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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 | |
|---|---|---|---|---|---|---|
451
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $12.7M | 0.03% |
157,800
-23,800
| -13% | -$2.01M |
|
452
PUT
Mercado Libre
MELI
$92.3B
| $12.7M | 0.03% |
10,000
-2,000
| -17% | -$2.54M |
|
453
PUT
JetBlue
JBLU
$2.29B
| $12.7M | 0.03% |
2,750,300
+500,000
| +22% | +$3.29M |
|
454
CALL
Roku
ROKU
$22.7B
| $12.6M | 0.03% |
178,700
-100,400
| -36% | -$7.77M |
|
455
CALL
Abbott
ABT
$187B
| $12.6M | 0.03% |
130,100
-18,600
| -13% | -$1.95M |
|
456
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $12.6M | 0.03% |
15,300
-17,100
| -53% | -$13.4M |
|
457
CALL
Intuit
INTU
$89B
| $12.6M | 0.03% |
24,600
+7,900
| +47% | +$4M |
|
458
PUT
Enbridge
ENB
$112B
| $12.4M | 0.03% |
+375,000
| New | +$13.3M |
|
459
CALL
Zscaler
ZS
$27.3B
| $12.4M | 0.03% |
79,900
+1,800
| +2% | +$270K |
|
460
CALL
Li Auto
LI
$12.7B
| $12.4M | 0.03% |
348,500
-395,000
| -53% | -$15.6M |
|
461
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $12.3M | 0.03% |
121,800
-224,300
| -65% | -$24M |
|
462
CALL
Stryker
SYK
$130B
| $12.3M | 0.03% |
45,100
+34,700
| +334% | +$9.95M |
|
463
PUT
BRC Group Holdings
RILY
$289M
| $12.3M | 0.03% |
300,000
+212,400
| +242% | +$10.5M |
|
464
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $12.2M | 0.03% |
1,199,900
-18,400
| -2% | -$171K |
|
|
465
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $12.2M | 0.03% |
152,000
-23,800
| -14% | -$2.01M |
|
466
PUT
ON Semiconductor
ON
$31.6B
| $12.2M | 0.03% |
130,900
+40,000
| +44% | +$3.89M |
|
467
CALL
Seagate
STX
$184B
| $12.1M | 0.03% |
183,200
-74,900
| -29% | -$4.82M |
|
468
CALL
ASML
ASML
$669B
| $12.1M | 0.03% |
20,500
+6,000
| +41% | +$3.98M |
|
469
PUT
Lockheed Martin
LMT
$136B
| $12.1M | 0.03% |
29,500
-13,900
| -32% | -$6.17M |
|
|
DISH
470
PUT
DELISTED
DISH Network Corp.
DISH
| $12M | 0.03% |
2,055,700
+5,000
| +0.2% | +$34.1K |
|
471
EQT Corp
EQT
$32.3B
| $11.9M | 0.03% |
294,121
+18,119
| +7% | +$750K |
|
472
PUT
Ralph Lauren
RL
$23.6B
| $11.9M | 0.03% |
102,600
+41,700
| +68% | +$5.05M |
|
473
CALL
LPL Financial
LPLA
$28.6B
| $11.9M | 0.03% |
50,000
-8,900
| -15% | -$2.07M |
|
474
CALL
US Bancorp
USB
$99.6B
| $11.9M | 0.03% |
359,400
-76,300
| -18% | -$2.78M |
|
475
PUT
RingCentral
RNG
$5.28B
| $11.9M | 0.03% |
400,400
-800
| -0.2% | -$26.6K |
|
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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.