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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+12.97%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49B
AUM Growth
+$4.18B
(+9.3%)
Cap. Flow
-$56.9M
Cap. Flow
% of AUM
-0.12%
Top 10 Holdings %
Top 10 Hldgs %
27.26%
Holding
2,634
New
385
Increased
693
Reduced
766
Closed
516
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$246M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$234M |
| 3 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$122M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$69.9M |
| 5 |
Micron Technology
MU
|
+$47.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$160M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$84M |
| 3 |
Microsoft
MSFT
|
+$70.1M |
| 4 |
Meta Platforms (Facebook)
META
|
+$37.3M |
| 5 |
Caterpillar
CAT
|
+$29.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 95.36% |
| 2 | Technology | 1.5% |
| 3 | Financials | 0.8% |
| 4 | Consumer Discretionary | 0.56% |
| 5 | Communication Services | 0.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1126
CALL
iShares Core S&P 500 ETF
IVV
$870B
| $1.96M | ﹤0.01% |
+4,100
| New | +$1.84M |
|
1127
AB InBev
BUD
$157B
| $1.95M | ﹤0.01% |
+30,138
| New | +$1.78M |
|
1128
CALL
CenterPoint Energy
CNP
$26.4B
| $1.94M | ﹤0.01% |
68,000
+56,900
| +513% | +$1.58M |
|
1129
PUT
Advance Auto Parts
AAP
$2.57B
| $1.94M | ﹤0.01% |
31,800
-20,300
| -39% | -$1.11M |
|
1130
PUT
Coursera
COUR
$1.47B
| $1.94M | ﹤0.01% |
+100,000
| New | +$1.91M |
|
1131
CALL
Centene
CNC
$31.9B
| $1.94M | ﹤0.01% |
26,100
| – | – |
|
1132
PayPal
PYPL
$45.5B
| $1.93M | ﹤0.01% |
31,466
-239,331
| -88% | -$13.7M |
|
1133
CALL
Vodafone
VOD
$40.1B
| $1.93M | ﹤0.01% |
222,000
+52,400
| +31% | +$479K |
|
1134
O'Reilly Automotive
ORLY
$69.5B
| $1.93M | ﹤0.01% |
30,480
-37,230
| -55% | -$2.35M |
|
1135
PUT
Shell
SHEL
$273B
| $1.91M | ﹤0.01% |
29,100
-80,000
| -73% | -$5.25M |
|
1136
Northrop Grumman
NOC
$73.7B
| $1.91M | ﹤0.01% |
4,088
+3,592
| +724% | +$1.68M |
|
1137
PUT
Simon Property Group
SPG
$68.6B
| $1.91M | ﹤0.01% |
13,400
-10,300
| -43% | -$1.25M |
|
1138
PUT
Horizon Bancorp
HBNC
$1.01B
| $1.9M | ﹤0.01% |
133,000
| – | – |
|
|
SRG
1139
PUT
Seritage Growth Properties
SRG
$115M
| $1.9M | ﹤0.01% |
+203,400
| New | +$1.71M |
|
1140
CALL
YPF Sociedad Anonima ADS
YPF
$20.8B
| $1.89M | ﹤0.01% |
+110,200
| New | +$1.52M |
|
1141
PUT
Ally Financial
ALLY
$12.9B
| $1.88M | ﹤0.01% |
53,700
-37,500
| -41% | -$1.05M |
|
1142
Tyson Foods
TSN
$18.4B
| $1.87M | ﹤0.01% |
+34,773
| New | +$1.69M |
|
1143
CALL
ArcelorMittal
MT
$58.1B
| $1.87M | ﹤0.01% |
65,700
+45,400
| +224% | +$1.11M |
|
|
SAGE
1144
PUT
DELISTED
Sage Therapeutics
SAGE
| $1.86M | ﹤0.01% |
86,000
+72,500
| +537% | +$1.44M |
|
1145
CALL
Trane Technologies
TT
$98.1B
| $1.85M | ﹤0.01% |
7,600
-100
| -1% | -$21.9K |
|
1146
NetEase
NTES
$76.5B
| $1.84M | ﹤0.01% |
19,804
+17,917
| +949% | +$1.9M |
|
1147
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65.1M
| $1.84M | ﹤0.01% |
14,999
| – | – |
|
1148
CALL
Regions Financial
RF
$25.6B
| $1.84M | ﹤0.01% |
95,000
-21,900
| -19% | -$363K |
|
1149
PUT
Whirlpool
WHR
$2.45B
| $1.83M | ﹤0.01% |
15,000
+14,700
| +4,900% | +$1.71M |
|
1150
CALL
Trump Media & Technology Group
DJT
$2.57B
| $1.82M | ﹤0.01% |
104,200
| – | – |
|
Similar funds
TI
Parallax Volatility Advisers's Q4 2023 Portfolio in Review
As of Q4 2023, Parallax Volatility Advisers held 2,634 positions worth $49B, up 9.3% from $44.8B the previous quarter. Its ten largest holdings account for 27% of the portfolio.
Parallax Volatility Advisers's Q4 2023 filing shows 385 new, 693 increased, 766 reduced and 516 closed positions. Its largest new stake was Invesco QQQ Trust: 615,330 shares worth $252M. The largest sale was iShares Russell 2000 ETF, an estimated $160M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 96% a quarter earlier, followed by Technology and Financials.
- Parallax Volatility Advisers's largest Q4 2023 buy was Invesco QQQ Trust: 615,330 shares worth $252M.
- Parallax Volatility Advisers added most to NVIDIA in Q4 2023, an estimated $246M increase.
- Parallax Volatility Advisers's biggest Q4 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $84M.
- Parallax Volatility Advisers fully exited iShares Russell 2000 ETF in Q4 2023, selling an estimated $160M.
- Parallax Volatility Advisers's ten largest holdings make up 27% of its $49B portfolio in Q4 2023.
- Parallax Volatility Advisers opened 385 new positions and closed 516 in Q4 2023.
- Parallax Volatility Advisers's portfolio value rose 9.3% quarter-over-quarter to $49B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2023, filed 14 Feb 2024.