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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
-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
(-2.4%)
Cap. Flow
-$30.4M
Cap. Flow
% of AUM
-0.07%
Top 10 Holdings %
Top 10 Hldgs %
28.98%
Holding
2,743
New
419
Increased
747
Reduced
823
Closed
500
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$110M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$101M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$84.7M |
| 4 |
United Rentals
URI
|
+$35.9M |
| 5 |
Unity
U
|
+$35.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pinduoduo
PDD
|
+$120M |
| 2 |
Meta Platforms (Facebook)
META
|
+$117M |
| 3 |
SPDR Gold Trust
GLD
|
+$65.2M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$57.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
PUT
RTX Corp
RTX
$301B
| $23.6M | 0.05% |
327,800
+62,600
| +24% | +$5.36M |
|
277
PUT
Xerox
XRX
$425M
| $23.5M | 0.05% |
1,500,000
| – | – |
|
278
CALL
Deere & Co
DE
$168B
| $23.5M | 0.05% |
62,300
-101,200
| -62% | -$41.7M |
|
279
Oracle
ORCL
$423B
| $23.3M | 0.05% |
220,189
+121,118
| +122% | +$14M |
|
280
PUT
Mastercard
MA
$493B
| $23.3M | 0.05% |
58,800
-89,000
| -60% | -$35.7M |
|
281
PUT
ServiceNow
NOW
$129B
| $23.2M | 0.05% |
207,500
-22,500
| -10% | -$2.57M |
|
|
MRO
282
PUT
DELISTED
Marathon Oil Corporation
MRO
| $23.1M | 0.05% |
863,600
+37,800
| +5% | +$978K |
|
283
PUT
Gilead Sciences
GILD
$165B
| $23M | 0.05% |
307,400
+288,600
| +1,535% | +$22.2M |
|
284
CALL
Airbnb
ABNB
$107B
| $23M | 0.05% |
167,600
-275,700
| -62% | -$38.1M |
|
285
United Parcel Service
UPS
$88.9B
| $23M | 0.05% |
+147,343
| New | +$25.4M |
|
286
PUT
Li Auto
LI
$12.7B
| $22.9M | 0.05% |
641,500
+475,000
| +285% | +$18.7M |
|
287
CALL
NIO
NIO
$11.9B
| $22.8M | 0.05% |
2,525,600
+1,583,800
| +168% | +$17.6M |
|
288
PUT
iShares Semiconductor ETF
SOXX
$48.7B
| $22.8M | 0.05% |
144,300
+105,300
| +270% | +$17.5M |
|
289
Carnival Corporation Ltd
CCL
$39.7B
| $22.8M | 0.05% |
1,659,787
+1,305,457
| +368% | +$21.6M |
|
290
PUT
Carvana
CVNA
$77.9B
| $22.7M | 0.05% |
2,707,500
+1,000,000
| +59% | +$8.6M |
|
291
PUT
Verizon
VZ
$196B
| $22.7M | 0.05% |
700,500
-455,200
| -39% | -$15.4M |
|
|
AYX
292
PUT
DELISTED
Alteryx Inc
AYX
| $22.6M | 0.05% |
600,000
-700
| -0.1% | -$25.1K |
|
293
PUT
Comcast
CMCSA
$90B
| $22.6M | 0.05% |
509,700
+391,300
| +330% | +$17.5M |
|
294
CALL
Union Pacific
UNP
$174B
| $22.6M | 0.05% |
110,800
+27,900
| +34% | +$6.08M |
|
295
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $22.5M | 0.05% |
615,000
-155,000
| -20% | -$6.04M |
|
|
XYZ
296
PUT
Block Inc
XYZ
$47.5B
| $22.5M | 0.05% |
508,800
+170,400
| +50% | +$10.6M |
|
297
CALL
Coinbase
COIN
$40.5B
| $22.5M | 0.05% |
299,900
-714,400
| -70% | -$60.2M |
|
298
PUT
Halliburton
HAL
$26.6B
| $22.2M | 0.05% |
547,000
+448,200
| +454% | +$17.6M |
|
|
DOCU
299
PUT
DocuSign
DOCU
$11.5B
| $22.1M | 0.05% |
526,600
-38,000
| -7% | -$1.86M |
|
300
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $22.1M | 0.05% |
831,500
-1,629,400
| -66% | -$45M |
|
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HF
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.