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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 | |
|---|---|---|---|---|---|---|
301
CALL
Eaton
ETN
$174B
| $22M | 0.05% |
103,200
-27,500
| -21% | -$5.93M |
|
302
Qualcomm
QCOM
$176B
| $21.9M | 0.05% |
197,566
+82,162
| +71% | +$9.53M |
|
|
SGEN
303
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $21.8M | 0.05% |
102,800
+24,200
| +31% | +$4.83M |
|
304
PUT
IBM
IBM
$224B
| $21.8M | 0.05% |
155,100
-194,700
| -56% | -$27.7M |
|
305
CALL
Dollar General
DG
$27.9B
| $21.7M | 0.05% |
204,800
+79,200
| +63% | +$11.8M |
|
306
CALL
Roper Technologies
ROP
$39.8B
| $21.6M | 0.05% |
44,700
+2,200
| +5% | +$1.08M |
|
307
CALL
DraftKings
DKNG
$11.9B
| $21.6M | 0.05% |
735,000
+24,700
| +3% | +$730K |
|
308
PUT
Synchrony
SYF
$25.6B
| $21.4M | 0.05% |
699,000
+9,600
| +1% | +$319K |
|
309
PUT
APA Corp
APA
$13.2B
| $21.3M | 0.05% |
519,200
+431,200
| +490% | +$17.7M |
|
310
CALL
ARK Innovation ETF
ARKK
$6.31B
| $21.2M | 0.05% |
533,900
-89,300
| -14% | -$3.94M |
|
311
PUT
Mondelez International
MDLZ
$79.9B
| $21.2M | 0.05% |
304,800
+197,400
| +184% | +$14.2M |
|
312
PUT
US Bancorp
USB
$99.6B
| $21.1M | 0.05% |
638,700
-211,900
| -25% | -$7.72M |
|
313
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $21.1M | 0.05% |
306,300
+39,700
| +15% | +$2.91M |
|
314
PUT
Workday
WDAY
$44.4B
| $20.9M | 0.05% |
97,200
-44,500
| -31% | -$10.3M |
|
315
CALL
Blackstone
BX
$110B
| $20.9M | 0.05% |
194,900
-109,500
| -36% | -$11.4M |
|
316
CALL
Coupang
CPNG
$29.2B
| $20.8M | 0.05% |
1,224,400
+1,128,900
| +1,182% | +$20.3M |
|
317
PUT
Seagate
STX
$184B
| $20.7M | 0.05% |
314,200
-31,000
| -9% | -$2M |
|
318
CALL
Annaly Capital Management
NLY
$17.4B
| $20.7M | 0.05% |
1,100,300
-100
| -0% | -$1.99K |
|
319
PUT
American Express
AXP
$230B
| $20.7M | 0.05% |
138,700
+28,600
| +26% | +$4.68M |
|
320
PUT
Agnico Eagle Mines
AEM
$90.5B
| $20.7M | 0.05% |
454,900
-301,200
| -40% | -$14.8M |
|
321
PUT
AbbVie
ABBV
$435B
| $20.6M | 0.05% |
138,400
+21,800
| +19% | +$3.2M |
|
322
PUT
SLB Ltd
SLB
$75B
| $20.6M | 0.05% |
352,500
+286,300
| +432% | +$16.6M |
|
323
MongoDB
MDB
$32.1B
| $20.4M | 0.05% |
58,842
-72,033
| -55% | -$27.3M |
|
324
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $20.3M | 0.05% |
60,586
+32,775
| +118% | +$11.4M |
|
325
ConocoPhillips
COP
$141B
| $20.3M | 0.05% |
169,232
+168,872
| +46,909% | +$19.6M |
|
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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.