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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 | |
|---|---|---|---|---|---|---|
526
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $11.8M | 0.02% |
31,300
-16,700
| -35% | -$5.84M |
|
527
CALL
Cboe Global Markets
CBOE
$29.9B
| $11.7M | 0.02% |
65,800
-20,100
| -23% | -$3.44M |
|
528
Zillow
Z
$7.56B
| $11.7M | 0.02% |
201,748
+21,858
| +12% | +$963K |
|
529
PUT
BioNTech
BNTX
$23.5B
| $11.6M | 0.02% |
109,600
-25,400
| -19% | -$2.56M |
|
530
PUT
Align Technology
ALGN
$12.3B
| $11.4M | 0.02% |
41,700
-23,400
| -36% | -$5.55M |
|
|
DFS
531
PUT
DELISTED
Discover Financial Services
DFS
| $11.4M | 0.02% |
101,400
-58,300
| -37% | -$5.39M |
|
532
Dollar General
DG
$27.9B
| $11.4M | 0.02% |
83,800
+41,981
| +100% | +$5.09M |
|
533
CALL
Baker Hughes
BKR
$61.1B
| $11.4M | 0.02% |
332,700
-1,900
| -0.6% | -$64.8K |
|
534
PUT
Arm
ARM
$302B
| $11.3M | 0.02% |
+150,000
| New | +$8.77M |
|
535
PUT
Philip Morris
PM
$295B
| $11.2M | 0.02% |
119,500
+99,900
| +510% | +$9.2M |
|
536
Albemarle
ALB
$15.5B
| $11.2M | 0.02% |
+77,356
| New | +$10.6M |
|
537
PUT
Upwork
UPWK
$1.19B
| $11.2M | 0.02% |
750,000
| – | – |
|
538
PUT
Suncor Energy
SU
$70.3B
| $11.1M | 0.02% |
345,900
+330,200
| +2,103% | +$10.8M |
|
539
PUT
Southern Company
SO
$107B
| $11.1M | 0.02% |
157,900
-8,600
| -5% | -$591K |
|
540
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $11M | 0.02% |
+108,000
| New | +$9.18M |
|
|
541
PUT
iShares US Home Construction ETF
ITB
$2.35B
| $11M | 0.02% |
108,000
-474,500
| -81% | -$40.3M |
|
542
CALL
United Rentals
URI
$72.4B
| $10.9M | 0.02% |
19,000
+6,000
| +46% | +$2.83M |
|
543
CALL
WillScot Mobile Mini Holdings
WSC
$4.41B
| $10.9M | 0.02% |
244,500
+157,000
| +179% | +$6.35M |
|
544
PUT
Pinterest
PINS
$13.4B
| $10.9M | 0.02% |
293,600
+56,500
| +24% | +$1.78M |
|
545
PUT
ON Semiconductor
ON
$31.6B
| $10.8M | 0.02% |
129,400
-1,500
| -1% | -$118K |
|
546
PUT
Roblox
RBLX
$27B
| $10.8M | 0.02% |
235,900
-99,500
| -30% | -$3.68M |
|
547
CALL
ASML
ASML
$669B
| $10.7M | 0.02% |
14,200
-6,300
| -31% | -$4.16M |
|
548
PUT
Lyft
LYFT
$6.63B
| $10.7M | 0.02% |
716,300
+187,000
| +35% | +$2.18M |
|
549
PUT
Cadence Design Systems
CDNS
$93.4B
| $10.7M | 0.02% |
39,300
-25,000
| -39% | -$6.44M |
|
550
PUT
Sunrun
RUN
$2.46B
| $10.7M | 0.02% |
545,000
+145,000
| +36% | +$1.84M |
|
Similar funds
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.