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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 | |
|---|---|---|---|---|---|---|
|
51
Meta Platforms (Facebook)
META
$1.52T
| $144M | 0.31% |
502,942
+502,242
| +71,749% | +$124M |
|
|
52
PUT
Pinduoduo
PDD
$120B
| $143M | 0.31% |
2,074,400
-186,400
| -8% | -$12.8M |
|
53
CALL
Johnson & Johnson
JNJ
$632B
| $143M | 0.31% |
866,100
+427,300
| +97% | +$69M |
|
54
CALL
Cisco
CSCO
$447B
| $140M | 0.3% |
2,707,100
+1,081,700
| +67% | +$53.2M |
|
55
CALL
Zoom
ZM
$32.2B
| $136M | 0.3% |
2,007,800
+1,781,900
| +789% | +$119M |
|
56
CALL
JPMorgan Chase
JPM
$965B
| $135M | 0.29% |
925,600
-1,281,800
| -58% | -$176M |
|
57
PUT
Adobe
ADBE
$108B
| $134M | 0.29% |
275,000
+78,200
| +40% | +$31.5M |
|
58
CALL
Freeport-McMoran
FCX
$93.6B
| $131M | 0.29% |
3,283,300
+1,938,000
| +144% | +$73.9M |
|
59
CALL
Broadcom
AVGO
$1.99T
| $130M | 0.28% |
1,504,000
+17,000
| +1% | +$1.21M |
|
60
PUT
Cigna
CI
$73.5B
| $130M | 0.28% |
462,500
-68,300
| -13% | -$17.8M |
|
61
PUT
Alibaba
BABA
$293B
| $128M | 0.28% |
1,534,700
-1,088,300
| -41% | -$95.3M |
|
62
CALL
Netflix
NFLX
$326B
| $128M | 0.28% |
2,902,000
-5,637,000
| -66% | -$208M |
|
|
63
CALL
Adobe
ADBE
$108B
| $125M | 0.27% |
256,600
-158,600
| -38% | -$63.9M |
|
64
CALL
Texas Instruments
TXN
$250B
| $125M | 0.27% |
696,800
+131,400
| +23% | +$22.6M |
|
|
65
PUT
Broadcom
AVGO
$1.99T
| $125M | 0.27% |
1,446,000
+438,000
| +43% | +$31.2M |
|
66
CALL
United States Oil Fund
USO
$1.77B
| $122M | 0.27% |
1,926,000
+44,500
| +2% | +$2.9M |
|
67
PUT
Intel
INTC
$527B
| $122M | 0.27% |
3,643,900
+789,700
| +28% | +$24.8M |
|
68
PUT
iShares MSCI Emerging Markets ETF
EEM
$30.5B
| $117M | 0.25% |
2,946,700
+180,200
| +7% | +$7.09M |
|
|
ATVI
69
CALL
DELISTED
Activision Blizzard
ATVI
| $115M | 0.25% |
1,368,400
-458,400
| -25% | -$37.1M |
|
|
70
CALL
Intel
INTC
$527B
| $114M | 0.25% |
3,423,100
-1,854,300
| -35% | -$58.2M |
|
71
CALL
Merck
MRK
$334B
| $113M | 0.25% |
976,500
+86,600
| +10% | +$9.83M |
|
|
72
CALL
Alphabet (Google) Class C
GOOG
$4.21T
| $113M | 0.25% |
930,300
-793,500
| -46% | -$91.9M |
|
73
CALL
Royal Caribbean
RCL
$82.9B
| $112M | 0.24% |
1,083,700
+760,700
| +236% | +$59.6M |
|
|
74
CALL
Alphabet (Google) Class A
GOOGL
$4.24T
| $108M | 0.23% |
899,000
-1,727,700
| -66% | -$199M |
|
75
PUT
TSMC
TSM
$2.23T
| $107M | 0.23% |
1,061,400
+264,000
| +33% | +$24.6M |
|
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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.