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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 | |
|---|---|---|---|---|---|---|
651
PUT
Compañía de Minas Buenaventura
BVN
$8.67B
| $7.62M | 0.02% |
500,000
| – | – |
|
652
PUT
Roku
ROKU
$22.7B
| $7.62M | 0.02% |
83,100
+35,800
| +76% | +$2.99M |
|
653
American International
AIG
$41.3B
| $7.62M | 0.02% |
+112,402
| New | +$7.16M |
|
654
PUT
Sempra
SRE
$54.8B
| $7.61M | 0.02% |
101,900
-5,900
| -5% | -$422K |
|
655
CALL
General Dynamics
GD
$106B
| $7.61M | 0.02% |
29,300
-900
| -3% | -$220K |
|
656
BP
BP
$107B
| $7.61M | 0.02% |
214,917
+41,140
| +24% | +$1.51M |
|
657
EOG Resources
EOG
$70.7B
| $7.57M | 0.02% |
62,626
+56,514
| +925% | +$7.04M |
|
658
Bank of America
BAC
$442B
| $7.52M | 0.02% |
223,387
-652,505
| -74% | -$19M |
|
659
PUT
Zoom
ZM
$30.6B
| $7.51M | 0.02% |
104,500
-44,800
| -30% | -$2.96M |
|
660
CALL
Hershey
HSY
$36.6B
| $7.48M | 0.02% |
40,100
-1,700
| -4% | -$322K |
|
661
CALL
Fortinet
FTNT
$117B
| $7.42M | 0.02% |
126,800
+12,100
| +11% | +$669K |
|
662
EQT Corp
EQT
$32.3B
| $7.42M | 0.02% |
191,966
-102,155
| -35% | -$4.14M |
|
|
X
663
PUT
DELISTED
US Steel
X
| $7.42M | 0.02% |
152,500
+50,900
| +50% | +$1.85M |
|
|
EXE
664
PUT
Expand Energy Corp
EXE
$21.5B
| $7.4M | 0.02% |
96,200
-100,000
| -51% | -$8.21M |
|
665
CALL
Array Technologies
ARRY
$855M
| $7.39M | 0.02% |
440,000
+370,000
| +529% | +$6.38M |
|
666
PUT
WillScot Mobile Mini Holdings
WSC
$4.41B
| $7.39M | 0.02% |
166,000
+78,500
| +90% | +$3.17M |
|
667
CALL
CleanSpark
CLSK
$3.16B
| $7.38M | 0.02% |
+669,200
| New | +$4.17M |
|
668
CALL
Clorox
CLX
$12.7B
| $7.36M | 0.02% |
51,600
+1,500
| +3% | +$200K |
|
669
PUT
CF Industries
CF
$17.3B
| $7.35M | 0.02% |
92,500
+44,100
| +91% | +$3.51M |
|
670
Snowflake
SNOW
$115B
| $7.34M | 0.02% |
36,881
-5,313
| -13% | -$898K |
|
|
GAP
671
CALL
The Gap Inc
GAP
$7.37B
| $7.32M | 0.01% |
350,000
-300,700
| -46% | -$4.85M |
|
672
CALL
Viper Energy
VNOM
$14.7B
| $7.3M | 0.01% |
+232,700
| New | +$6.91M |
|
673
PUT
Automatic Data Processing
ADP
$108B
| $7.29M | 0.01% |
31,300
+11,600
| +59% | +$2.7M |
|
674
CALL
Hartford Financial Services
HIG
$39.3B
| $7.23M | 0.01% |
90,000
+88,400
| +5,525% | +$6.66M |
|
675
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $7.21M | 0.01% |
267,000
-398,100
| -60% | -$10.8M |
|
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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.