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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 | |
|---|---|---|---|---|---|---|
1401
PUT
Trip.com Group
TCOM
$29.1B
| $804K | ﹤0.01% |
23,000
+500
| +2% | +$18.8K |
|
1402
Arbor Realty Trust
ABR
$998M
| $804K | ﹤0.01% |
52,980
-102,207
| -66% | -$1.62M |
|
1403
Palomar
PLMR
$3.45B
| $803K | ﹤0.01% |
+15,825
| New | +$866K |
|
1404
Chemours
CC
$2.37B
| $803K | ﹤0.01% |
28,610
-5,551
| -16% | -$191K |
|
1405
PUT
Sphere Entertainment
SPHR
$5.73B
| $795K | ﹤0.01% |
+21,400
| New | +$789K |
|
1406
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $793K | ﹤0.01% |
30,500
-368,600
| -92% | -$9.88M |
|
1407
PUT
C.H. Robinson
CHRW
$17.5B
| $792K | ﹤0.01% |
9,200
-3,100
| -25% | -$289K |
|
|
PACW
1408
CALL
DELISTED
PacWest Bancorp
PACW
| $791K | ﹤0.01% |
100,000
| – | – |
|
1409
Affirm
AFRM
$25.2B
| $787K | ﹤0.01% |
37,013
-17,107
| -32% | -$313K |
|
1410
CALL
Roivant Sciences
ROIV
$26.2B
| $787K | ﹤0.01% |
+67,400
| New | +$762K |
|
1411
CALL
Lucid Motors
LCID
$2.77B
| $786K | ﹤0.01% |
14,060
| – | – |
|
1412
PUT
Best Buy
BBY
$17.3B
| $785K | ﹤0.01% |
11,300
-20,700
| -65% | -$1.6M |
|
1413
PUT
General Mills
GIS
$19.7B
| $781K | ﹤0.01% |
12,200
-7,000
| -36% | -$495K |
|
1414
Tenet Healthcare
THC
$21.1B
| $780K | ﹤0.01% |
11,834
+3,220
| +37% | +$241K |
|
1415
PUT
Huntington Ingalls Industries
HII
$12.8B
| $777K | ﹤0.01% |
3,800
+3,400
| +850% | +$750K |
|
|
IMGN
1416
CALL
DELISTED
Immunogen Inc
IMGN
| $776K | ﹤0.01% |
48,900
-114,800
| -70% | -$1.91M |
|
1417
EOG Resources
EOG
$70.7B
| $775K | ﹤0.01% |
+6,112
| New | +$778K |
|
1418
PUT
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $774K | ﹤0.01% |
21,000
-154,000
| -88% | -$6M |
|
1419
CALL
Celsius Holdings
CELH
$7.03B
| $772K | ﹤0.01% |
13,500
-17,700
| -57% | -$995K |
|
1420
CALL
Tower Semiconductor
TSEM
$28.5B
| $771K | ﹤0.01% |
31,400
+21,400
| +214% | +$686K |
|
1421
Twilio
TWLO
$36.6B
| $769K | ﹤0.01% |
+13,147
| New | +$819K |
|
1422
Petrobras
PBR
$116B
| $769K | ﹤0.01% |
+51,276
| New | +$729K |
|
1423
Innoviz Technologies
INVZ
$112M
| $767K | ﹤0.01% |
393,374
-517
| -0.1% | -$1.39K |
|
|
1424
CALL
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $766K | ﹤0.01% |
+20,800
| New | +$810K |
|
1425
CALL
Sony
SONY
$138B
| $766K | ﹤0.01% |
46,500
-211,000
| -82% | -$3.68M |
|
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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.