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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 | |
|---|---|---|---|---|---|---|
101
PUT
Visa
V
$682B
| $73.3M | 0.16% |
308,600
-274,100
| -47% | -$62.7M |
|
102
PUT
Marvell Technology
MRVL
$199B
| $73.2M | 0.16% |
1,224,000
+370,900
| +43% | +$18M |
|
103
CALL
Coinbase
COIN
$40.6B
| $72.6M | 0.16% |
1,014,300
+796,600
| +366% | +$47.5M |
|
104
PUT
Wells Fargo
WFC
$266B
| $72.5M | 0.16% |
1,698,900
+172,800
| +11% | +$6.96M |
|
105
Sprott Physical Gold and Silver Trust
CEF
$8.17B
| $72M | 0.16% |
3,995,433
| – | – |
|
106
CALL
Thermo Fisher Scientific
TMO
$220B
| $71.2M | 0.15% |
136,400
-47,100
| -26% | -$25.4M |
|
107
PUT
Caterpillar
CAT
$393B
| $70.8M | 0.15% |
287,600
-36,500
| -11% | -$8.14M |
|
108
PUT
Salesforce
CRM
$165B
| $70.5M | 0.15% |
333,900
-391,700
| -54% | -$80M |
|
|
SCHW
109
PUT
Charles Schwab
SCHW
$190B
| $70.1M | 0.15% |
1,237,400
-732,000
| -37% | -$38.3M |
|
110
PUT
Morgan Stanley
MS
$343B
| $69.7M | 0.15% |
815,700
-3,300
| -0.4% | -$282K |
|
111
CALL
Datadog
DDOG
$90.6B
| $69.2M | 0.15% |
703,500
+386,400
| +122% | +$32.3M |
|
|
112
CALL
Salesforce
CRM
$165B
| $69.2M | 0.15% |
327,500
-335,400
| -51% | -$68.5M |
|
|
113
CALL
Pinduoduo
PDD
$120B
| $69.1M | 0.15% |
999,000
-1,797,000
| -64% | -$123M |
|
114
PUT
Merck
MRK
$334B
| $68.3M | 0.15% |
591,700
+474,300
| +404% | +$53.9M |
|
115
CALL
Bank of America
BAC
$448B
| $68.2M | 0.15% |
2,377,400
-731,700
| -24% | -$20.9M |
|
116
PUT
Applied Materials
AMAT
$424B
| $67.6M | 0.15% |
467,700
-20,200
| -4% | -$2.53M |
|
117
CALL
T-Mobile US
TMUS
$197B
| $67.5M | 0.15% |
485,800
-265,300
| -35% | -$37.2M |
|
118
PUT
Goldman Sachs
GS
$304B
| $67M | 0.15% |
207,700
-121,200
| -37% | -$39.8M |
|
119
PUT
iShares China Large-Cap ETF
FXI
$4.16B
| $66.9M | 0.15% |
2,460,900
+1,431,700
| +139% | +$40.2M |
|
120
CALL
Deere & Co
DE
$165B
| $66.2M | 0.14% |
163,500
+104,000
| +175% | +$39.8M |
|
121
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $65.9M | 0.14% |
681,900
+474,100
| +228% | +$46.6M |
|
122
PUT
Occidental Petroleum
OXY
$57.7B
| $65.6M | 0.14% |
1,115,600
+377,600
| +51% | +$22.7M |
|
123
CALL
Target
TGT
$70.6B
| $65.1M | 0.14% |
493,700
+159,000
| +48% | +$23.6M |
|
124
PUT
Spotify
SPOT
$102B
| $65M | 0.14% |
405,100
+293,900
| +264% | +$42.6M |
|
|
125
CALL
Morgan Stanley
MS
$343B
| $64.3M | 0.14% |
752,500
+202,100
| +37% | +$17.3M |
|
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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.