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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 | |
|---|---|---|---|---|---|---|
1401
Valley National Bancorp
VLY
$8.03B
| $891K | ﹤0.01% |
115,021
+33,683
| +41% | +$268K |
|
1402
CALL
Semtech
SMTC
$12.6B
| $891K | ﹤0.01% |
+35,000
| New | +$756K |
|
1403
PennyMac Financial
PFSI
$3.91B
| $886K | ﹤0.01% |
12,601
-4
| -0% | -$253 |
|
1404
PUT
Invesco Solar ETF
TAN
$1.37B
| $878K | ﹤0.01% |
12,300
-9,400
| -43% | -$678K |
|
1405
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $877K | ﹤0.01% |
9,082
-47,290
| -84% | -$4.65M |
|
|
ABST
1406
DELISTED
Absolute Software Corp
ABST
| $869K | ﹤0.01% |
75,834
-134,786
| -64% | -$1.35M |
|
1407
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$15.1B
| $865K | ﹤0.01% |
12,500
+12,000
| +2,400% | +$754K |
|
1408
CALL
Aon
AON
$75.6B
| $863K | ﹤0.01% |
2,500
-400
| -14% | -$130K |
|
1409
PUT
Match Group
MTCH
$8.44B
| $862K | ﹤0.01% |
20,600
-75,900
| -79% | -$2.77M |
|
1410
PUT
Constellation Brands
STZ
$22.9B
| $861K | ﹤0.01% |
3,500
-13,100
| -79% | -$3.07M |
|
1411
PUT
L3Harris
LHX
$54.5B
| $861K | ﹤0.01% |
4,400
-9,000
| -67% | -$1.72M |
|
1412
PUT
H&R Block
HRB
$5.87B
| $860K | ﹤0.01% |
+27,000
| New | +$872K |
|
1413
The Mosaic Company
MOS
$7.26B
| $860K | ﹤0.01% |
24,576
-10,756
| -30% | -$416K |
|
1414
CALL
NXP Semiconductors
NXPI
$59.3B
| $860K | ﹤0.01% |
4,200
-74,100
| -95% | -$13.2M |
|
1415
AGNC Investment
AGNC
$12.7B
| $859K | ﹤0.01% |
84,764
-663
| -0.8% | -$6.44K |
|
1416
AES
AES
$10.5B
| $858K | ﹤0.01% |
41,387
-62,374
| -60% | -$1.37M |
|
1417
CALL
Box
BOX
$4.67B
| $858K | ﹤0.01% |
+29,200
| New | +$809K |
|
1418
PUT
Robinhood
HOOD
$84B
| $856K | ﹤0.01% |
85,800
-132,200
| -61% | -$1.23M |
|
1419
CALL
Virtu Financial
VIRT
$4.9B
| $856K | ﹤0.01% |
50,100
-100
| -0.2% | -$1.83K |
|
1420
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $855K | ﹤0.01% |
70,000
-71,100
| -50% | -$879K |
|
1421
PUT
Dell
DELL
$301B
| $850K | ﹤0.01% |
15,700
-152,700
| -91% | -$7.03M |
|
1422
PUT
ProShares Bitcoin Strategy ETF
BITO
$1.44B
| $849K | ﹤0.01% |
50,000
-148,000
| -75% | -$2.4M |
|
1423
PUT
Orion
OEC
$390M
| $849K | ﹤0.01% |
40,000
| – | – |
|
|
MORF
1424
CALL
DELISTED
Morphic Holding, Inc. Common Stock
MORF
| $848K | ﹤0.01% |
+14,800
| New | +$773K |
|
|
HTZWW
1425
Hertz Global Holdings Warrants
HTZWW
$92M
| $846K | ﹤0.01% |
83,850
| – | – |
|
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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.