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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
V icon
176
Visa
V
$692B
$41.9M 0.09%
182,000
-18,675
-9% -$4.49M
XOM icon
177
PUT
ExxonMobil
XOM
$642B
$41.2M 0.09%
350,800
+104,300
+42% +$11.4M
GM icon
178
PUT
General Motors
GM
$76.3B
$41.2M 0.09%
1,250,900
-17,700
-1% -$629K
CRM icon
179
PUT
Salesforce
CRM
$153B
$41.1M 0.09%
202,700
-131,200
-39% -$28.3M
PNC icon
180
CALL
PNC Financial Services
PNC
$101B
$40.9M 0.09%
333,000
+15,100
+5% +$1.9M
GE icon
181
CALL
GE Aerospace
GE
$389B
$39.9M 0.09%
452,082
+114,273
+34% +$10.3M
IBM icon
182
CALL
IBM
IBM
$220B
$39.8M 0.09%
283,900
-189,500
-40% -$27M
JNJ icon
183
PUT
Johnson & Johnson
JNJ
$619B
$39.3M 0.09%
252,600
-11,100
-4% -$1.83M
SNOW icon
184
PUT
Snowflake
SNOW
$110B
$39.1M 0.09%
256,200
-65,900
-20% -$10.7M
LRCX icon
185
PUT
Lam Research
LRCX
$383B
$38.9M 0.09%
620,000
+383,000
+162% +$25.2M
CRM icon
186
CALL
Salesforce
CRM
$153B
$38.5M 0.09%
189,900
-137,600
-42% -$29.7M
MA icon
187
CALL
Mastercard
MA
$505B
$38M 0.08%
96,100
-52,900
-36% -$21.2M
ENPH icon
188
PUT
Enphase Energy
ENPH
$5.24B
$37.9M 0.08%
315,400
+172,600
+121% +$24.6M
EXC icon
189
CALL
Exelon
EXC
$46.7B
$37.9M 0.08%
1,001,600
+340,500
+52% +$13.9M
C icon
190
Citigroup
C
$224B
$37.7M 0.08%
916,574
+68,442
+8% +$3M
KRE icon
191
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
$37.5M 0.08%
898,000
+226,700
+34% +$10.1M
UNH icon
192
PUT
UnitedHealth
UNH
$367B
$37.5M 0.08%
74,300
+6,900
+10% +$3.4M
SMH icon
193
PUT
VanEck Semiconductor ETF
SMH
$71.8B
$37.2M 0.08%
256,900
-146,900
-36% -$22.2M
ADBE icon
194
CALL
Adobe
ADBE
$103B
$36.9M 0.08%
72,300
-184,300
-72% -$96.7M
COR icon
195
CALL
Cencora
COR
$63.2B
$36.4M 0.08%
202,200
+154,200
+321% +$28.5M
ARCC icon
196
PUT
Ares Capital
ARCC
$14.1B
$36M 0.08%
1,850,000
+500,000
+37% +$9.69M
TBT icon
197
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
$35.9M 0.08%
915,000
-972,500
-52% -$32.8M
KRE icon
198
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
$35.4M 0.08%
848,197
+253,102
+43% +$11.3M
KMI icon
199
CALL
Kinder Morgan
KMI
$69.7B
$35.4M 0.08%
2,134,600
+1,094,500
+105% +$18.9M
JD icon
200
PUT
JD.com
JD
$44.3B
$35.3M 0.08%
1,212,100
+229,300
+23% +$7.99M
6 7
8
9 10

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.