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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
ON icon
251
CALL
ON Semiconductor
ON
$31.6B
$26.2M 0.06%
281,900
-13,000
-4% -$1.26M
MCD icon
252
PUT
McDonald's
MCD
$195B
$26M 0.06%
98,600
– –
SLB icon
253
CALL
SLB Ltd
SLB
$75B
$25.9M 0.06%
444,300
+369,900
+497% +$21.5M
GM icon
254
CALL
General Motors
GM
$76.8B
$25.7M 0.06%
780,300
+739,600
+1,817% +$26.3M
C icon
255
CALL
Citigroup
C
$226B
$25.7M 0.06%
625,400
-26,500
-4% -$1.16M
GE icon
256
GE Aerospace
GE
$384B
$25.6M 0.06%
290,577
+150,176
+107% +$13.5M
HSY icon
257
PUT
Hershey
HSY
$36.6B
$25.6M 0.06%
128,000
+49,600
+63% +$11.1M
NFLX icon
258
Netflix
NFLX
$309B
$25.6M 0.06%
677,460
+284,980
+73% +$12.1M
ISRG icon
259
PUT
Intuitive Surgical
ISRG
$134B
$25.5M 0.06%
87,300
+78,100
+849% +$24.4M
TTWO icon
260
PUT
Take-Two Interactive
TTWO
$46.1B
$25.4M 0.06%
180,800
-15,600
-8% -$2.25M
DAL icon
261
PUT
Delta Air Lines
DAL
$60.1B
$24.7M 0.06%
666,800
-291,200
-30% -$12.6M
LULU icon
262
lululemon athletica
LULU
$14.6B
$24.6M 0.05%
63,767
+41,220
+183% +$15.7M
MU icon
263
Micron Technology
MU
$991B
$24.6M 0.05%
360,945
+152,276
+73% +$10.2M
NEE icon
264
PUT
NextEra Energy
NEE
$177B
$24.5M 0.05%
427,700
-6,100
-1% -$422K
VOO icon
265
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
$24.5M 0.05%
62,300
– –
KO icon
266
PUT
Coca-Cola
KO
$375B
$24.3M 0.05%
434,000
+160,500
+59% +$9.63M
ABR icon
267
PUT
Arbor Realty Trust
ABR
$998M
$24.2M 0.05%
1,595,000
– –
MPC icon
268
CALL
Marathon Petroleum
MPC
$83.7B
$24.2M 0.05%
159,800
+153,100
+2,285% +$21.3M
BAC icon
269
Bank of America
BAC
$442B
$24M 0.05%
875,892
-306,579
-26% -$9.07M
MU icon
270
CALL
Micron Technology
MU
$991B
$24M 0.05%
352,500
-824,300
-70% -$55.2M
DE icon
271
PUT
Deere & Co
DE
$168B
$24M 0.05%
63,500
+22,700
+56% +$9.36M
EFA icon
272
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
$23.8M 0.05%
346,000
+79,100
+30% +$5.67M
RBLX icon
273
CALL
Roblox
RBLX
$27B
$23.8M 0.05%
823,400
-236,000
-22% -$7.84M
XLV icon
274
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
$23.7M 0.05%
184,300
+64,000
+53% +$8.5M
BRK.B icon
275
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
$23.6M 0.05%
67,500
-41,700
-38% -$14.8M
9 10
11
12 13

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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.