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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 | |
|---|---|---|---|---|---|---|
326
PUT
PennyMac Financial
PFSI
$4.02B
| $24.7M | 0.05% |
280,000
| – | – |
|
327
ARK Innovation ETF
ARKK
$6.31B
| $24.7M | 0.05% |
470,966
+450,086
| +2,156% | +$19.5M |
|
328
PUT
Linde
LIN
$226B
| $24.5M | 0.05% |
59,700
+13,400
| +29% | +$5.28M |
|
329
PUT
Medtronic
MDT
$112B
| $24.5M | 0.05% |
296,800
+263,400
| +789% | +$20.1M |
|
330
CALL
Procter & Gamble
PG
$339B
| $24.4M | 0.05% |
166,800
+60,100
| +56% | +$8.9M |
|
331
PUT
Arbor Realty Trust
ABR
$998M
| $24.3M | 0.05% |
1,600,100
+5,100
| +0.3% | +$70.2K |
|
332
PUT
DexCom
DXCM
$32B
| $24.2M | 0.05% |
195,200
-4,900
| -2% | -$501K |
|
333
PUT
Intuit
INTU
$89B
| $24.2M | 0.05% |
38,700
+1,400
| +4% | +$772K |
|
|
334
CALL
Medtronic
MDT
$112B
| $24.2M | 0.05% |
293,300
+72,300
| +33% | +$5.51M |
|
335
PUT
Verizon
VZ
$196B
| $24M | 0.05% |
636,700
-63,800
| -9% | -$2.26M |
|
336
PUT
Enphase Energy
ENPH
$5.53B
| $24M | 0.05% |
181,500
-133,900
| -42% | -$14.2M |
|
337
CALL
Roku
ROKU
$22.7B
| $23.9M | 0.05% |
260,400
+81,700
| +46% | +$6.83M |
|
338
CALL
Norwegian Cruise Line
NCLH
$8.84B
| $23.8M | 0.05% |
1,186,200
+624,100
| +111% | +$10M |
|
339
PUT
Mondelez International
MDLZ
$79.9B
| $23.6M | 0.05% |
326,400
+21,600
| +7% | +$1.48M |
|
340
PUT
DuPont de Nemours
DD
$19.2B
| $23.6M | 0.05% |
244,816
+201,159
| +461% | +$18.3M |
|
341
CALL
American Tower
AMT
$80.4B
| $23.5M | 0.05% |
109,000
+89,200
| +451% | +$16.9M |
|
342
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $23.5M | 0.05% |
1,267,100
-201,100
| -14% | -$2.92M |
|
343
PUT
AbbVie
ABBV
$435B
| $23.3M | 0.05% |
150,600
+12,200
| +9% | +$1.78M |
|
|
EXAS
344
CALL
DELISTED
Exact Sciences
EXAS
| $23.3M | 0.05% |
315,000
+25,300
| +9% | +$1.66M |
|
345
CALL
Sea Limited
SE
$69.5B
| $23.2M | 0.05% |
572,400
-213,700
| -27% | -$8.72M |
|
346
PUT
Intuitive Surgical
ISRG
$134B
| $23.1M | 0.05% |
68,500
-18,800
| -22% | -$5.6M |
|
347
PUT
S&P Global
SPGI
$120B
| $22.8M | 0.05% |
51,700
+2,700
| +6% | +$1.07M |
|
348
PUT
PepsiCo
PEP
$190B
| $22.5M | 0.05% |
132,600
-341,300
| -72% | -$56.6M |
|
349
PUT
D.R. Horton
DHI
$42.3B
| $22.5M | 0.05% |
148,100
+42,100
| +40% | +$5.18M |
|
350
CALL
Emerson Electric
EMR
$88.3B
| $22.4M | 0.05% |
230,000
+53,200
| +30% | +$4.87M |
|
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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.