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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 | |
|---|---|---|---|---|---|---|
376
PUT
Palantir
PLTR
$413B
| $16.4M | 0.04% |
1,022,800
-524,100
| -34% | -$8.35M |
|
377
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $16.2M | 0.04% |
+220,000
| New | +$16.4M |
|
378
PUT
Eli Lilly
LLY
$1.06T
| $16.2M | 0.04% |
30,100
-1,200
| -4% | -$618K |
|
379
CALL
Pinterest
PINS
$13.4B
| $16.1M | 0.04% |
595,800
-714,200
| -55% | -$19.5M |
|
380
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $16.1M | 0.04% |
48,000
-18,400
| -28% | -$6.38M |
|
381
PUT
AutoZone
AZO
$51.1B
| $16M | 0.04% |
6,300
-900
| -13% | -$2.26M |
|
382
Coinbase
COIN
$40.5B
| $15.9M | 0.04% |
+212,397
| New | +$17.9M |
|
383
CALL
Dollar Tree
DLTR
$25.2B
| $15.9M | 0.04% |
149,800
+52,100
| +53% | +$6.98M |
|
384
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $15.9M | 0.04% |
538,200
+531,800
| +8,309% | +$17.1M |
|
385
PayPal
PYPL
$50.5B
| $15.8M | 0.04% |
270,797
+223,418
| +472% | +$14.5M |
|
386
DoorDash
DASH
$93.7B
| $15.8M | 0.04% |
199,151
+50,767
| +34% | +$4.13M |
|
|
387
CALL
Unity
U
$18.9B
| $15.8M | 0.04% |
503,300
-1,582,600
| -76% | -$60.9M |
|
388
CALL
Ralph Lauren
RL
$23.6B
| $15.7M | 0.04% |
135,300
+82,900
| +158% | +$10M |
|
389
CALL
Paychex
PAYX
$42.7B
| $15.6M | 0.03% |
135,600
| – | – |
|
390
PUT
Baidu
BIDU
$37.2B
| $15.6M | 0.03% |
116,100
+15,300
| +15% | +$2.15M |
|
391
CALL
Procter & Gamble
PG
$339B
| $15.6M | 0.03% |
106,700
-308,100
| -74% | -$47.1M |
|
392
CALL
Moderna
MRNA
$23.6B
| $15.4M | 0.03% |
149,500
-26,300
| -15% | -$2.93M |
|
393
CALL
Starbucks
SBUX
$120B
| $15.4M | 0.03% |
168,700
+121,500
| +257% | +$11.9M |
|
394
PUT
SoFi Technologies
SOFI
$23.7B
| $15.4M | 0.03% |
1,927,000
+956,900
| +99% | +$8.41M |
|
395
PUT
Shopify
SHOP
$195B
| $15.4M | 0.03% |
282,000
+1,100
| +0.4% | +$66.7K |
|
396
PUT
iShares Core S&P 500 ETF
IVV
$902B
| $15.4M | 0.03% |
35,800
| – | – |
|
397
Uber
UBER
$153B
| $15.2M | 0.03% |
330,069
-551,977
| -63% | -$25.2M |
|
398
PUT
Lowe's Companies
LOW
$125B
| $15.1M | 0.03% |
72,700
+51,000
| +235% | +$11.5M |
|
399
PUT
Cadence Design Systems
CDNS
$93.4B
| $15.1M | 0.03% |
64,300
+35,000
| +119% | +$8.19M |
|
400
PUT
Costco
COST
$420B
| $15M | 0.03% |
26,500
-49,100
| -65% | -$27.1M |
|
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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.