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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 | |
|---|---|---|---|---|---|---|
1076
CALL
Tapestry
TPR
$33.3B
| $2.11M | ﹤0.01% |
49,300
-15,300
| -24% | -$637K |
|
1077
CALL
Advance Auto Parts
AAP
$3.36B
| $2.11M | ﹤0.01% |
30,000
+21,300
| +245% | +$2.19M |
|
1078
CALL
Kraft Heinz
KHC
$29.6B
| $2.11M | ﹤0.01% |
59,300
-91,400
| -61% | -$3.52M |
|
1079
CALL
Harley-Davidson
HOG
$2.72B
| $2.09M | ﹤0.01% |
59,500
-1,900
| -3% | -$66.4K |
|
1080
Murphy Oil
MUR
$5.09B
| $2.09M | ﹤0.01% |
+54,496
| New | +$2.01M |
|
1081
CALL
Horizon Bancorp
HBNC
$1.03B
| $2.08M | ﹤0.01% |
200,000
| – | – |
|
|
1082
PUT
Horizon Bancorp
HBNC
$1.03B
| $2.08M | ﹤0.01% |
200,000
| – | – |
|
|
WBA
1083
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $2.07M | ﹤0.01% |
72,600
-137,900
| -66% | -$4.49M |
|
1084
CALL
Bath & Body Works
BBWI
$3.89B
| $2.07M | ﹤0.01% |
55,100
+5,800
| +12% | +$212K |
|
1085
PUT
The Mosaic Company
MOS
$7.46B
| $2.06M | ﹤0.01% |
58,800
-32,100
| -35% | -$1.24M |
|
1086
Nutrien
NTR
$31.6B
| $2.05M | ﹤0.01% |
+34,738
| New | +$2.21M |
|
1087
CALL
Apollo Global Management
APO
$76B
| $2.05M | ﹤0.01% |
26,700
-60,700
| -69% | -$4.06M |
|
1088
PUT
CME Group
CME
$94.8B
| $2.04M | ﹤0.01% |
11,000
+5,100
| +86% | +$943K |
|
1089
CALL
Sabre
SABR
$835M
| $2.04M | ﹤0.01% |
638,800
+625,800
| +4,814% | +$2.26M |
|
1090
Agnico Eagle Mines
AEM
$91.4B
| $2.03M | ﹤0.01% |
+40,599
| New | +$2.2M |
|
1091
Alaska Air
ALK
$5.27B
| $2.02M | ﹤0.01% |
+38,033
| New | +$1.73M |
|
1092
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $2.02M | ﹤0.01% |
39,770
+35,442
| +819% | +$1.74M |
|
1093
CALL
Capri Holdings
CPRI
$1.75B
| $2.01M | ﹤0.01% |
56,100
+27,600
| +97% | +$1.09M |
|
1094
PUT
Vale
VALE
$63.4B
| $2.01M | ﹤0.01% |
150,000
-193,300
| -56% | -$2.74M |
|
1095
Cummins
CMI
$87.4B
| $2.01M | ﹤0.01% |
+8,188
| New | +$1.85M |
|
|
HZNP
1096
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $2M | ﹤0.01% |
19,429
+8,918
| +85% | +$941K |
|
1097
CALL
Innoviz Technologies
INVZ
$114M
| $1.99M | ﹤0.01% |
700,000
+650,000
| +1,300% | +$1.79M |
|
1098
PUT
Futu Holdings
FUTU
$15.2B
| $1.99M | ﹤0.01% |
50,000
-110,000
| -69% | -$4.68M |
|
|
NATI
1099
PUT
DELISTED
National Instruments Corp
NATI
| $1.99M | ﹤0.01% |
34,600
-227,800
| -87% | -$13.1M |
|
1100
CALL
Air Products & Chemicals
APD
$68.6B
| $1.98M | ﹤0.01% |
6,600
+700
| +12% | +$199K |
|
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.