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Parallax Volatility Advisers

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
Cap. Flow
-$30.4M
Cap. Flow %
-0.07%
Top 10 Hldgs %
28.98%
Holding
2,743
New
419
Increased
747
Reduced
823
Closed
500

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$110M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$101M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$84.7M
4
URI icon
United Rentals
URI
+$35.9M
5
U icon
Unity
U
+$35.3M

Top Sells

Rank Stock Value
1
PDD icon
Pinduoduo
PDD
+$120M
2
META icon
Meta Platforms (Facebook)
META
+$117M
3
GLD icon
SPDR Gold Trust
GLD
+$65.2M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$57.9M
5
GOOG icon
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
ORCL icon
51
PUT
Oracle
ORCL
$414B
$139M 0.31%
1,311,900
-764,000
-37% -$88.4M
BDX icon
52
CALL
Becton Dickinson
BDX
$49.3B
$135M 0.3%
523,300
+194,100
+59% +$52.4M
CSCO icon
53
CALL
Cisco
CSCO
$476B
$131M 0.29%
2,440,000
-267,100
-10% -$14.4M
AVGO icon
54
PUT
Broadcom
AVGO
$2.01T
$131M 0.29%
1,573,000
+127,000
+9% +$11M
DHR icon
55
CALL
Danaher
DHR
$139B
$124M 0.28%
564,338
+176,644
+46% +$39.4M
TMUS icon
56
CALL
T-Mobile US
TMUS
$192B
$120M 0.27%
854,000
+368,200
+76% +$51M
UBER icon
57
PUT
Uber
UBER
$143B
$120M 0.27%
2,600,400
-2,189,100
-46% -$100M
JPM icon
58
CALL
JPMorgan Chase
JPM
$948B
$118M 0.26%
812,000
-113,600
-12% -$17M
CI icon
59
PUT
Cigna
CI
$72.2B
$115M 0.26%
403,400
-59,100
-13% -$16.9M
USO icon
60
CALL
United States Oil Fund
USO
$1.86B
$115M 0.26%
1,422,500
-503,500
-26% -$37.1M
KRE icon
61
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
$115M 0.26%
2,745,700
+168,100
+7% +$7.5M
AMAT icon
62
PUT
Applied Materials
AMAT
$421B
$112M 0.25%
811,800
+344,100
+74% +$49.3M
CAT icon
63
PUT
Caterpillar
CAT
$399B
$111M 0.25%
405,800
+118,200
+41% +$32.1M
CVX icon
64
CALL
Chevron
CVX
$371B
$110M 0.25%
654,700
+152,300
+30% +$24.6M
AVGO icon
65
CALL
Broadcom
AVGO
$2.01T
$110M 0.24%
1,319,000
-185,000
-12% -$16M
UAL icon
66
PUT
United Airlines
UAL
$42.4B
$107M 0.24%
2,541,300
-445,300
-15% -$22.5M
XLF icon
67
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
$106M 0.24%
3,184,400
-3,063,300
-49% -$106M
MSFT icon
68
Microsoft
MSFT
$3.67T
$105M 0.23%
+333,019
New +$110M
TLT icon
69
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
$105M 0.23%
1,184,600
-772,300
-39% -$74.2M
C icon
70
PUT
Citigroup
C
$226B
$105M 0.23%
2,552,500
+628,300
+33% +$27.6M
COIN icon
71
PUT
Coinbase
COIN
$39B
$101M 0.23%
1,343,900
-107,500
-7% -$9.06M
QCOM icon
72
CALL
Qualcomm
QCOM
$167B
$101M 0.22%
906,900
+30,500
+3% +$3.54M
TSM icon
73
CALL
TSMC
TSM
$2.18T
$99.2M 0.22%
1,142,100
-505,400
-31% -$47.8M
INTC icon
74
CALL
Intel
INTC
$504B
$98.4M 0.22%
2,766,800
-656,300
-19% -$22.9M
TMO icon
75
CALL
Thermo Fisher Scientific
TMO
$212B
$98.3M 0.22%
194,300
+57,900
+42% +$30.9M
1 2
3
4 5

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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.