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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 | |
|---|---|---|---|---|---|---|
601
PUT
iShares Semiconductor ETF
SOXX
$48.7B
| $8.93M | 0.02% |
46,500
-97,800
| -68% | -$16.4M |
|
602
AutoZone
AZO
$51.1B
| $8.92M | 0.02% |
3,449
+2,296
| +199% | +$5.95M |
|
603
PUT
Lennar Class A
LEN
$21.2B
| $8.82M | 0.02% |
61,154
-26,444
| -30% | -$3.18M |
|
604
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $8.79M | 0.02% |
+64,700
| New | +$7.89M |
|
605
CALL
United Airlines
UAL
$42.1B
| $8.76M | 0.02% |
212,200
-182,400
| -46% | -$7.17M |
|
606
CALL
Ralph Lauren
RL
$23.6B
| $8.74M | 0.02% |
60,600
-74,700
| -55% | -$9.25M |
|
607
CALL
First Solar
FSLR
$26.9B
| $8.73M | 0.02% |
50,700
+11,500
| +29% | +$1.76M |
|
608
PUT
PAR Technology
PAR
$735M
| $8.72M | 0.02% |
200,200
+200
| +0.1% | +$7.51K |
|
|
609
United Airlines
UAL
$42.1B
| $8.7M | 0.02% |
+210,746
| New | +$8.29M |
|
610
CALL
Bunge Global
BG
$20.8B
| $8.67M | 0.02% |
85,900
+18,700
| +28% | +$1.96M |
|
611
DraftKings
DKNG
$11.9B
| $8.66M | 0.02% |
+245,538
| New | +$8.22M |
|
612
PUT
Cleveland-Cliffs
CLF
$6.99B
| $8.61M | 0.02% |
421,500
+369,000
| +703% | +$6.32M |
|
613
PUT
Stanley Black & Decker
SWK
$15.7B
| $8.55M | 0.02% |
87,200
-2,000
| -2% | -$176K |
|
614
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $8.55M | 0.02% |
110,469
-83,329
| -43% | -$6.21M |
|
615
PUT
Scotiabank
BNS
$108B
| $8.52M | 0.02% |
175,000
| – | – |
|
616
PUT
Eldorado Gold
EGO
$9.89B
| $8.5M | 0.02% |
655,400
-349,900
| -35% | -$3.94M |
|
617
PUT
Atlassian
TEAM
$37.8B
| $8.49M | 0.02% |
35,700
-6,900
| -16% | -$1.35M |
|
618
PUT
American International
AIG
$41.3B
| $8.48M | 0.02% |
125,200
+40,000
| +47% | +$2.55M |
|
619
VanEck Semiconductor ETF
SMH
$73.2B
| $8.4M | 0.02% |
48,019
+3,428
| +8% | +$537K |
|
620
PUT
RTX Corp
RTX
$301B
| $8.39M | 0.02% |
99,700
-228,100
| -70% | -$18.1M |
|
621
NXP Semiconductors
NXPI
$60.4B
| $8.33M | 0.02% |
+36,251
| New | +$7.3M |
|
622
PUT
Baker Hughes
BKR
$61.1B
| $8.31M | 0.02% |
243,200
-21,400
| -8% | -$730K |
|
623
TSMC
TSM
$2.18T
| $8.31M | 0.02% |
79,856
-291,599
| -79% | -$27.8M |
|
624
CALL
GitLab
GTLB
$6.58B
| $8.28M | 0.02% |
131,500
-105,000
| -44% | -$5.31M |
|
625
Devon Energy
DVN
$47.3B
| $8.27M | 0.02% |
182,639
-60,349
| -25% | -$2.76M |
|
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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.