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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$2.18B 4.86%
5,098,800
-2,608,300
-34% -$1.16B
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$80.2B
$2.04B 4.54%
11,518,900
+2,253,500
+24% +$423M
IWM icon
3
CALL
iShares Russell 2000 ETF
IWM
$80.2B
$1.39B 3.1%
7,861,200
+1,838,900
+31% +$345M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$450B
$1.32B 2.95%
3,690,800
-2,593,300
-41% -$962M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$450B
$1.21B 2.71%
3,387,600
-892,100
-21% -$331M
NVDA icon
6
PUT
NVIDIA
NVDA
$4.72T
$1.16B 2.6%
26,781,000
+12,011,000
+81% +$538M
META icon
7
CALL
Meta Platforms (Facebook)
META
$1.37T
$1.03B 2.29%
3,419,300
+2,007,400
+142% +$605M
TSLA icon
8
PUT
Tesla
TSLA
$1.22T
$893M 1.99%
3,568,100
+753,200
+27% +$193M
SPY icon
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$880M 1.96%
2,059,100
-36,800
-2% -$16.4M
AAPL icon
10
CALL
Apple
AAPL
$4.9T
$880M 1.96%
5,140,100
+558,300
+12% +$102M
MSFT icon
11
PUT
Microsoft
MSFT
$3.35T
$721M 1.61%
2,283,800
+708,200
+45% +$234M
META icon
12
PUT
Meta Platforms (Facebook)
META
$1.37T
$686M 1.53%
2,284,800
+549,100
+32% +$165M
XLE icon
13
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$615M 1.37%
13,605,600
-1,363,200
-9% -$59.6M
TSLA icon
14
CALL
Tesla
TSLA
$1.22T
$610M 1.36%
2,437,800
+427,300
+21% +$110M
NVDA icon
15
CALL
NVIDIA
NVDA
$4.72T
$603M 1.34%
13,854,000
+2,649,000
+24% +$119M
PANW icon
16
PUT
Palo Alto Networks
PANW
$265B
$538M 1.2%
4,593,200
+1,051,000
+30% +$124M
AAPL icon
17
PUT
Apple
AAPL
$4.9T
$508M 1.13%
2,965,100
+1,390,700
+88% +$255M
GLD icon
18
PUT
SPDR Gold Trust
GLD
$133B
$426M 0.95%
2,487,600
+997,600
+67% +$178M
MSFT icon
19
CALL
Microsoft
MSFT
$3.35T
$413M 0.92%
1,308,700
-17,200
-1% -$5.68M
GOOG icon
20
PUT
Alphabet (Google) Class C
GOOG
$4.08T
$343M 0.77%
2,602,900
+400,900
+18% +$52.1M
XLE icon
21
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$338M 0.75%
7,479,600
-2,802,000
-27% -$123M
GOOGL icon
22
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$329M 0.73%
2,513,500
+530,900
+27% +$68.7M
GLD icon
23
CALL
SPDR Gold Trust
GLD
$133B
$297M 0.66%
1,732,100
-637,500
-27% -$114M
AMZN icon
24
PUT
Amazon
AMZN
$2.53T
$285M 0.64%
2,240,700
+910,400
+68% +$122M
GOOGL icon
25
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$271M 0.61%
2,072,200
+1,173,200
+131% +$152M
1
2 3 4 5

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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.