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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 | |
|---|---|---|---|---|---|---|
|
FITB
751
CALL
Fifth Third Bancorp
FITB
$51.8B
| $4.83M | 0.01% |
190,500
+117,200
| +160% | +$3.16M |
|
752
PUT
Zillow
Z
$7.56B
| $4.81M | 0.01% |
104,100
+76,900
| +283% | +$3.95M |
|
|
AYX
753
DELISTED
Alteryx Inc
AYX
| $4.79M | 0.01% |
127,071
+117,071
| +1,171% | +$4.2M |
|
754
PUT
CVS Health
CVS
$122B
| $4.74M | 0.01% |
67,900
-212,000
| -76% | -$15M |
|
755
PUT
Automatic Data Processing
ADP
$108B
| $4.74M | 0.01% |
19,700
+11,900
| +153% | +$2.9M |
|
756
CALL
American Electric Power
AEP
$68.4B
| $4.73M | 0.01% |
62,900
+3,900
| +7% | +$317K |
|
757
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $4.69M | 0.01% |
119,494
-187,500
| -61% | -$6.33M |
|
758
PUT
Rithm Capital
RITM
$5.69B
| $4.64M | 0.01% |
+500,000
| New | +$4.93M |
|
759
CALL
Eldorado Gold
EGO
$9.89B
| $4.6M | 0.01% |
516,300
-105,100
| -17% | -$1.02M |
|
760
CALL
GE HealthCare
GEHC
$32.4B
| $4.59M | 0.01% |
+67,400
| New | +$4.9M |
|
761
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $4.58M | 0.01% |
50,000
-631,900
| -93% | -$59.6M |
|
|
762
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $4.58M | 0.01% |
50,000
-475,000
| -90% | -$44.8M |
|
763
Centene
CNC
$32.5B
| $4.57M | 0.01% |
66,326
+61,115
| +1,173% | +$4.07M |
|
764
CALL
Factset
FDS
$10.2B
| $4.55M | 0.01% |
10,400
+400
| +4% | +$170K |
|
765
PUT
Lumentum
LITE
$69.3B
| $4.52M | 0.01% |
100,000
| – | – |
|
766
PUT
TJX Companies
TJX
$178B
| $4.49M | 0.01% |
50,500
+21,700
| +75% | +$1.91M |
|
767
CALL
Coherent
COHR
$74.2B
| $4.47M | 0.01% |
137,000
+25,000
| +22% | +$1.03M |
|
768
Enbridge
ENB
$112B
| $4.47M | 0.01% |
+134,705
| New | +$4.78M |
|
769
CALL
QuantumScape Corp
QS
$3.74B
| $4.45M | 0.01% |
665,300
+664,300
| +66,430% | +$5.41M |
|
770
Workday
WDAY
$44.4B
| $4.45M | 0.01% |
20,707
+12,520
| +153% | +$2.9M |
|
771
Rivian
RIVN
$23.2B
| $4.44M | 0.01% |
182,884
-56,669
| -24% | -$1.32M |
|
772
PUT
Fair Isaac
FICO
$22.5B
| $4.43M | 0.01% |
5,100
+3,800
| +292% | +$3.26M |
|
773
Dollar General
DG
$27.9B
| $4.42M | 0.01% |
41,819
+39,494
| +1,699% | +$5.89M |
|
774
PUT
Zions Bancorporation
ZION
$10.3B
| $4.42M | 0.01% |
126,800
-10,000
| -7% | -$349K |
|
775
PUT
First Solar
FSLR
$26.9B
| $4.41M | 0.01% |
27,300
-118,800
| -81% | -$22.2M |
|
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HF
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.