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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 | |
|---|---|---|---|---|---|---|
701
FedEx
FDX
$75.4B
| $6.67M | 0.01% |
26,351
+6,885
| +35% | +$1.75M |
|
702
CALL
Automatic Data Processing
ADP
$108B
| $6.66M | 0.01% |
28,600
+12,900
| +82% | +$3.01M |
|
703
CALL
Trade Desk
TTD
$6.49B
| $6.66M | 0.01% |
92,500
+20,900
| +29% | +$1.54M |
|
704
PUT
SoFi Technologies
SOFI
$23.7B
| $6.65M | 0.01% |
668,200
-1,258,800
| -65% | -$10M |
|
705
PUT
GitLab
GTLB
$6.58B
| $6.64M | 0.01% |
105,500
+29,600
| +39% | +$1.5M |
|
706
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $6.64M | 0.01% |
+60,000
| New | +$6.25M |
|
707
PUT
Kenvue
KVUE
$36.9B
| $6.63M | 0.01% |
308,000
+170,200
| +124% | +$3.41M |
|
708
CrowdStrike
CRWD
$218B
| $6.61M | 0.01% |
103,496
-223,508
| -68% | -$11.7M |
|
709
CALL
Gold Fields
GFI
$36.5B
| $6.6M | 0.01% |
456,600
-373,400
| -45% | -$5.16M |
|
|
DISH
710
DELISTED
DISH Network Corp.
DISH
| $6.58M | 0.01% |
1,140,353
+90,353
| +9% | +$406K |
|
711
Walt Disney
DIS
$181B
| $6.57M | 0.01% |
72,766
+69,098
| +1,884% | +$6.09M |
|
712
CALL
Intuit
INTU
$89B
| $6.56M | 0.01% |
10,500
-14,100
| -57% | -$7.78M |
|
713
CALL
PENN Entertainment
PENN
$2.71B
| $6.54M | 0.01% |
251,300
+87,800
| +54% | +$2.04M |
|
714
Oneok
OKE
$54.5B
| $6.53M | 0.01% |
92,934
+24,264
| +35% | +$1.63M |
|
715
CALL
BioMarin Pharmaceuticals
BMRN
$12.4B
| $6.5M | 0.01% |
67,400
+7,200
| +12% | +$637K |
|
716
PUT
Cloudflare
NET
$107B
| $6.49M | 0.01% |
77,900
+23,300
| +43% | +$1.63M |
|
717
CALL
Lennar Class A
LEN
$21.2B
| $6.47M | 0.01% |
44,832
-15,599
| -26% | -$1.88M |
|
718
PUT
AB InBev
BUD
$165B
| $6.46M | 0.01% |
+100,000
| New | +$5.91M |
|
719
PUT
Walmart Inc
WMT
$890B
| $6.45M | 0.01% |
122,700
+31,800
| +35% | +$1.68M |
|
720
PUT
DigitalOcean
DOCN
$14.6B
| $6.42M | 0.01% |
175,000
+152,500
| +678% | +$4.22M |
|
721
Wolfspeed
WOLF
$1.71B
| $6.37M | 0.01% |
+146,497
| New | +$5.32M |
|
722
PUT
Transocean
RIG
$5.82B
| $6.35M | 0.01% |
1,000,000
| – | – |
|
723
PUT
Fidelity National Information Services
FIS
$22.1B
| $6.33M | 0.01% |
105,400
-1,100
| -1% | -$60.4K |
|
724
PUT
Public Storage
PSA
$61.3B
| $6.31M | 0.01% |
20,700
+14,500
| +234% | +$3.85M |
|
725
PUT
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $6.31M | 0.01% |
65,600
-31,800
| -33% | -$2.83M |
|
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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.