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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 | |
|---|---|---|---|---|---|---|
251
CALL
JD.com
JD
$44.5B
| $35.1M | 0.07% |
1,213,400
-370,700
| -23% | -$10M |
|
252
Zscaler
ZS
$27.3B
| $34.8M | 0.07% |
156,876
+38,617
| +33% | +$7.15M |
|
253
CALL
Take-Two Interactive
TTWO
$46.1B
| $34.5M | 0.07% |
214,100
+206,900
| +2,874% | +$30.9M |
|
254
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $34.4M | 0.07% |
39,200
-12,300
| -24% | -$10.1M |
|
255
PUT
MongoDB
MDB
$32.1B
| $34.4M | 0.07% |
84,100
-11,000
| -12% | -$4.17M |
|
|
AYX
256
PUT
DELISTED
Alteryx Inc
AYX
| $34.1M | 0.07% |
723,800
+123,800
| +21% | +$4.81M |
|
|
SPR
257
PUT
DELISTED
Spirit AeroSystems
SPR
| $34.1M | 0.07% |
+1,072,200
| New | +$26.3M |
|
258
CALL
Newmont
NEM
$119B
| $34M | 0.07% |
822,500
+475,300
| +137% | +$18.3M |
|
259
PUT
Wayfair
W
$14.6B
| $34M | 0.07% |
550,400
+75,400
| +16% | +$3.94M |
|
260
CALL
Apollo Global Management
APO
$73.4B
| $33.4M | 0.07% |
357,900
+332,900
| +1,332% | +$29.4M |
|
261
CALL
Kinder Morgan
KMI
$68.7B
| $33.3M | 0.07% |
1,888,400
-246,200
| -12% | -$4.2M |
|
262
CALL
SLB Ltd
SLB
$75B
| $33.2M | 0.07% |
638,400
+194,100
| +44% | +$10.5M |
|
263
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $33.2M | 0.07% |
554,300
+500,300
| +926% | +$26.5M |
|
264
CALL
AstraZeneca
AZN
$250B
| $33M | 0.07% |
245,150
+177,150
| +261% | +$23M |
|
265
PUT
FedEx
FDX
$75.4B
| $33M | 0.07% |
130,400
+91,200
| +233% | +$23.2M |
|
266
Goldman Sachs
GS
$303B
| $32.8M | 0.07% |
85,141
+82,121
| +2,719% | +$27.4M |
|
267
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $32.6M | 0.07% |
621,300
-276,700
| -31% | -$12.4M |
|
268
CALL
Cloudflare
NET
$107B
| $32.6M | 0.07% |
391,000
+262,800
| +205% | +$18.4M |
|
269
PUT
Union Pacific
UNP
$174B
| $32.4M | 0.07% |
132,000
+58,800
| +80% | +$12.9M |
|
270
PUT
Charter Communications
CHTR
$18.2B
| $32.2M | 0.07% |
82,900
+78,600
| +1,828% | +$32.1M |
|
271
CALL
Accenture
ACN
$108B
| $32.1M | 0.07% |
91,500
-5,200
| -5% | -$1.68M |
|
272
CALL
General Motors
GM
$76.8B
| $32M | 0.07% |
891,700
+111,400
| +14% | +$3.45M |
|
273
CALL
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $31.9M | 0.07% |
1,180,600
-358,000
| -23% | -$9.7M |
|
274
PUT
Workday
WDAY
$44.4B
| $31.9M | 0.07% |
115,400
+18,200
| +19% | +$4.33M |
|
275
CALL
Xcel Energy
XEL
$48.8B
| $31.7M | 0.06% |
512,200
+501,400
| +4,643% | +$30.1M |
|
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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.