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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-2.11%
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
$44.8B
AUM Growth
-$1.12B
Cap. Flow
-$30.4M
Cap. Flow %
-0.07%
Top 10 Hldgs %
28.98%
Holding
2,743
New
419
Increased
747
Reduced
823
Closed
500

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$110M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$101M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$84.7M
4
URI icon
United Rentals
URI
+$35.9M
5
U icon
Unity
U
+$35.3M

Top Sells

Rank Stock Value
1
PDD icon
Pinduoduo
PDD
+$120M
2
META icon
Meta Platforms (Facebook)
META
+$117M
3
GLD icon
SPDR Gold Trust
GLD
+$65.2M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$57.9M
5
GOOG icon
Alphabet (Google) Class C
GOOG
+$49.1M

Sector Composition

Rank Sector Weight
1 Technology 1.15%
2 Financials 0.69%
3 Energy 0.51%
4 Industrials 0.47%
5 Consumer Discretionary 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMGN icon
226
CALL
Amgen
AMGN
$222B
$30.3M 0.07%
112,600
-91,300
-45% -$22.8M
EFA icon
227
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
$30.2M 0.07%
438,800
+309,000
+238% +$22.1M
NTR icon
228
PUT
Nutrien
NTR
$30.7B
$29.9M 0.07%
484,400
+220,000
+83% +$13.9M
NCLH icon
229
PUT
Norwegian Cruise Line
NCLH
$8.84B
$29.9M 0.07%
1,815,300
+226,000
+14% +$4.17M
SE icon
230
PUT
Sea Limited
SE
$69.5B
$29.7M 0.07%
676,400
-180,200
-21% -$8.81M
ACN icon
231
CALL
Accenture
ACN
$108B
$29.7M 0.07%
96,700
-39,600
-29% -$12.5M
F icon
232
CALL
Ford
F
$55.7B
$29.3M 0.07%
2,361,400
-1,703,700
-42% -$22.1M
CCJ icon
233
CALL
Cameco
CCJ
$42.4B
$29.2M 0.07%
736,600
+261,200
+55% +$9.24M
PCG icon
234
PUT
PG&E
PCG
$38.5B
$28.9M 0.06%
1,789,700
+1,054,100
+143% +$18.1M
W icon
235
PUT
Wayfair
W
$14.6B
$28.8M 0.06%
475,000
-14,000
-3% -$973K
U icon
236
Unity
U
$18.9B
$28.8M 0.06%
+915,906
New +$35.3M
HD icon
237
CALL
Home Depot
HD
$355B
$28.2M 0.06%
93,400
-51,800
-36% -$16.7M
ANF icon
238
PUT
Abercrombie & Fitch
ANF
$5B
$28.2M 0.06%
500,600
-6,300
-1% -$280K
SPLK
239
CALL
DELISTED
Splunk Inc
SPLK
$27.9M 0.06%
191,000
-2,300
-1% -$261K
APA icon
240
CALL
APA Corp
APA
$13.3B
$27.8M 0.06%
675,200
+456,500
+209% +$18.8M
B
241
CALL
Barrick Mining
B
$73.2B
$27.6M 0.06%
1,900,000
-3,113,000
-62% -$51M
ABNB icon
242
Airbnb
ABNB
$106B
$27.4M 0.06%
199,548
-67,402
-25% -$9.31M
ORCL icon
243
CALL
Oracle
ORCL
$423B
$27.3M 0.06%
257,400
-570,200
-69% -$66M
SMH icon
244
CALL
VanEck Semiconductor ETF
SMH
$73.2B
$27.2M 0.06%
187,600
-15,300
-8% -$2.32M
ADI icon
245
PUT
Analog Devices
ADI
$190B
$27.2M 0.06%
155,300
+81,300
+110% +$15M
PFE icon
246
PUT
Pfizer
PFE
$153B
$27M 0.06%
815,100
-265,400
-25% -$9.39M
DOW icon
247
CALL
Dow Inc
DOW
$21.2B
$26.7M 0.06%
518,300
+513,700
+11,167% +$27.6M
IYR icon
248
PUT
iShares US Real Estate ETF
IYR
$4.65B
$26.6M 0.06%
340,900
+278,200
+444% +$23.7M
XBI icon
249
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$26.4M 0.06%
361,900
-135,000
-27% -$10.8M
FXI icon
250
CALL
iShares China Large-Cap ETF
FXI
$4.31B
$26.4M 0.06%
993,900
+543,500
+121% +$15M
8 9
10
11 12

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HF
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Parallax Volatility Advisers's Q3 2023 Portfolio in Review

As of Q3 2023, Parallax Volatility Advisers held 2,743 positions worth $44.8B, down 2.4% from $45.9B the previous quarter. Its ten largest holdings account for 29% of the portfolio.

Parallax Volatility Advisers's Q3 2023 filing shows 419 new, 747 increased, 823 reduced and 500 closed positions. Its largest new stake was Microsoft: 333,019 shares worth $105M. The largest sale was Pinduoduo, an estimated $120M.

By sector, the portfolio is most concentrated in Technology at 1.1% of assets, up from 0.87% a quarter earlier, followed by Financials and Energy.

  • Parallax Volatility Advisers's largest Q3 2023 buy was Microsoft: 333,019 shares worth $105M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2023, an estimated $84.7M increase.
  • Parallax Volatility Advisers's biggest Q3 2023 reduction was Pinduoduo, cutting an estimated $120M.
  • Parallax Volatility Advisers fully exited Alphabet (Google) Class C in Q3 2023, selling an estimated $49.1M.
  • Parallax Volatility Advisers's ten largest holdings make up 29% of its $44.8B portfolio in Q3 2023.
  • Parallax Volatility Advisers opened 419 new positions and closed 500 in Q3 2023.
  • Parallax Volatility Advisers's portfolio value fell 2.4% quarter-over-quarter to $44.8B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2023, filed 14 Nov 2023.