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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 | |
|---|---|---|---|---|---|---|
576
PUT
Bristol-Myers Squibb
BMY
$132B
| $8.08M | 0.02% |
139,300
-6,700
| -5% | -$411K |
|
577
CALL
Cloudflare
NET
$107B
| $8.08M | 0.02% |
128,200
-23,000
| -15% | -$1.47M |
|
578
PUT
Danaher
DHR
$144B
| $8.06M | 0.02% |
36,660
+12,859
| +54% | +$2.87M |
|
579
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $8.06M | 0.02% |
54,500
-305,400
| -85% | -$43.7M |
|
580
US Bancorp
USB
$99.6B
| $8.01M | 0.02% |
+242,155
| New | +$8.82M |
|
581
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $7.98M | 0.02% |
97,400
-238,800
| -71% | -$20.5M |
|
582
PUT
Scotiabank
BNS
$108B
| $7.98M | 0.02% |
175,000
| – | – |
|
583
PUT
Allstate
ALL
$67.5B
| $7.97M | 0.02% |
71,500
+1,400
| +2% | +$153K |
|
584
CALL
Kimberly-Clark
KMB
$36.5B
| $7.93M | 0.02% |
65,600
+65,000
| +10,833% | +$8.4M |
|
|
ANSS
585
PUT
DELISTED
Ansys
ANSS
| $7.91M | 0.02% |
26,600
-2,600
| -9% | -$823K |
|
586
CALL
Spectrum Brands
SPB
$2.07B
| $7.83M | 0.02% |
100,000
-108,600
| -52% | -$8.57M |
|
587
PUT
Honeywell
HON
$78B
| $7.76M | 0.02% |
44,562
-26,101
| -37% | -$4.78M |
|
588
CALL
Lowe's Companies
LOW
$125B
| $7.75M | 0.02% |
37,300
-1,300
| -3% | -$292K |
|
589
CALL
Zillow
Z
$7.56B
| $7.75M | 0.02% |
167,800
+109,700
| +189% | +$5.64M |
|
590
PUT
PAR Technology
PAR
$735M
| $7.71M | 0.02% |
200,000
| – | – |
|
|
FLG
591
CALL
Flagstar Bank National Association
FLG
$5.82B
| $7.65M | 0.02% |
224,900
-25,000
| -10% | -$905K |
|
592
CALL
Nucor
NUE
$62.1B
| $7.61M | 0.02% |
48,700
+32,400
| +199% | +$5.36M |
|
593
CALL
Edwards Lifesciences
EW
$51.7B
| $7.6M | 0.02% |
109,700
+48,300
| +79% | +$3.88M |
|
594
CALL
Arthur J. Gallagher & Co
AJG
$63.6B
| $7.54M | 0.02% |
33,100
-12,100
| -27% | -$2.71M |
|
595
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
| $7.51M | 0.02% |
123,400
+38,700
| +46% | +$2.48M |
|
596
JPMorgan Chase
JPM
$950B
| $7.5M | 0.02% |
+51,723
| New | +$7.75M |
|
|
JWN
597
PUT
DELISTED
Nordstrom
JWN
| $7.47M | 0.02% |
500,000
+499,900
| +499,900% | +$9.17M |
|
598
PUT
Stanley Black & Decker
SWK
$15.7B
| $7.46M | 0.02% |
89,200
+62,500
| +234% | +$5.79M |
|
599
APA Corp
APA
$13.2B
| $7.45M | 0.02% |
+181,177
| New | +$7.46M |
|
|
B
600
Barrick Mining
B
$73.2B
| $7.42M | 0.02% |
510,249
+163,400
| +47% | +$2.68M |
|
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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.