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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 | |
|---|---|---|---|---|---|---|
851
PUT
OneMain Financial
OMF
$7.35B
| $3.93M | 0.01% |
90,000
| – | – |
|
852
PUT
Moody's
MCO
$82.7B
| $3.93M | 0.01% |
11,300
-8,800
| -44% | -$2.79M |
|
853
PUT
HP
HPQ
$26.4B
| $3.89M | 0.01% |
126,800
-39,600
| -24% | -$1.19M |
|
854
CALL
Northrop Grumman
NOC
$81.8B
| $3.87M | 0.01% |
8,500
-10,500
| -55% | -$4.76M |
|
855
CALL
Waste Management
WM
$91.2B
| $3.87M | 0.01% |
22,300
-32,200
| -59% | -$5.32M |
|
856
CALL
CME Group
CME
$93.6B
| $3.85M | 0.01% |
20,800
+13,500
| +185% | +$2.49M |
|
857
iShares Russell 2000 Value ETF
IWN
$14.6B
| $3.85M | 0.01% |
27,353
-3,038
| -10% | -$411K |
|
858
PUT
DuPont de Nemours
DD
$19.4B
| $3.84M | 0.01% |
42,861
-84,128
| -66% | -$7.24M |
|
|
PCGU
859
DELISTED
PG&E Corporation
PCGU
| $3.82M | 0.01% |
220,900
-25,000
| -10% | -$3.69M |
|
860
GE HealthCare
GEHC
$32.9B
| $3.8M | 0.01% |
46,794
+20,846
| +80% | +$1.66M |
|
|
CMA
861
PUT
DELISTED
Comerica
CMA
| $3.8M | 0.01% |
89,600
+9,600
| +12% | +$388K |
|
862
CALL
Huntington Ingalls Industries
HII
$13B
| $3.76M | 0.01% |
+16,500
| New | +$3.43M |
|
863
Advanced Micro Devices
AMD
$770B
| $3.74M | 0.01% |
32,865
+32,621
| +13,369% | +$3.39M |
|
864
Five Below
FIVE
$13.1B
| $3.73M | 0.01% |
18,983
+15,517
| +448% | +$3.03M |
|
865
PUT
RH
RH
$3.47B
| $3.72M | 0.01% |
11,300
-47,800
| -81% | -$12.5M |
|
866
CALL
Fortive
FTV
$18.7B
| $3.72M | 0.01% |
66,085
+8,626
| +15% | +$436K |
|
867
CALL
Warner Bros
WBD
$68B
| $3.72M | 0.01% |
296,700
+121,200
| +69% | +$1.57M |
|
|
JWN
868
CALL
DELISTED
Nordstrom
JWN
| $3.71M | 0.01% |
181,400
-184,300
| -50% | -$3.1M |
|
869
PUT
Elevance Health
ELV
$84.8B
| $3.69M | 0.01% |
8,300
-17,900
| -68% | -$8.26M |
|
870
PUT
Roku
ROKU
$22.4B
| $3.68M | 0.01% |
57,600
-328,400
| -85% | -$19.9M |
|
871
CALL
Unilever
UL
$134B
| $3.68M | 0.01% |
62,756
+62,045
| +8,726% | +$3.68M |
|
872
PUT
Zions Bancorporation
ZION
$10.4B
| $3.67M | 0.01% |
136,800
+69,800
| +104% | +$1.94M |
|
873
PUT
Spok Holdings
SPOK
$238M
| $3.65M | 0.01% |
+275,000
| New | +$3.45M |
|
874
CALL
SLB Ltd
SLB
$79.3B
| $3.65M | 0.01% |
74,400
+10,200
| +16% | +$486K |
|
875
PUT
Southwest Airlines
LUV
$22.4B
| $3.65M | 0.01% |
100,800
-68,700
| -41% | -$2.15M |
|
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.