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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
MU icon
26
PUT
Micron Technology
MU
$937B
$261M 0.58%
3,832,600
+1,293,400
+51% +$86.6M
TLT icon
27
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$255M 0.57%
2,874,900
-187,300
-6% -$18M
JPM icon
28
PUT
JPMorgan Chase
JPM
$937B
$248M 0.55%
1,708,200
+37,100
+2% +$5.56M
DIA icon
29
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$245M 0.55%
732,700
+90,500
+14% +$31.4M
QCOM icon
30
PUT
Qualcomm
QCOM
$159B
$235M 0.52%
2,117,800
+514,100
+32% +$59.6M
PDD icon
31
CALL
Pinduoduo
PDD
$128B
$219M 0.49%
2,235,300
+1,236,300
+124% +$107M
HYG icon
32
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$219M 0.49%
2,970,200
-180,600
-6% -$13.5M
RCL icon
33
PUT
Royal Caribbean
RCL
$86.7B
$213M 0.48%
2,313,400
-8,700
-0.4% -$871K
NFLX icon
34
PUT
Netflix
NFLX
$305B
$210M 0.47%
5,561,000
+538,000
+11% +$22.8M
BA icon
35
PUT
Boeing
BA
$185B
$197M 0.44%
1,026,500
-119,900
-10% -$26.2M
ABNB icon
36
PUT
Airbnb
ABNB
$89.4B
$196M 0.44%
1,426,400
-5,300
-0.4% -$732K
INTC icon
37
PUT
Intel
INTC
$459B
$194M 0.43%
5,449,800
+1,805,900
+50% +$62.9M
AMZN icon
38
CALL
Amazon
AMZN
$3.06T
$192M 0.43%
1,507,800
-265,200
-15% -$35.5M
GOOG icon
39
CALL
Alphabet (Google) Class C
GOOG
$4.56T
$187M 0.42%
1,419,200
+488,900
+53% +$63.6M
AMD icon
40
PUT
Advanced Micro Devices
AMD
$790B
$185M 0.41%
1,803,200
+98,100
+6% +$10.6M
BAC icon
41
PUT
Bank of America
BAC
$437B
$184M 0.41%
6,728,100
+749,800
+13% +$22.2M
PDD icon
42
PUT
Pinduoduo
PDD
$128B
$178M 0.4%
1,817,500
-256,900
-12% -$22.1M
XOM icon
43
CALL
ExxonMobil
XOM
$643B
$166M 0.37%
1,408,600
+1,033,900
+276% +$113M
CCL icon
44
PUT
Carnival Corporation Ltd
CCL
$39.4B
$160M 0.36%
11,682,900
+1,637,000
+16% +$27.1M
IWM icon
45
iShares Russell 2000 ETF
IWM
$81.5B
$158M 0.35%
892,509
+451,378
+102% +$84.7M
AAL icon
46
PUT
American Airlines Group
AAL
$10.6B
$158M 0.35%
12,307,400
-787,500
-6% -$12.2M
XLF icon
47
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58B
$152M 0.34%
4,588,800
-42,700
-0.9% -$1.47M
BABA icon
48
PUT
Alibaba
BABA
$305B
$150M 0.34%
1,734,700
+200,000
+13% +$18.3M
PANW icon
49
CALL
Palo Alto Networks
PANW
$283B
$149M 0.33%
1,274,200
+611,600
+92% +$72.4M
EEM icon
50
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$147M 0.33%
3,891,500
+944,800
+32% +$37.4M
1
2
3 4 5

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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.