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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 | |
|---|---|---|---|---|---|---|
551
PUT
Axos Financial
AX
$5.68B
| $9.06M | 0.02% |
229,800
-288,400
| -56% | -$11.2M |
|
|
MPT
552
CALL
Medical Properties Trust
MPT
$2.4B
| $9.03M | 0.02% |
975,400
+761,900
| +357% | +$6.44M |
|
553
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $9.03M | 0.02% |
306,994
+147,500
| +92% | +$4.31M |
|
554
CALL
Helen of Troy
HELE
$682M
| $8.98M | 0.02% |
83,100
| – | – |
|
555
CALL
Prudential Financial
PRU
$42.2B
| $8.93M | 0.02% |
101,200
+93,000
| +1,134% | +$7.78M |
|
556
ASML
ASML
$691B
| $8.89M | 0.02% |
12,269
+4,010
| +49% | +$2.73M |
|
557
CALL
Cboe Global Markets
CBOE
$29.5B
| $8.89M | 0.02% |
64,400
+1,200
| +2% | +$164K |
|
558
CALL
Emerson Electric
EMR
$91.7B
| $8.89M | 0.02% |
98,300
-57,500
| -37% | -$4.84M |
|
559
PUT
Carvana
CVNA
$79.2B
| $8.85M | 0.02% |
1,707,500
-81,500
| -5% | -$226K |
|
560
Booking.com
BKNG
$160B
| $8.8M | 0.02% |
81,475
+48,775
| +149% | +$5.15M |
|
561
PUT
Scotiabank
BNS
$108B
| $8.76M | 0.02% |
175,000
+75,000
| +75% | +$3.72M |
|
562
CALL
Lowe's Companies
LOW
$124B
| $8.71M | 0.02% |
38,600
-63,600
| -62% | -$13.2M |
|
|
HZNP
563
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $8.71M | 0.02% |
84,700
+84,600
| +84,600% | +$8.93M |
|
564
PUT
Quanta Services
PWR
$101B
| $8.66M | 0.02% |
44,100
+27,700
| +169% | +$4.84M |
|
565
CALL
Western Alliance Bancorporation
WAL
$8.89B
| $8.64M | 0.02% |
236,900
-83,200
| -26% | -$2.89M |
|
566
PUT
ON Semiconductor
ON
$31.6B
| $8.6M | 0.02% |
90,900
-316,300
| -78% | -$26.2M |
|
567
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $8.54M | 0.02% |
206,000
+45,000
| +28% | +$1.79M |
|
568
lululemon athletica
LULU
$14.3B
| $8.53M | 0.02% |
22,547
+22,487
| +37,478% | +$8.3M |
|
569
CALL
Bilibili
BILI
$7.53B
| $8.5M | 0.02% |
563,100
-1,677,600
| -75% | -$30.8M |
|
570
CALL
Targa Resources
TRGP
$56.9B
| $8.48M | 0.02% |
+111,400
| New | +$8.08M |
|
|
571
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $8.46M | 0.02% |
204,200
+40,400
| +25% | +$1.61M |
|
|
FLG
572
CALL
Flagstar Bank National Association
FLG
$5.89B
| $8.43M | 0.02% |
249,900
+25,000
| +11% | +$759K |
|
573
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $8.37M | 0.02% |
100,600
-112,100
| -53% | -$9.37M |
|
574
CALL
Flex
FLEX
$45.2B
| $8.36M | 0.02% |
401,550
| – | – |
|
575
CALL
Super Micro Computer
SMCI
$20.4B
| $8.35M | 0.02% |
335,000
+254,000
| +314% | +$4.25M |
|
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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.