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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 | |
|---|---|---|---|---|---|---|
151
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $50.7M | 0.11% |
+525,000
| New | +$51.6M |
|
|
B
152
PUT
Barrick Mining
B
$67.3B
| $50.4M | 0.11% |
2,974,200
-1,207,600
| -29% | -$22M |
|
153
CALL
Nike
NKE
$61.2B
| $50M | 0.11% |
453,000
-27,000
| -6% | -$3.16M |
|
154
PUT
iShares US Home Construction ETF
ITB
$2.37B
| $49.8M | 0.11% |
582,500
+82,500
| +17% | +$6.27M |
|
155
PUT
Sea Limited
SE
$75.5B
| $49.7M | 0.11% |
856,600
-100,200
| -10% | -$7.15M |
|
156
CALL
Agnico Eagle Mines
AEM
$91.3B
| $49.6M | 0.11% |
992,400
-303,500
| -23% | -$16.4M |
|
157
CALL
Caterpillar
CAT
$393B
| $49.5M | 0.11% |
201,300
+108,400
| +117% | +$24.2M |
|
158
CALL
Coca-Cola
KO
$376B
| $49.2M | 0.11% |
816,300
-319,400
| -28% | -$19.9M |
|
159
CALL
Snowflake
SNOW
$117B
| $49M | 0.11% |
278,400
+148,300
| +114% | +$24.1M |
|
160
PUT
General Motors
GM
$75.8B
| $48.9M | 0.11% |
1,268,600
+414,700
| +49% | +$14.3M |
|
161
PUT
iShares Russell 2000 Growth ETF
IWO
$15.1B
| $48.5M | 0.11% |
200,000
| – | – |
|
|
162
PUT
VanEck Gold Miners ETF
GDX
$26.9B
| $48.2M | 0.11% |
1,601,100
+1,180,600
| +281% | +$38.5M |
|
163
PUT
iShares Silver Trust
SLV
$31.3B
| $47.8M | 0.1% |
2,286,000
-345,500
| -13% | -$7.68M |
|
164
CALL
AbbVie
ABBV
$443B
| $47.7M | 0.1% |
354,000
-4,200
| -1% | -$616K |
|
165
Visa
V
$682B
| $47.7M | 0.1% |
200,675
+53,083
| +36% | +$12.1M |
|
166
PUT
IBM
IBM
$223B
| $46.8M | 0.1% |
349,800
+24,700
| +8% | +$3.19M |
|
167
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
| $46.4M | 0.1% |
359,900
+115,500
| +47% | +$14.5M |
|
168
PUT
D.R. Horton
DHI
$41.9B
| $46.3M | 0.1% |
380,300
+291,200
| +327% | +$31.8M |
|
|
169
CALL
Sea Limited
SE
$75.5B
| $46M | 0.1% |
792,000
-59,900
| -7% | -$4.27M |
|
|
170
Alphabet (Google) Class C
GOOG
$4.21T
| $45.7M | 0.1% |
377,587
+274,063
| +265% | +$31.7M |
|
171
PUT
Delta Air Lines
DAL
$60B
| $45.5M | 0.1% |
958,000
-332,000
| -26% | -$12.2M |
|
172
CALL
Amgen
AMGN
$226B
| $45.3M | 0.1% |
203,900
+21,900
| +12% | +$5.08M |
|
|
173
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $45.2M | 0.1% |
420,947
+374,369
| +804% | +$37.7M |
|
174
CALL
Home Depot
HD
$341B
| $45.1M | 0.1% |
145,200
-134,200
| -48% | -$39.6M |
|
175
PUT
Walmart Inc
WMT
$921B
| $44.9M | 0.1% |
856,800
-136,500
| -14% | -$6.89M |
|
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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.