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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
+12.97%
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
$49B
AUM Growth
+$4.18B
(+9.3%)
Cap. Flow
-$2.19B
Cap. Flow
% of AUM
-4.47%
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 | Technology | 1.5% |
| 2 | Financials | 0.8% |
| 3 | Consumer Discretionary | 0.56% |
| 4 | Communication Services | 0.45% |
| 5 | Industrials | 0.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
GE Aerospace
GE
$384B
| $39.8M | 0.08% |
390,304
+99,727
| +34% | +$9.24M |
|
227
CALL
PepsiCo
PEP
$190B
| $39.7M | 0.08% |
233,900
-264,500
| -53% | -$43.9M |
|
228
PUT
Lam Research
LRCX
$390B
| $39.7M | 0.08% |
507,000
-113,000
| -18% | -$7.7M |
|
229
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $39.7M | 0.08% |
550,800
-313,000
| -36% | -$21.7M |
|
230
CALL
Cameco
CCJ
$42.4B
| $39.7M | 0.08% |
920,500
+183,900
| +25% | +$7.7M |
|
231
PUT
MetLife
MET
$62.4B
| $39.5M | 0.08% |
597,400
+72,700
| +14% | +$4.55M |
|
232
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $39.3M | 0.08% |
860,000
+245,000
| +40% | +$10.2M |
|
233
CALL
Pfizer
PFE
$153B
| $39M | 0.08% |
1,355,100
+419,800
| +45% | +$12.7M |
|
234
PUT
ARK Innovation ETF
ARKK
$6.31B
| $38.9M | 0.08% |
742,500
-471,000
| -39% | -$20.4M |
|
235
CALL
NIO
NIO
$11.9B
| $38.2M | 0.08% |
4,213,400
+1,687,800
| +67% | +$13.4M |
|
236
PUT
Herbalife
HLF
$1.29B
| $38.2M | 0.08% |
2,502,700
| – | – |
|
237
CALL
Marathon Petroleum
MPC
$83.7B
| $38.1M | 0.08% |
256,600
+96,800
| +61% | +$14.4M |
|
238
PUT
JD.com
JD
$44.5B
| $38.1M | 0.08% |
1,317,100
+105,000
| +9% | +$2.84M |
|
|
SCHW
239
CALL
Charles Schwab
SCHW
$187B
| $37.7M | 0.08% |
547,800
-258,800
| -32% | -$14.9M |
|
240
PUT
Nutrien
NTR
$30.7B
| $37.6M | 0.08% |
667,200
+182,800
| +38% | +$10.3M |
|
241
PUT
Honeywell
HON
$78B
| $37.1M | 0.08% |
187,797
+143,235
| +321% | +$25.8M |
|
242
PUT
Ares Capital
ARCC
$14.4B
| $37.1M | 0.08% |
1,850,000
| – | – |
|
243
CALL
American Airlines Group
AAL
$10.6B
| $36.4M | 0.07% |
2,649,000
-1,448,100
| -35% | -$18.2M |
|
244
CALL
Walt Disney
DIS
$181B
| $36.3M | 0.07% |
402,100
-270,800
| -40% | -$23.9M |
|
245
CALL
Lowe's Companies
LOW
$125B
| $36.1M | 0.07% |
162,300
+125,000
| +335% | +$25.3M |
|
246
PUT
Sea Limited
SE
$69.5B
| $35.9M | 0.07% |
886,700
+210,300
| +31% | +$8.58M |
|
|
247
PUT
Cameco
CCJ
$42.4B
| $35.7M | 0.07% |
827,400
+543,000
| +191% | +$22.7M |
|
248
CALL
Ford
F
$55.7B
| $35.5M | 0.07% |
2,910,700
+549,300
| +23% | +$6.11M |
|
249
PUT
AutoZone
AZO
$51.1B
| $35.4M | 0.07% |
13,700
+7,400
| +117% | +$19.2M |
|
250
PUT
ConocoPhillips
COP
$141B
| $35.2M | 0.07% |
303,500
-279,600
| -48% | -$32.7M |
|
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HF
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 withdrew a net $2.19B in Q4 2023, closing 516 positions and reducing 766 holdings. Its most notable exit was iShares Russell 2000 ETF, an estimated $160M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.5% of assets, up from 1.1% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Invesco QQQ Trust worth $252M.
- 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.