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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
MMM icon
351
PUT
3M
MMM
$94.3B
$18.1M 0.04%
231,426
+174,736
+308% +$15M
MET icon
352
CALL
MetLife
MET
$62.1B
$18M 0.04%
286,200
+56,600
+25% +$3.53M
BITO icon
353
CALL
ProShares Bitcoin Strategy ETF
BITO
$1.45B
$17.9M 0.04%
1,296,700
-194,600
-13% -$2.85M
SPGI icon
354
PUT
S&P Global
SPGI
$120B
$17.9M 0.04%
49,000
-20,900
-30% -$8.22M
F icon
355
PUT
Ford
F
$55.7B
$17.7M 0.04%
1,428,600
+250,600
+21% +$3.25M
EL icon
356
PUT
Estee Lauder
EL
$32B
$17.7M 0.04%
122,700
+89,600
+271% +$14.9M
DOW icon
357
PUT
Dow Inc
DOW
$21.2B
$17.7M 0.04%
342,500
+160,200
+88% +$8.6M
DUK icon
358
PUT
Duke Energy
DUK
$97.3B
$17.5M 0.04%
198,600
+34,100
+21% +$3.13M
KLAC icon
359
PUT
KLA
KLAC
$259B
$17.5M 0.04%
382,000
+241,000
+171% +$11.6M
MAR icon
360
CALL
Marriott International
MAR
$92.3B
$17.4M 0.04%
88,600
-14,300
-14% -$2.84M
MDT icon
361
CALL
Medtronic
MDT
$112B
$17.3M 0.04%
221,000
-53,000
-19% -$4.44M
LIN icon
362
PUT
Linde
LIN
$226B
$17.2M 0.04%
46,300
+34,600
+296% +$13.2M
PLTR icon
363
CALL
Palantir
PLTR
$413B
$17.2M 0.04%
1,073,600
+82,000
+8% +$1.31M
AMGN icon
364
PUT
Amgen
AMGN
$222B
$17.2M 0.04%
63,900
-24,200
-27% -$6.04M
NEWR
365
PUT
DELISTED
New Relic, Inc.
NEWR
$17.1M 0.04%
200,000
– –
TLT icon
366
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
$17.1M 0.04%
192,628
+104,239
+118% +$10M
EMR icon
367
CALL
Emerson Electric
EMR
$88.3B
$17.1M 0.04%
176,800
+78,500
+80% +$7.48M
SNAP icon
368
CALL
Snap
SNAP
$9.01B
$17M 0.04%
1,905,100
+564,000
+42% +$5.89M
EXE
369
PUT
Expand Energy Corp
EXE
$21.5B
$16.9M 0.04%
196,200
+100,000
+104% +$8.49M
PGR icon
370
CALL
Progressive
PGR
$125B
$16.8M 0.04%
120,700
+103,200
+590% +$13.6M
DLR icon
371
PUT
Digital Realty Trust
DLR
$71.7B
$16.8M 0.04%
138,600
-30,200
-18% -$3.71M
UAL icon
372
CALL
United Airlines
UAL
$42.1B
$16.7M 0.04%
394,600
-55,000
-12% -$2.78M
AFRM icon
373
PUT
Affirm
AFRM
$25.2B
$16.7M 0.04%
783,300
+178,100
+29% +$3.26M
HAL icon
374
CALL
Halliburton
HAL
$26.6B
$16.6M 0.04%
409,300
+305,400
+294% +$12M
MCD icon
375
CALL
McDonald's
MCD
$195B
$16.4M 0.04%
62,200
-70,500
-53% -$20.1M
13 14
15
16 17

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HF
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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.