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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 | |
|---|---|---|---|---|---|---|
576
Hershey
HSY
$36.6B
| $9.71M | 0.02% |
52,085
+40,394
| +346% | +$7.65M |
|
577
PUT
Ball Corp
BALL
$16.8B
| $9.63M | 0.02% |
167,400
+138,500
| +479% | +$7.14M |
|
578
CALL
Fastenal
FAST
$59.5B
| $9.62M | 0.02% |
297,200
+295,200
| +14,760% | +$8.9M |
|
579
PUT
Microchip Technology
MCHP
$46B
| $9.56M | 0.02% |
106,000
+22,900
| +28% | +$1.86M |
|
580
Moderna
MRNA
$23.6B
| $9.55M | 0.02% |
96,046
+75,236
| +362% | +$6.33M |
|
581
CALL
Blackrock
BLK
$176B
| $9.5M | 0.02% |
11,700
+600
| +5% | +$419K |
|
582
CALL
Keurig Dr Pepper
KDP
$40.8B
| $9.5M | 0.02% |
285,000
+284,500
| +56,900% | +$8.87M |
|
|
EDR
583
CALL
DELISTED
Endeavor Group Holdings, Inc.
EDR
| $9.46M | 0.02% |
+398,500
| New | +$8.98M |
|
584
Carvana
CVNA
$77.9B
| $9.43M | 0.02% |
+890,645
| New | +$6.67M |
|
585
Broadcom
AVGO
$2.04T
| $9.43M | 0.02% |
84,450
+77,710
| +1,153% | +$7.36M |
|
586
PUT
Arista Networks
ANET
$238B
| $9.42M | 0.02% |
160,000
+34,400
| +27% | +$1.81M |
|
587
PUT
Gilead Sciences
GILD
$165B
| $9.36M | 0.02% |
115,600
-191,800
| -62% | -$14.9M |
|
588
CALL
Suncor Energy
SU
$70.3B
| $9.35M | 0.02% |
291,900
-3,100
| -1% | -$101K |
|
589
PUT
Pultegroup
PHM
$25.3B
| $9.33M | 0.02% |
90,400
+6,000
| +7% | +$510K |
|
590
CALL
Nucor
NUE
$62.1B
| $9.24M | 0.02% |
53,100
+4,400
| +9% | +$698K |
|
|
JWN
591
PUT
DELISTED
Nordstrom
JWN
| $9.22M | 0.02% |
500,000
| – | – |
|
|
592
PUT
Nucor
NUE
$62.1B
| $9.22M | 0.02% |
53,000
+6,900
| +15% | +$1.09M |
|
593
PUT
iShares US Real Estate ETF
IYR
$4.65B
| $9.22M | 0.02% |
100,900
-240,000
| -70% | -$19.6M |
|
594
CALL
US Bancorp
USB
$99.6B
| $9.17M | 0.02% |
211,900
-147,500
| -41% | -$5.39M |
|
595
CALL
Truist Financial
TFC
$64B
| $9.13M | 0.02% |
247,400
+212,400
| +607% | +$6.67M |
|
596
CALL
Marathon Digital Holdings
MARA
$3.9B
| $9.1M | 0.02% |
387,200
+67,600
| +21% | +$853K |
|
597
CALL
BP
BP
$107B
| $9.05M | 0.02% |
255,700
+131,000
| +105% | +$4.8M |
|
598
PUT
Blue Owl Capital
OBDC
$5.74B
| $9.01M | 0.02% |
+610,700
| New | +$8.68M |
|
599
PUT
Repligen
RGEN
$9.25B
| $8.99M | 0.02% |
+50,000
| New | +$7.78M |
|
600
Verizon
VZ
$196B
| $8.97M | 0.02% |
237,876
+88,798
| +60% | +$3.14M |
|
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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.