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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 | |
|---|---|---|---|---|---|---|
201
PUT
Blackstone
BX
$107B
| $35.2M | 0.08% |
328,800
-24,000
| -7% | -$2.5M |
|
202
PUT
Herbalife
HLF
$1.19B
| $35M | 0.08% |
2,502,700
-50,000
| -2% | -$756K |
|
203
CALL
Domino's
DPZ
$11.9B
| $34.7M | 0.08% |
91,600
+9,200
| +11% | +$3.54M |
|
204
CALL
Sea Limited
SE
$68B
| $34.5M | 0.08% |
786,100
-5,900
| -0.7% | -$288K |
|
205
PUT
Cheniere Energy
LNG
$55.7B
| $34.5M | 0.08% |
208,100
+15,700
| +8% | +$2.53M |
|
|
206
Meta Platforms (Facebook)
META
$1.5T
| $34.4M | 0.08% |
114,567
-388,375
| -77% | -$117M |
|
|
MRO
207
CALL
DELISTED
Marathon Oil Corporation
MRO
| $34.4M | 0.08% |
1,285,200
+519,700
| +68% | +$13.4M |
|
208
PUT
Marriott International
MAR
$93.8B
| $33.8M | 0.08% |
172,100
+110,400
| +179% | +$21.9M |
|
209
CALL
AT&T
T
$162B
| $33.1M | 0.07% |
2,201,900
-51,800
| -2% | -$759K |
|
210
PUT
MetLife
MET
$64.3B
| $33M | 0.07% |
524,700
+65,300
| +14% | +$4.07M |
|
211
PUT
Freeport-McMoran
FCX
$95.5B
| $33M | 0.07% |
884,500
+19,500
| +2% | +$786K |
|
212
PUT
Zscaler
ZS
$26.3B
| $32.9M | 0.07% |
211,600
+87,900
| +71% | +$13.2M |
|
213
PUT
MongoDB
MDB
$29.8B
| $32.9M | 0.07% |
95,100
+7,200
| +8% | +$2.73M |
|
214
CALL
Wells Fargo
WFC
$265B
| $32.7M | 0.07% |
801,500
+268,300
| +50% | +$11.6M |
|
215
ExxonMobil
XOM
$642B
| $32.6M | 0.07% |
276,877
+84,915
| +44% | +$9.31M |
|
216
CALL
Agnico Eagle Mines
AEM
$85B
| $32.5M | 0.07% |
716,100
-276,300
| -28% | -$13.5M |
|
217
CALL
Nike
NKE
$62.3B
| $32.3M | 0.07% |
337,900
-115,100
| -25% | -$11.8M |
|
218
TSMC
TSM
$2.17T
| $32.3M | 0.07% |
371,455
+297,105
| +400% | +$28.1M |
|
219
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.53B
| $31.5M | 0.07% |
411,200
+216,900
| +112% | +$17.6M |
|
220
Caterpillar
CAT
$395B
| $31.2M | 0.07% |
+114,402
| New | +$31M |
|
221
PUT
Merck
MRK
$317B
| $31.2M | 0.07% |
302,600
-289,100
| -49% | -$31.2M |
|
222
CALL
iShares US Real Estate ETF
IYR
$4.63B
| $31M | 0.07% |
397,100
+174,200
| +78% | +$14.8M |
|
223
CALL
Pfizer
PFE
$149B
| $31M | 0.07% |
935,300
-635,500
| -40% | -$22.5M |
|
224
PUT
Winnebago Industries
WGO
$885M
| $31M | 0.07% |
521,500
-32,700
| -6% | -$2.12M |
|
225
CALL
Lam Research
LRCX
$383B
| $30.3M | 0.07% |
483,000
+99,000
| +26% | +$6.5M |
|
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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.