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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 | |
|---|---|---|---|---|---|---|
626
CALL
Cenovus Energy
CVE
$52.1B
| $6.88M | 0.02% |
330,400
-9,800
| -3% | -$187K |
|
627
Shopify
SHOP
$195B
| $6.83M | 0.02% |
125,208
+119,050
| +1,933% | +$7.21M |
|
628
PUT
Snap
SNAP
$9.01B
| $6.8M | 0.02% |
762,900
+678,000
| +799% | +$7.09M |
|
629
CALL
Canadian Natural Resources
CNQ
$93.8B
| $6.79M | 0.02% |
210,000
| – | – |
|
630
PUT
Cummins
CMI
$88.7B
| $6.79M | 0.02% |
29,700
+15,800
| +114% | +$3.82M |
|
631
PUT
McKesson
MCK
$101B
| $6.78M | 0.02% |
15,600
+6,000
| +63% | +$2.53M |
|
632
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $6.78M | 0.02% |
50,000
| – | – |
|
633
VanEck Oil Services ETF
OIH
$1.92B
| $6.78M | 0.02% |
19,640
-38,385
| -66% | -$13M |
|
634
CALL
Boston Scientific
BSX
$71.5B
| $6.76M | 0.02% |
128,100
+116,700
| +1,024% | +$6.12M |
|
635
CALL
Fortinet
FTNT
$117B
| $6.73M | 0.02% |
114,700
+24,000
| +26% | +$1.59M |
|
636
BP
BP
$107B
| $6.73M | 0.02% |
173,777
+46,386
| +36% | +$1.72M |
|
637
CALL
PG&E
PCG
$38.5B
| $6.72M | 0.02% |
416,600
+57,600
| +16% | +$990K |
|
638
Newmont
NEM
$119B
| $6.72M | 0.02% |
181,800
+68,879
| +61% | +$2.8M |
|
639
CALL
General Dynamics
GD
$106B
| $6.67M | 0.01% |
30,200
-1,800
| -6% | -$398K |
|
640
PUT
T. Rowe Price
TROW
$24.3B
| $6.61M | 0.01% |
63,000
-1,800
| -3% | -$203K |
|
641
CALL
Clorox
CLX
$12.7B
| $6.57M | 0.01% |
50,100
+47,700
| +1,988% | +$7.25M |
|
642
CALL
Lennar Class A
LEN
$21.2B
| $6.57M | 0.01% |
60,431
-117,142
| -66% | -$13.7M |
|
643
Shell
SHEL
$245B
| $6.55M | 0.01% |
+101,726
| New | +$6.33M |
|
644
PUT
Fastly Inc
FSLY
$3.66B
| $6.52M | 0.01% |
340,000
-100
| -0% | -$1.95K |
|
645
PUT
iQIYI
IQ
$1.28B
| $6.52M | 0.01% |
1,374,600
+574,600
| +72% | +$2.99M |
|
646
CALL
Workday
WDAY
$44.4B
| $6.51M | 0.01% |
30,300
-23,000
| -43% | -$5.33M |
|
647
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $6.51M | 0.01% |
79,400
-277,400
| -78% | -$23.8M |
|
648
PUT
Microchip Technology
MCHP
$46B
| $6.49M | 0.01% |
83,100
+22,200
| +36% | +$1.86M |
|
649
VanEck Semiconductor ETF
SMH
$73.2B
| $6.46M | 0.01% |
44,591
-307,445
| -87% | -$46.6M |
|
|
AYX
650
CALL
DELISTED
Alteryx Inc
AYX
| $6.46M | 0.01% |
171,300
+129,200
| +307% | +$4.63M |
|
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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.