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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
26
PUT
Netflix
NFLX
$305B
| $307M | 0.63% |
6,296,000
+735,000
| +13% | +$32.1M |
|
|
27
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $306M | 0.63% |
7,303,800
-175,800
| -2% | -$7.52M |
|
28
PUT
Boeing
BA
$185B
| $269M | 0.55% |
1,030,600
+4,100
| +0.4% | +$877K |
|
29
CALL
Amazon
AMZN
$3.06T
| $252M | 0.52% |
1,660,700
+152,900
| +10% | +$21.4M |
|
|
30
Invesco QQQ Trust
QQQ
$469B
| $252M | 0.51% |
+615,330
| New | +$234M |
|
|
31
PUT
Amazon
AMZN
$3.06T
| $250M | 0.51% |
1,648,300
-592,400
| -26% | -$83M |
|
32
CALL
Alphabet (Google) Class A
GOOGL
$4.57T
| $248M | 0.51% |
1,778,000
-294,200
| -14% | -$39.5M |
|
33
PUT
Advanced Micro Devices
AMD
$790B
| $240M | 0.49% |
1,626,000
-177,200
| -10% | -$20.9M |
|
|
34
PUT
Alphabet (Google) Class A
GOOGL
$4.57T
| $222M | 0.45% |
1,592,500
-921,000
| -37% | -$124M |
|
|
35
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
| $220M | 0.45% |
2,223,300
+1,038,700
| +88% | +$93.9M |
|
36
PUT
Pinduoduo
PDD
$128B
| $204M | 0.42% |
1,393,200
-424,300
| -23% | -$51.5M |
|
|
37
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
| $204M | 0.42% |
2,060,800
-814,100
| -28% | -$73.6M |
|
38
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $200M | 0.41% |
530,000
-202,700
| -28% | -$70.8M |
|
39
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58B
| $189M | 0.39% |
5,018,800
+430,000
| +9% | +$14.9M |
|
40
PUT
Uber
UBER
$146B
| $188M | 0.38% |
3,053,600
+453,200
| +17% | +$23.7M |
|
41
PUT
Airbnb
ABNB
$89.4B
| $186M | 0.38% |
1,369,100
-57,300
| -4% | -$7.39M |
|
42
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
| $183M | 0.37% |
3,497,200
+751,500
| +27% | +$33.6M |
|
|
43
CALL
Advanced Micro Devices
AMD
$790B
| $181M | 0.37% |
1,230,100
+292,400
| +31% | +$34.5M |
|
44
PUT
American Airlines Group
AAL
$10.6B
| $180M | 0.37% |
13,083,200
+775,800
| +6% | +$9.74M |
|
45
CALL
JPMorgan Chase
JPM
$937B
| $175M | 0.36% |
1,030,100
+218,100
| +27% | +$33.1M |
|
46
PUT
Qualcomm
QCOM
$159B
| $175M | 0.36% |
1,207,100
-910,700
| -43% | -$113M |
|
47
PUT
Oracle
ORCL
$409B
| $171M | 0.35% |
1,619,500
+307,600
| +23% | +$33.6M |
|
48
PUT
Bank of America
BAC
$437B
| $169M | 0.34% |
5,005,700
-1,722,400
| -26% | -$50.1M |
|
49
PUT
United Airlines
UAL
$41.7B
| $166M | 0.34% |
4,020,700
+1,479,400
| +58% | +$58.2M |
|
50
CALL
Cisco
CSCO
$457B
| $161M | 0.33% |
3,182,800
+742,800
| +30% | +$38M |
|
Similar funds
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.