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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 | |
|---|---|---|---|---|---|---|
476
CALL
Baker Hughes
BKR
$61.1B
| $11.8M | 0.03% |
334,600
+334,500
| +334,500% | +$11.8M |
|
477
PUT
Boston Scientific
BSX
$71.5B
| $11.8M | 0.03% |
223,600
+29,300
| +15% | +$1.54M |
|
478
PUT
Procter & Gamble
PG
$339B
| $11.8M | 0.03% |
80,700
-141,300
| -64% | -$21.6M |
|
479
CALL
American Express
AXP
$230B
| $11.7M | 0.03% |
78,300
+21,500
| +38% | +$3.52M |
|
480
PUT
Autodesk
ADSK
$52.6B
| $11.6M | 0.03% |
56,300
+43,000
| +323% | +$9.04M |
|
481
Devon Energy
DVN
$47.3B
| $11.6M | 0.03% |
242,988
+176,246
| +264% | +$8.88M |
|
|
B
482
PUT
Barrick Mining
B
$73.2B
| $11.6M | 0.03% |
794,100
-2,180,100
| -73% | -$35.7M |
|
483
PUT
Marathon Petroleum
MPC
$83.7B
| $11.4M | 0.03% |
75,300
-71,800
| -49% | -$10M |
|
484
PUT
D.R. Horton
DHI
$42.3B
| $11.4M | 0.03% |
106,000
-274,300
| -72% | -$32.8M |
|
485
CALL
TJX Companies
TJX
$178B
| $11.4M | 0.03% |
128,000
-135,500
| -51% | -$11.9M |
|
486
JD.com
JD
$44.5B
| $11.3M | 0.03% |
389,249
+208,947
| +116% | +$7.28M |
|
487
CALL
Valero Energy
VLO
$85.9B
| $11.3M | 0.03% |
79,700
-44,200
| -36% | -$5.79M |
|
488
PUT
Cameco
CCJ
$42.4B
| $11.3M | 0.03% |
284,400
+85,200
| +43% | +$3.01M |
|
489
PUT
Ulta Beauty
ULTA
$24.3B
| $11.3M | 0.03% |
28,200
-12,700
| -31% | -$5.55M |
|
|
490
Boston Scientific
BSX
$71.5B
| $11.2M | 0.03% |
212,728
+9,404
| +5% | +$493K |
|
491
PUT
Aflac
AFL
$62.6B
| $11.2M | 0.02% |
145,400
-47,800
| -25% | -$3.55M |
|
492
Blackstone
BX
$110B
| $11.1M | 0.02% |
+103,394
| New | +$10.8M |
|
|
493
Marathon Petroleum
MPC
$83.7B
| $11.1M | 0.02% |
73,120
+72,880
| +30,367% | +$10.2M |
|
494
CALL
Dell
DELL
$293B
| $10.9M | 0.02% |
158,900
+147,700
| +1,319% | +$8.8M |
|
|
EXE
495
CALL
Expand Energy Corp
EXE
$21.5B
| $10.8M | 0.02% |
125,100
+50,000
| +67% | +$4.24M |
|
496
PUT
Southern Company
SO
$107B
| $10.8M | 0.02% |
166,500
+156,900
| +1,634% | +$10.9M |
|
497
PUT
RH
RH
$3.71B
| $10.8M | 0.02% |
40,700
+29,400
| +260% | +$10.2M |
|
498
CALL
GitLab
GTLB
$6.58B
| $10.7M | 0.02% |
236,500
| – | – |
|
499
PUT
Moderna
MRNA
$23.6B
| $10.6M | 0.02% |
102,800
-124,400
| -55% | -$13.9M |
|
500
PUT
iShares MSCI Brazil ETF
EWZ
$8.95B
| $10.6M | 0.02% |
344,500
+143,200
| +71% | +$4.55M |
|
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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.