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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 | |
|---|---|---|---|---|---|---|
451
CALL
Corning
GLW
$143B
| $15.3M | 0.03% |
+501,400
| New | +$14.3M |
|
452
PUT
JetBlue
JBLU
$2.29B
| $15.3M | 0.03% |
2,750,300
| – | – |
|
453
CALL
Vistra
VST
$47.4B
| $15.2M | 0.03% |
+395,300
| New | +$13.7M |
|
454
CALL
CMS Energy
CMS
$22.3B
| $15M | 0.03% |
+259,100
| New | +$14.5M |
|
455
CALL
KE Holdings
BEKE
$18.8B
| $15M | 0.03% |
926,700
+339,100
| +58% | +$5.25M |
|
456
PUT
FS KKR Capital
FSK
$3.44B
| $15M | 0.03% |
+750,000
| New | +$14.7M |
|
457
PUT
PG&E
PCG
$38.5B
| $15M | 0.03% |
830,300
-959,400
| -54% | -$16.2M |
|
458
CALL
Seagate
STX
$184B
| $14.9M | 0.03% |
175,000
-8,200
| -4% | -$612K |
|
459
CALL
Li Auto
LI
$12.7B
| $14.9M | 0.03% |
398,500
+50,000
| +14% | +$1.8M |
|
460
US Bancorp
USB
$99.6B
| $14.9M | 0.03% |
343,525
+101,370
| +42% | +$3.71M |
|
461
Wells Fargo
WFC
$264B
| $14.8M | 0.03% |
+299,994
| New | +$12.9M |
|
462
CALL
Eldorado Gold
EGO
$9.89B
| $14.8M | 0.03% |
1,138,000
+621,700
| +120% | +$6.99M |
|
463
PUT
NextEra Energy
NEE
$177B
| $14.7M | 0.03% |
242,400
-185,300
| -43% | -$10.6M |
|
464
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $14.7M | 0.03% |
1,405,200
+205,300
| +17% | +$1.92M |
|
465
PUT
Pan American Silver
PAAS
$21.6B
| $14.5M | 0.03% |
889,300
+525,900
| +145% | +$7.87M |
|
466
Halliburton
HAL
$26.6B
| $14.4M | 0.03% |
399,242
+35,090
| +10% | +$1.35M |
|
467
CALL
LyondellBasell Industries
LYB
$19.2B
| $14.4M | 0.03% |
151,300
+10,000
| +7% | +$935K |
|
468
CALL
Dollar General
DG
$27.9B
| $14.4M | 0.03% |
105,700
-99,100
| -48% | -$12M |
|
469
CALL
Twilio
TWLO
$36.6B
| $14.3M | 0.03% |
189,000
+9,400
| +5% | +$586K |
|
470
CALL
Exelon
EXC
$47B
| $14.3M | 0.03% |
399,000
-602,600
| -60% | -$23.2M |
|
471
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $14.3M | 0.03% |
471,900
+446,300
| +1,743% | +$16.7M |
|
472
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
| $14.2M | 0.03% |
407,400
+107,300
| +36% | +$3.47M |
|
|
SPLK
473
DELISTED
Splunk Inc
SPLK
| $14.2M | 0.03% |
93,406
+26,991
| +41% | +$4.03M |
|
474
PUT
EOG Resources
EOG
$70.7B
| $14.1M | 0.03% |
116,900
+7,000
| +6% | +$871K |
|
475
PUT
Palantir
PLTR
$413B
| $14.1M | 0.03% |
820,000
-202,800
| -20% | -$3.61M |
|
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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.