100
| -19% | -$2.21M |
|
535
CALL
AutoZone
AZO
$49.7B
| $9.47M | 0.02% |
3,800
+1,900
| +100% | +$4.85M |
|
536
CALL
Twilio
TWLO
$39.3B
| $9.45M | 0.02% |
148,600
-457,300
| -75% | -$27M |
|
537
PUT
BP
BP
$111B
| $9.44M | 0.02% |
267,500
-1,301,600
| -83% | -$48.2M |
|
538
Cloudflare
NET
$109B
| $9.42M | 0.02% |
144,057
+135,010
| +1,492% | +$8.06M |
|
539
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $9.41M | 0.02% |
129,800
+2,900
| +2% | +$211K |
|
540
PUT
Pinterest
PINS
$13.4B
| $9.37M | 0.02% |
342,600
-854,500
| -71% | -$21.3M |
|
541
PUT
Bristol-Myers Squibb
BMY
$130B
| $9.34M | 0.02% |
146,000
-468,000
| -76% | -$31.4M |
|
542
PUT
Medtronic
MDT
$116B
| $9.29M | 0.02% |
105,500
+63,200
| +149% | +$5.44M |
|
543
PUT
Affirm
AFRM
$25.7B
| $9.28M | 0.02% |
605,200
-451,300
| -43% | -$5.99M |
|
544
CALL
CVS Health
CVS
$120B
| $9.26M | 0.02% |
133,900
-409,100
| -75% | -$29.1M |
|
545
CALL
Cencora
COR
$63.7B
| $9.24M | 0.02% |
48,000
-24,500
| -34% | -$4.24M |
|
546
PUT
Teva Pharmaceuticals
TEVA
$42.5B
| $9.17M | 0.02% |
1,218,300
-95,500
| -7% | -$774K |
|
547
CALL
NIO
NIO
$11.6B
| $9.13M | 0.02% |
941,800
-26,000
| -3% | -$220K |
|
548
CALL
Akamai
AKAM
$16.8B
| $9.11M | 0.02% |
+101,400
| New | +$8.69M |
|
549
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $9.1M | 0.02% |
88,389
+88,388
| +8,838,800% | +$9.17M |
|
550
CALL
Fidelity National Information Services
FIS
$22.1B
| $9.06M | 0.02% |
165,700
-90,000
| -35% | -$4.95M |
|
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.