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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 | |
|---|---|---|---|---|---|---|
501
CALL
Verizon
VZ
$196B
| $13M | 0.03% |
346,000
-85,800
| -20% | -$3.04M |
|
|
MRO
502
PUT
DELISTED
Marathon Oil Corporation
MRO
| $13M | 0.03% |
538,200
-325,400
| -38% | -$8.38M |
|
503
CALL
Mondelez International
MDLZ
$79.9B
| $12.9M | 0.03% |
178,400
+96,300
| +117% | +$6.6M |
|
504
CALL
Enphase Energy
ENPH
$5.53B
| $12.8M | 0.03% |
97,200
+17,800
| +22% | +$1.89M |
|
505
Marathon Petroleum
MPC
$83.7B
| $12.8M | 0.03% |
86,493
+13,373
| +18% | +$1.99M |
|
506
CALL
Zillow
Z
$7.56B
| $12.8M | 0.03% |
221,300
+53,500
| +32% | +$2.36M |
|
507
PUT
Zions Bancorporation
ZION
$10.3B
| $12.7M | 0.03% |
290,600
+163,800
| +129% | +$5.92M |
|
508
CALL
Moderna
MRNA
$23.6B
| $12.7M | 0.03% |
127,200
-22,300
| -15% | -$1.88M |
|
509
PUT
Northrop Grumman
NOC
$81.2B
| $12.6M | 0.03% |
26,900
+18,900
| +236% | +$8.86M |
|
510
PUT
Capital One
COF
$134B
| $12.6M | 0.03% |
96,000
+82,400
| +606% | +$8.89M |
|
511
PUT
Cracker Barrel
CBRL
$1.29B
| $12.6M | 0.03% |
163,200
+13,200
| +9% | +$947K |
|
512
CALL
Equifax
EFX
$21.4B
| $12.5M | 0.03% |
50,600
-500
| -1% | -$101K |
|
513
CALL
D.R. Horton
DHI
$42.3B
| $12.5M | 0.03% |
82,300
+27,600
| +50% | +$3.4M |
|
514
CALL
BridgeBio Pharma
BBIO
$16.5B
| $12.5M | 0.03% |
309,200
+265,300
| +604% | +$7.97M |
|
515
JD.com
JD
$44.5B
| $12.4M | 0.03% |
428,622
+39,373
| +10% | +$1.07M |
|
516
PUT
Ulta Beauty
ULTA
$24.3B
| $12.3M | 0.03% |
25,200
-3,000
| -11% | -$1.27M |
|
517
CALL
ProShares Bitcoin Strategy ETF
BITO
$1.45B
| $12.3M | 0.03% |
602,500
-694,200
| -54% | -$12.6M |
|
|
EA
518
PUT
DELISTED
Electronic Arts
EA
| $12.3M | 0.03% |
89,700
+12,100
| +16% | +$1.6M |
|
519
PUT
iShares MSCI Brazil ETF
EWZ
$8.95B
| $12.2M | 0.03% |
350,000
+5,500
| +2% | +$178K |
|
520
PUT
Lucid Motors
LCID
$2.77B
| $12.2M | 0.02% |
288,980
-39,300
| -12% | -$1.76M |
|
521
CALL
Hilton Worldwide
HLT
$71.5B
| $12.1M | 0.02% |
66,300
+300
| +0.5% | +$49K |
|
522
CALL
Dow Inc
DOW
$21.2B
| $12.1M | 0.02% |
220,100
-298,200
| -58% | -$15.2M |
|
523
CALL
Lyft
LYFT
$6.63B
| $12M | 0.02% |
799,900
+414,600
| +108% | +$4.83M |
|
524
MetLife
MET
$62.1B
| $11.9M | 0.02% |
180,096
-36,579
| -17% | -$2.29M |
|
525
DoorDash
DASH
$93.7B
| $11.9M | 0.02% |
120,297
-78,854
| -40% | -$6.98M |
|
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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.