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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
TMUS icon
101
PUT
T-Mobile US
TMUS
$193B
$76.9M 0.17%
549,000
+251,000
+84% +$34.8M
SCHW
102
PUT
Charles Schwab
SCHW
$187B
$75.9M 0.17%
1,382,100
+144,700
+12% +$8.75M
TSM icon
103
PUT
TSMC
TSM
$2.17T
$73.5M 0.16%
845,800
-215,600
-20% -$20.4M
TXN icon
104
CALL
Texas Instruments
TXN
$254B
$73.5M 0.16%
462,200
-234,600
-34% -$40M
XHB icon
105
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
$73.3M 0.16%
957,300
+873,700
+1,045% +$71M
OXY icon
106
CALL
Occidental Petroleum
OXY
$55.7B
$73M 0.16%
1,125,400
+780,700
+226% +$49.1M
CSCO icon
107
PUT
Cisco
CSCO
$477B
$73M 0.16%
1,357,100
+190,900
+16% +$10.3M
SLV icon
108
PUT
iShares Silver Trust
SLV
$29.8B
$72.7M 0.16%
3,574,600
+1,288,600
+56% +$27.8M
CVX icon
109
PUT
Chevron
CVX
$371B
$72.4M 0.16%
429,200
+70,100
+20% +$11.3M
MS icon
110
PUT
Morgan Stanley
MS
$336B
$71.5M 0.16%
876,000
+60,300
+7% +$5.24M
NKE icon
111
PUT
Nike
NKE
$62.3B
$70.3M 0.16%
735,500
+449,200
+157% +$46.2M
COP icon
112
PUT
ConocoPhillips
COP
$142B
$69.9M 0.16%
583,100
+318,200
+120% +$36.9M
MS icon
113
CALL
Morgan Stanley
MS
$336B
$69.8M 0.16%
854,200
+101,700
+14% +$8.83M
GDX icon
114
CALL
VanEck Gold Miners ETF
GDX
$25.6B
$69.4M 0.15%
2,579,000
-2,545,300
-50% -$75M
CEF icon
115
Sprott Physical Gold and Silver Trust
CEF
$7.84B
$69.2M 0.15%
3,995,433
– –
HON icon
116
CALL
Honeywell
HON
$76.3B
$68.2M 0.15%
391,933
+377,397
+2,596% +$69M
DVN icon
117
PUT
Devon Energy
DVN
$49.7B
$67.5M 0.15%
1,416,000
+667,400
+89% +$33.6M
KO icon
118
CALL
Coca-Cola
KO
$374B
$66.8M 0.15%
1,193,700
+377,400
+46% +$22.6M
ADBE icon
119
PUT
Adobe
ADBE
$103B
$66M 0.15%
129,500
-145,500
-53% -$76.3M
SPLK
120
PUT
DELISTED
Splunk Inc
SPLK
$65.6M 0.15%
448,800
+125,800
+39% +$14.3M
XLI icon
121
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
$64M 0.14%
631,500
+446,000
+240% +$47.7M
OXY icon
122
PUT
Occidental Petroleum
OXY
$55.7B
$62.7M 0.14%
966,500
-149,100
-13% -$9.38M
TXN icon
123
PUT
Texas Instruments
TXN
$254B
$62M 0.14%
390,000
+312,900
+406% +$53.4M
SPOT icon
124
PUT
Spotify
SPOT
$97.7B
$62M 0.14%
400,900
-4,200
-1% -$640K
LMT icon
125
CALL
Lockheed Martin
LMT
$134B
$61.1M 0.14%
149,500
+103,300
+224% +$45.8M
3 4
5
6 7

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HF
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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.