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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 | |
|---|---|---|---|---|---|---|
326
PUT
Williams-Sonoma
WSM
$29.6B
| $20.2M | 0.05% |
259,800
+249,600
| +2,447% | +$17.2M |
|
327
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $20.1M | 0.05% |
1,468,200
-139,000
| -9% | -$2.3M |
|
328
CALL
Gilead Sciences
GILD
$165B
| $20M | 0.04% |
267,300
+173,300
| +184% | +$13.3M |
|
329
PUT
BP
BP
$107B
| $20M | 0.04% |
515,800
+248,300
| +93% | +$9.22M |
|
330
PUT
Align Technology
ALGN
$12.3B
| $19.9M | 0.04% |
65,100
+53,000
| +438% | +$18.3M |
|
331
PUT
AT&T
T
$163B
| $19.9M | 0.04% |
1,322,700
-142,700
| -10% | -$2.09M |
|
332
KLA
KLAC
$259B
| $19.9M | 0.04% |
433,040
+27,810
| +7% | +$1.33M |
|
333
CALL
XPeng
XPEV
$11.6B
| $19.8M | 0.04% |
1,080,400
-654,600
| -38% | -$11.1M |
|
334
PUT
Magnite
MGNI
$3.55B
| $19.8M | 0.04% |
2,627,500
-227,400
| -8% | -$2.45M |
|
|
EXAS
335
CALL
DELISTED
Exact Sciences
EXAS
| $19.8M | 0.04% |
289,700
+112,300
| +63% | +$9.53M |
|
336
CALL
Applied Materials
AMAT
$428B
| $19.7M | 0.04% |
142,500
+95,200
| +201% | +$13.7M |
|
337
CALL
Cheniere Energy
LNG
$52.9B
| $19.1M | 0.04% |
115,000
-52,200
| -31% | -$8.42M |
|
338
PUT
Intuit
INTU
$89B
| $19.1M | 0.04% |
37,300
-700
| -2% | -$354K |
|
|
SGEN
339
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $19M | 0.04% |
89,600
-21,200
| -19% | -$4.23M |
|
340
CALL
Duke Energy
DUK
$97.3B
| $18.9M | 0.04% |
214,200
-700
| -0.3% | -$64.2K |
|
341
PUT
DexCom
DXCM
$32B
| $18.7M | 0.04% |
200,100
+81,600
| +69% | +$9.2M |
|
342
CALL
Zoom
ZM
$30.6B
| $18.7M | 0.04% |
266,800
-1,741,000
| -87% | -$121M |
|
343
PUT
PennyMac Financial
PFSI
$4.02B
| $18.6M | 0.04% |
280,000
| – | – |
|
344
PUT
Accenture
ACN
$108B
| $18.5M | 0.04% |
60,100
+22,400
| +59% | +$7.06M |
|
345
PUT
Teck Resources
TECK
$32.6B
| $18.4M | 0.04% |
427,800
+177,800
| +71% | +$7.37M |
|
346
PUT
Paycom
PAYC
$9.69B
| $18.4M | 0.04% |
71,000
+48,200
| +211% | +$14.7M |
|
347
Zscaler
ZS
$27.3B
| $18.4M | 0.04% |
118,259
+17,520
| +17% | +$2.63M |
|
348
PUT
Lucid Motors
LCID
$2.77B
| $18.4M | 0.04% |
328,280
+24,970
| +8% | +$1.62M |
|
349
CALL
Chipotle Mexican Grill
CMG
$41.5B
| $18.3M | 0.04% |
500,000
+20,000
| +4% | +$780K |
|
350
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $18.2M | 0.04% |
665,100
+138,200
| +26% | +$3.93M |
|
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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.