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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 | |
|---|---|---|---|---|---|---|
751
American Electric Power
AEP
$68.4B
| $5.89M | 0.01% |
+72,504
| New | +$5.63M |
|
752
CALL
S&P Global
SPGI
$120B
| $5.86M | 0.01% |
13,300
-1,600
| -11% | -$631K |
|
753
CALL
Deckers Outdoor
DECK
$13.3B
| $5.82M | 0.01% |
52,200
+39,000
| +295% | +$3.96M |
|
754
PUT
PNC Financial Services
PNC
$101B
| $5.79M | 0.01% |
37,400
-10,200
| -21% | -$1.32M |
|
755
PUT
McKesson
MCK
$101B
| $5.79M | 0.01% |
12,500
-3,100
| -20% | -$1.41M |
|
756
CALL
Kohl's
KSS
$2.19B
| $5.74M | 0.01% |
200,000
| – | – |
|
757
CALL
Warner Bros
WBD
$67.1B
| $5.73M | 0.01% |
503,100
+31,500
| +7% | +$340K |
|
758
CALL
Skyworks Solutions
SWKS
$10.6B
| $5.69M | 0.01% |
50,600
+47,500
| +1,532% | +$4.65M |
|
|
759
PUT
American Electric Power
AEP
$68.4B
| $5.69M | 0.01% |
70,000
+21,900
| +46% | +$1.7M |
|
|
MRSH
760
CALL
Marsh
MRSH
$91.5B
| $5.68M | 0.01% |
+30,000
| New | +$5.8M |
|
761
CALL
Wayfair
W
$14.6B
| $5.64M | 0.01% |
91,400
+2,500
| +3% | +$131K |
|
762
PUT
Bilibili
BILI
$7.84B
| $5.62M | 0.01% |
461,800
-271,000
| -37% | -$3.54M |
|
|
PARA
763
CALL
DELISTED
Paramount Global Class B
PARA
| $5.6M | 0.01% |
378,800
| – | – |
|
|
ANSS
764
PUT
DELISTED
Ansys
ANSS
| $5.59M | 0.01% |
15,400
-11,200
| -42% | -$3.32M |
|
765
Estee Lauder
EL
$32B
| $5.57M | 0.01% |
38,079
-3,741
| -9% | -$497K |
|
766
CALL
Western Digital
WDC
$150B
| $5.56M | 0.01% |
140,503
+33,869
| +32% | +$1.19M |
|
767
CALL
Builders FirstSource
BLDR
$8.04B
| $5.54M | 0.01% |
33,200
+19,900
| +150% | +$2.64M |
|
768
CALL
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $5.5M | 0.01% |
57,200
-22,200
| -28% | -$1.98M |
|
|
X
769
CALL
DELISTED
US Steel
X
| $5.5M | 0.01% |
113,100
-200
| -0.2% | -$7.27K |
|
770
CALL
International Paper
IP
$22B
| $5.48M | 0.01% |
151,500
-79,900
| -35% | -$2.79M |
|
|
XYZ
771
Block Inc
XYZ
$47.5B
| $5.47M | 0.01% |
+70,666
| New | +$4M |
|
772
CALL
Cenovus Energy
CVE
$52.1B
| $5.44M | 0.01% |
327,000
-3,400
| -1% | -$62.3K |
|
773
CALL
Macy's
M
$6.68B
| $5.44M | 0.01% |
270,400
+42,800
| +19% | +$619K |
|
774
Okta
OKTA
$25.8B
| $5.43M | 0.01% |
60,015
-6,185
| -9% | -$472K |
|
775
PUT
Sabre
SABR
$835M
| $5.42M | 0.01% |
1,230,800
+387,300
| +46% | +$1.5M |
|
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.