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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
PII icon
901
PUT
Polaris
PII
$4.07B
$3.02M 0.01%
29,000
+27,800
+2,317% +$3.3M
ADM icon
902
CALL
Archer Daniels Midland
ADM
$36.9B
$3.02M 0.01%
40,000
+200
+0.5% +$16.2K
ADM icon
903
PUT
Archer Daniels Midland
ADM
$36.9B
$3.02M 0.01%
40,000
-13,500
-25% -$1.09M
RJF icon
904
CALL
Raymond James Financial
RJF
$34B
$3.01M 0.01%
+30,000
New +$3.17M
DELL icon
905
PUT
Dell
DELL
$293B
$3.01M 0.01%
43,700
+28,000
+178% +$1.67M
TWLO icon
906
PUT
Twilio
TWLO
$36.6B
$3.01M 0.01%
51,400
-62,100
-55% -$3.87M
MRSH
907
PUT
Marsh
MRSH
$91.5B
$3.01M 0.01%
15,800
+13,100
+485% +$2.51M
SABR icon
908
CALL
Sabre
SABR
$835M
$2.99M 0.01%
666,500
+27,700
+4% +$126K
BXP icon
909
PUT
Boston Properties
BXP
$11.1B
$2.99M 0.01%
50,200
-200
-0.4% -$12.8K
HCA icon
910
PUT
HCA Healthcare
HCA
$89.5B
$2.98M 0.01%
12,100
+5,000
+70% +$1.37M
PTON icon
911
PUT
Peloton Interactive
PTON
$2.49B
$2.96M 0.01%
586,200
-168,500
-22% -$1.2M
LHX icon
912
PUT
L3Harris
LHX
$53.4B
$2.96M 0.01%
17,000
+12,600
+286% +$2.32M
NIO icon
913
PUT
NIO
NIO
$11.9B
$2.96M 0.01%
327,400
-187,200
-36% -$2.08M
ALB icon
914
CALL
Albemarle
ALB
$15.5B
$2.96M 0.01%
17,400
-2,900
-14% -$578K
FOXA icon
915
Fox Class A
FOXA
$26.9B
$2.95M 0.01%
+94,527
New +$3.11M
KBR icon
916
CALL
KBR
KBR
$4.8B
$2.95M 0.01%
50,000
+27,500
+122% +$1.69M
KBR icon
917
PUT
KBR
KBR
$4.8B
$2.95M 0.01%
50,000
+27,500
+122% +$1.69M
PPL
918
PPL Corp
PPL
$26.7B
$2.93M 0.01%
124,321
-99,381
-44% -$2.57M
AZO icon
919
AutoZone
AZO
$51.1B
$2.93M 0.01%
1,153
+572
+98% +$1.44M
JETS icon
920
CALL
US Global Jets ETF
JETS
$800M
$2.92M 0.01%
171,600
-49,100
-22% -$969K
AAP icon
921
PUT
Advance Auto Parts
AAP
$3.49B
$2.91M 0.01%
52,100
-34,700
-40% -$2.32M
CPRI icon
922
CALL
Capri Holdings
CPRI
$1.74B
$2.89M 0.01%
55,000
-1,100
-2% -$49.9K
SOXX icon
923
CALL
iShares Semiconductor ETF
SOXX
$48.7B
$2.89M 0.01%
18,300
-1,200
-6% -$200K
FIVN icon
924
FIVE9
FIVN
$2.54B
$2.88M 0.01%
44,843
-12,572
-22% -$941K
WAT icon
925
CALL
Waters Corp
WAT
$39.9B
$2.88M 0.01%
10,500
+500
+5% +$138K
35 36
37
38 39

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HF
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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.