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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 | |
|---|---|---|---|---|---|---|
501
CALL
Delta Air Lines
DAL
$60.1B
| $10.6M | 0.02% |
285,500
-192,500
| -40% | -$8.36M |
|
502
CALL
Twilio
TWLO
$36.6B
| $10.5M | 0.02% |
179,600
+31,000
| +21% | +$1.93M |
|
503
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $10.5M | 0.02% |
500,000
| – | – |
|
|
SKX
504
CALL
DELISTED
Skechers
SKX
| $10.5M | 0.02% |
214,400
-251,300
| -54% | -$12.8M |
|
505
PUT
Zoom
ZM
$30.6B
| $10.4M | 0.02% |
149,300
+9,100
| +6% | +$632K |
|
506
Costco
COST
$420B
| $10.4M | 0.02% |
18,408
+15,750
| +593% | +$8.69M |
|
507
PUT
FedEx
FDX
$75.4B
| $10.4M | 0.02% |
39,200
-51,800
| -57% | -$13.5M |
|
508
CALL
Shopify
SHOP
$195B
| $10.3M | 0.02% |
188,400
-141,200
| -43% | -$8.56M |
|
|
509
Delta Air Lines
DAL
$60.1B
| $10.3M | 0.02% |
277,493
-130,839
| -32% | -$5.68M |
|
510
CALL
Franco-Nevada
FNV
$46B
| $10.2M | 0.02% |
76,300
-123,600
| -62% | -$17.5M |
|
511
CALL
eBay
EBAY
$49.8B
| $10.2M | 0.02% |
230,300
+159,800
| +227% | +$7.13M |
|
512
CALL
Suncor Energy
SU
$70.3B
| $10.1M | 0.02% |
295,000
+283,800
| +2,534% | +$9.1M |
|
|
513
CALL
Costco
COST
$420B
| $10.1M | 0.02% |
17,900
-16,000
| -47% | -$8.83M |
|
514
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $10.1M | 0.02% |
146,872
+109,458
| +293% | +$8.01M |
|
515
PUT
Bilibili
BILI
$7.84B
| $10.1M | 0.02% |
732,800
-1,104,300
| -60% | -$17.1M |
|
516
PUT
Cracker Barrel
CBRL
$1.29B
| $10.1M | 0.02% |
+150,000
| New | +$12.6M |
|
517
PUT
Domino's
DPZ
$11.6B
| $10.1M | 0.02% |
26,600
+10,000
| +60% | +$3.85M |
|
518
CALL
Intercontinental Exchange
ICE
$84.4B
| $10.1M | 0.02% |
+91,400
| New | +$10.5M |
|
519
PUT
XPeng
XPEV
$11.6B
| $10.1M | 0.02% |
547,700
+417,200
| +320% | +$7.08M |
|
520
CALL
Hilton Worldwide
HLT
$71.5B
| $9.91M | 0.02% |
66,000
-1,600
| -2% | -$242K |
|
521
CALL
3M
MMM
$94.3B
| $9.76M | 0.02% |
124,623
+119,121
| +2,165% | +$10.2M |
|
522
CALL
EOG Resources
EOG
$70.7B
| $9.75M | 0.02% |
76,900
-31,000
| -29% | -$3.94M |
|
523
Cloudflare
NET
$107B
| $9.74M | 0.02% |
154,476
+10,419
| +7% | +$667K |
|
|
SPLK
524
DELISTED
Splunk Inc
SPLK
| $9.71M | 0.02% |
66,415
+15,056
| +29% | +$1.71M |
|
525
PUT
Roblox
RBLX
$27B
| $9.71M | 0.02% |
335,400
+314,800
| +1,528% | +$10.5M |
|
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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.