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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 | |
|---|---|---|---|---|---|---|
626
CALL
Autodesk
ADSK
$52.6B
| $8.23M | 0.02% |
33,800
+28,800
| +576% | +$6.22M |
|
627
Workday
WDAY
$44.4B
| $8.21M | 0.02% |
29,735
+9,028
| +44% | +$2.15M |
|
628
PUT
MGM Resorts International
MGM
$11.2B
| $8.19M | 0.02% |
183,400
+77,400
| +73% | +$3.04M |
|
629
PUT
Danaher
DHR
$144B
| $8.14M | 0.02% |
35,200
-1,460
| -4% | -$311K |
|
630
CALL
Linde
LIN
$226B
| $8.05M | 0.02% |
19,600
+15,800
| +416% | +$6.23M |
|
|
AYX
631
CALL
DELISTED
Alteryx Inc
AYX
| $8.04M | 0.02% |
170,400
-900
| -0.5% | -$34.9K |
|
632
PUT
Vertex Pharmaceuticals
VRTX
$126B
| $7.98M | 0.02% |
19,600
+5,100
| +35% | +$1.88M |
|
633
CALL
EOG Resources
EOG
$70.7B
| $7.96M | 0.02% |
65,800
-11,100
| -14% | -$1.38M |
|
634
PUT
Dollar General
DG
$27.9B
| $7.93M | 0.02% |
58,300
-32,500
| -36% | -$3.94M |
|
635
CALL
Arm
ARM
$302B
| $7.91M | 0.02% |
+105,300
| New | +$6.16M |
|
|
636
CALL
Workday
WDAY
$44.4B
| $7.87M | 0.02% |
28,500
-1,800
| -6% | -$429K |
|
637
Trane Technologies
TT
$106B
| $7.86M | 0.02% |
32,240
+4,751
| +17% | +$1.04M |
|
638
CALL
Kimberly-Clark
KMB
$36.5B
| $7.85M | 0.02% |
64,600
-1,000
| -2% | -$121K |
|
639
ConocoPhillips
COP
$141B
| $7.84M | 0.02% |
67,518
-101,714
| -60% | -$11.9M |
|
640
PUT
Teradyne
TER
$59.3B
| $7.84M | 0.02% |
72,200
-60,100
| -45% | -$5.7M |
|
641
CALL
Franco-Nevada
FNV
$46B
| $7.83M | 0.02% |
70,700
-5,600
| -7% | -$681K |
|
642
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $7.82M | 0.02% |
20,755
-39,831
| -66% | -$13.9M |
|
643
Chipotle Mexican Grill
CMG
$41.5B
| $7.82M | 0.02% |
+170,900
| New | +$7.11M |
|
644
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $7.77M | 0.02% |
50,000
| – | – |
|
645
PUT
FirstEnergy
FE
$27.5B
| $7.72M | 0.02% |
210,700
+6,700
| +3% | +$243K |
|
646
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
| $7.72M | 0.02% |
102,500
-243,500
| -70% | -$17.2M |
|
647
CALL
Roivant Sciences
ROIV
$26.2B
| $7.71M | 0.02% |
686,200
+618,800
| +918% | +$6.03M |
|
648
Palo Alto Networks
PANW
$297B
| $7.69M | 0.02% |
52,170
-30,630
| -37% | -$4.1M |
|
649
CALL
Northrop Grumman
NOC
$81.2B
| $7.68M | 0.02% |
16,400
+11,600
| +242% | +$5.44M |
|
650
CALL
Diamondback Energy
FANG
$52.7B
| $7.65M | 0.02% |
49,300
-230,500
| -82% | -$36.1M |
|
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.