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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 | |
|---|---|---|---|---|---|---|
126
CALL
IBM
IBM
$223B
| $63.3M | 0.14% |
473,400
+200,100
| +73% | +$25.8M |
|
127
CALL
Uber
UBER
$155B
| $63.1M | 0.14% |
1,462,500
-553,200
| -27% | -$20.6M |
|
128
CALL
Procter & Gamble
PG
$335B
| $62.9M | 0.14% |
414,800
+153,200
| +59% | +$23.1M |
|
129
CALL
PepsiCo
PEP
$192B
| $62M | 0.14% |
334,800
-247,300
| -42% | -$46.1M |
|
130
CALL
Ford
F
$55.4B
| $61.5M | 0.13% |
4,065,100
+648,100
| +19% | +$8.2M |
|
|
131
PUT
VanEck Semiconductor ETF
SMH
$72.5B
| $61.5M | 0.13% |
403,800
-142,600
| -26% | -$19.3M |
|
132
CALL
Eli Lilly
LLY
$1.08T
| $60.5M | 0.13% |
128,900
-6,900
| -5% | -$2.89M |
|
133
PUT
Cisco
CSCO
$447B
| $60.3M | 0.13% |
1,166,200
-71,800
| -6% | -$3.53M |
|
|
134
CALL
JD.com
JD
$39.6B
| $60.2M | 0.13% |
1,763,500
-139,300
| -7% | -$5.07M |
|
|
X
135
CALL
DELISTED
US Steel
X
| $59.3M | 0.13% |
2,372,600
+2,227,500
| +1,535% | +$51.8M |
|
136
CALL
Mastercard
MA
$497B
| $58.6M | 0.13% |
149,000
-77,700
| -34% | -$29.2M |
|
|
137
PUT
Mastercard
MA
$497B
| $58.1M | 0.13% |
147,800
+3,000
| +2% | +$1.13M |
|
138
CALL
Verizon
VZ
$200B
| $57.8M | 0.13% |
1,553,100
+355,600
| +30% | +$13.2M |
|
139
CALL
Pfizer
PFE
$153B
| $57.6M | 0.13% |
1,570,800
+821,400
| +110% | +$32M |
|
140
CALL
Airbnb
ABNB
$111B
| $56.8M | 0.12% |
443,300
-391,800
| -47% | -$45.8M |
|
141
PUT
Snowflake
SNOW
$117B
| $56.7M | 0.12% |
322,100
+108,900
| +51% | +$17.7M |
|
|
142
PUT
Chevron
CVX
$388B
| $56.5M | 0.12% |
359,100
-7,200
| -2% | -$1.15M |
|
143
CALL
American Airlines Group
AAL
$9.97B
| $55.5M | 0.12% |
3,093,300
-822,600
| -21% | -$12.1M |
|
144
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$306M
| $55.5M | 0.12% |
1,887,500
-1,477,500
| -44% | -$43.1M |
|
145
MongoDB
MDB
$38B
| $53.8M | 0.12% |
130,875
+54,200
| +71% | +$15.8M |
|
146
State Street Energy Select Sector SPDR ETF
XLE
$39.9B
| $53.7M | 0.12% |
1,322,622
+362,192
| +38% | +$14.8M |
|
|
147
VanEck Semiconductor ETF
SMH
$72.5B
| $53.6M | 0.12% |
352,036
-346,866
| -50% | -$46.9M |
|
148
CALL
Goldman Sachs
GS
$304B
| $52.5M | 0.11% |
162,700
-85,800
| -35% | -$28.2M |
|
149
PUT
PayPal
PYPL
$51.8B
| $51.5M | 0.11% |
771,200
-817,100
| -51% | -$55.7M |
|
150
CALL
NextEra Energy
NEE
$179B
| $50.9M | 0.11% |
685,500
+89,200
| +15% | +$6.75M |
|
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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.