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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 | |
|---|---|---|---|---|---|---|
151
CALL
PayPal
PYPL
$51.1B
| $51.4M | 0.11% |
878,600
+652,000
| +288% | +$42.5M |
|
152
PUT
United Parcel Service
UPS
$87.7B
| $51.3M | 0.11% |
329,300
+172,300
| +110% | +$29.7M |
|
153
NVIDIA
NVDA
$5.3T
| $51.2M | 0.11% |
1,177,890
+533,350
| +83% | +$23.9M |
|
|
154
PUT
United Rentals
URI
$72.4B
| $50.5M | 0.11% |
113,600
+31,600
| +39% | +$14.5M |
|
|
155
CALL
United Parcel Service
UPS
$87.7B
| $49.3M | 0.11% |
316,200
+99,500
| +46% | +$17.2M |
|
156
CALL
Visa
V
$692B
| $48.9M | 0.11% |
212,500
+32,200
| +18% | +$7.74M |
|
157
CALL
Freeport-McMoran
FCX
$95.5B
| $48.6M | 0.11% |
1,304,000
-1,979,300
| -60% | -$79.7M |
|
158
PUT
ARK Innovation ETF
ARKK
$6.01B
| $48.1M | 0.11% |
1,213,500
-607,700
| -33% | -$26.8M |
|
159
PUT
ASML
ASML
$655B
| $48M | 0.11% |
81,500
+33,400
| +69% | +$22.2M |
|
160
Chevron
CVX
$371B
| $47.6M | 0.11% |
282,234
+18,522
| +7% | +$2.99M |
|
161
CALL
JD.com
JD
$44.3B
| $46.1M | 0.1% |
1,584,100
-179,400
| -10% | -$6.25M |
|
162
CALL
ConocoPhillips
COP
$142B
| $45.9M | 0.1% |
383,400
+99,800
| +35% | +$11.6M |
|
163
PUT
iShares US Home Construction ETF
ITB
$2.28B
| $45.7M | 0.1% |
582,500
| – | – |
|
164
CALL
Eli Lilly
LLY
$1.06T
| $45.4M | 0.1% |
84,600
-44,300
| -34% | -$22.8M |
|
165
CALL
Boeing
BA
$184B
| $45.4M | 0.1% |
236,600
-198,000
| -46% | -$43.3M |
|
|
166
PUT
Unity
U
$17.8B
| $44.8M | 0.1% |
1,428,700
+808,300
| +130% | +$31.1M |
|
167
PUT
iShares Russell 2000 Growth ETF
IWO
$14.8B
| $44.8M | 0.1% |
200,000
| – | – |
|
168
CALL
CVS Health
CVS
$123B
| $44.4M | 0.1% |
636,100
+502,200
| +375% | +$35.6M |
|
|
SCHW
169
CALL
Charles Schwab
SCHW
$187B
| $44.3M | 0.1% |
806,600
+64,000
| +9% | +$3.87M |
|
170
CALL
Diamondback Energy
FANG
$53.1B
| $43.3M | 0.1% |
279,800
+228,000
| +440% | +$33.6M |
|
171
PUT
TripAdvisor
TRIP
$1.21B
| $43.1M | 0.1% |
2,602,500
+19,000
| +0.7% | +$310K |
|
172
CALL
Walmart Inc
WMT
$892B
| $42.5M | 0.09% |
796,500
-1,095,900
| -58% | -$58.3M |
|
173
PUT
Regeneron Pharmaceuticals
REGN
$79.5B
| $42.4M | 0.09% |
51,500
+41,400
| +410% | +$32.5M |
|
174
CALL
KraneShares CSI China Internet ETF
KWEB
$5.62B
| $42.1M | 0.09% |
1,538,600
+655,900
| +74% | +$18.7M |
|
|
175
United Rentals
URI
$72.4B
| $41.9M | 0.09% |
94,235
+78,501
| +499% | +$35.9M |
|
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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.