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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 | |
|---|---|---|---|---|---|---|
126
PUT
Thermo Fisher Scientific
TMO
$214B
| $61.1M | 0.14% |
120,700
+66,100
| +121% | +$35.2M |
|
127
CALL
Uber
UBER
$144B
| $61M | 0.14% |
1,325,900
-136,600
| -9% | -$6.24M |
|
128
CALL
RTX Corp
RTX
$301B
| $60.1M | 0.13% |
835,000
+617,500
| +284% | +$52.9M |
|
129
CALL
AbbVie
ABBV
$431B
| $59.6M | 0.13% |
399,800
+45,800
| +13% | +$6.72M |
|
130
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $59.4M | 0.13% |
863,800
+831,700
| +2,591% | +$60.9M |
|
131
PUT
CrowdStrike
CRWD
$211B
| $59.2M | 0.13% |
1,415,200
+622,400
| +79% | +$24.2M |
|
132
CALL
MongoDB
MDB
$29.8B
| $59.1M | 0.13% |
171,000
+139,000
| +434% | +$52.8M |
|
133
CALL
Datadog
DDOG
$81.6B
| $58.8M | 0.13% |
645,700
-57,800
| -8% | -$5.72M |
|
134
PUT
O'Reilly Automotive
ORLY
$76.2B
| $57.8M | 0.13% |
954,000
+862,500
| +943% | +$54.1M |
|
135
PUT
Goldman Sachs
GS
$301B
| $57.6M | 0.13% |
178,000
-29,700
| -14% | -$9.92M |
|
136
CALL
Bristol-Myers Squibb
BMY
$131B
| $57.5M | 0.13% |
990,700
+673,500
| +212% | +$41.3M |
|
137
PUT
Starbucks
SBUX
$120B
| $56.4M | 0.13% |
617,800
+339,100
| +122% | +$33.3M |
|
138
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $55.4M | 0.12% |
430,100
-373,000
| -46% | -$49.5M |
|
139
CALL
UnitedHealth
UNH
$367B
| $55.2M | 0.12% |
109,500
+17,400
| +19% | +$8.56M |
|
140
CALL
Bank of America
BAC
$441B
| $54.9M | 0.12% |
2,006,600
-370,800
| -16% | -$11M |
|
|
141
CALL
CrowdStrike
CRWD
$211B
| $54.9M | 0.12% |
1,312,000
+447,200
| +52% | +$17.4M |
|
142
PUT
US Global Jets ETF
JETS
$803M
| $54.7M | 0.12% |
3,212,000
+1,522,600
| +90% | +$30.1M |
|
143
CALL
Walt Disney
DIS
$181B
| $54.5M | 0.12% |
672,900
+330,900
| +97% | +$28.3M |
|
144
CALL
Charter Communications
CHTR
$18.8B
| $53.9M | 0.12% |
122,500
-102,200
| -45% | -$42.5M |
|
145
CALL
NextEra Energy
NEE
$176B
| $52.9M | 0.12% |
923,000
+237,500
| +35% | +$16.4M |
|
146
CALL
American Airlines Group
AAL
$10.6B
| $52.5M | 0.12% |
4,097,100
+1,003,800
| +32% | +$15.6M |
|
|
147
CALL
Goldman Sachs
GS
$301B
| $52.5M | 0.12% |
162,100
-600
| -0.4% | -$200K |
|
148
CALL
Analog Devices
ADI
$184B
| $52.4M | 0.12% |
299,500
-154,700
| -34% | -$28.5M |
|
149
CALL
Snowflake
SNOW
$110B
| $52.3M | 0.12% |
342,600
+64,200
| +23% | +$10.5M |
|
|
150
PUT
Datadog
DDOG
$81.6B
| $51.6M | 0.12% |
566,600
+133,900
| +31% | +$13.2M |
|
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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.