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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 | |
|---|---|---|---|---|---|---|
1001
CALL
STMicroelectronics
STM
$48.5B
| $2.56M | 0.01% |
51,200
+29,800
| +139% | +$1.38M |
|
1002
PUT
8x8 Inc
EGHT
$324M
| $2.56M | 0.01% |
605,000
| – | – |
|
|
DFS
1003
CALL
DELISTED
Discover Financial Services
DFS
| $2.56M | 0.01% |
21,900
-56,600
| -72% | -$5.93M |
|
1004
PUT
iShares MSCI Japan ETF
EWJ
$22.6B
| $2.54M | 0.01% |
+41,100
| New | +$2.48M |
|
1005
PUT
CRISPR Therapeutics
CRSP
$5.17B
| $2.53M | 0.01% |
45,000
-14,600
| -24% | -$828K |
|
1006
CALL
KKR & Co
KKR
$93.2B
| $2.53M | 0.01% |
45,100
-22,400
| -33% | -$1.17M |
|
1007
PUT
Western Digital
WDC
$151B
| $2.52M | 0.01% |
87,980
-338,026
| -79% | -$9.4M |
|
1008
PUT
Asana
ASAN
$2.13B
| $2.52M | 0.01% |
114,200
-104,600
| -48% | -$2.1M |
|
1009
Elevance Health
ELV
$86.2B
| $2.51M | 0.01% |
5,652
-14,255
| -72% | -$6.58M |
|
1010
PUT
Stanley Black & Decker
SWK
$15.5B
| $2.5M | 0.01% |
26,700
-1,600
| -6% | -$132K |
|
1011
PUT
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.21B
| $2.5M | 0.01% |
100,000
-61,500
| -38% | -$1.61M |
|
|
DFS
1012
DELISTED
Discover Financial Services
DFS
| $2.5M | 0.01% |
21,379
+6,105
| +40% | +$640K |
|
1013
CALL
Fastly Inc
FSLY
$4.42B
| $2.5M | 0.01% |
158,300
+59,900
| +61% | +$918K |
|
|
FTCH
1014
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $2.5M | 0.01% |
413,300
-11,600
| -3% | -$55.9K |
|
1015
Arcutis Biotherapeutics
ARQT
$3.26B
| $2.48M | 0.01% |
259,856
+33,543
| +15% | +$372K |
|
1016
MGM Resorts International
MGM
$10.9B
| $2.47M | 0.01% |
56,190
-244,690
| -81% | -$10.5M |
|
1017
NextEra Energy
NEE
$177B
| $2.46M | 0.01% |
+33,192
| New | +$2.51M |
|
1018
CALL
Cerence
CRNC
$403M
| $2.46M | 0.01% |
+84,100
| New | +$2.31M |
|
1019
CALL
GameStop
GME
$8.43B
| $2.45M | 0.01% |
101,200
+5,400
| +6% | +$121K |
|
1020
PUT
Albemarle
ALB
$15.5B
| $2.45M | 0.01% |
11,000
-48,600
| -82% | -$9.94M |
|
1021
PUT
TJX Companies
TJX
$175B
| $2.44M | 0.01% |
28,800
-27,300
| -49% | -$2.15M |
|
|
P
1022
Everpure Inc
P
$32.6B
| $2.44M | 0.01% |
66,278
+40,623
| +158% | +$1.15M |
|
1023
CALL
DigitalOcean
DOCN
$15.3B
| $2.43M | 0.01% |
60,500
-43,100
| -42% | -$1.59M |
|
1024
PUT
Expedia Group
EXPE
$37.7B
| $2.43M | 0.01% |
22,200
-232,400
| -91% | -$22.8M |
|
1025
ARK Innovation ETF
ARKK
$6.37B
| $2.42M | 0.01% |
54,922
-305,673
| -85% | -$12.2M |
|
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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.