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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 | |
|---|---|---|---|---|---|---|
801
CALL
NXP Semiconductors
NXPI
$60.4B
| $5.01M | 0.01% |
21,800
+13,600
| +166% | +$2.74M |
|
|
P
802
Everpure Inc
P
$29.9B
| $5M | 0.01% |
140,297
+23,800
| +20% | +$835K |
|
803
PUT
Domino's
DPZ
$11.6B
| $4.95M | 0.01% |
12,000
-14,600
| -55% | -$5.48M |
|
804
PUT
Okta
OKTA
$25.8B
| $4.94M | 0.01% |
54,600
+39,600
| +264% | +$3.02M |
|
805
CALL
TJX Companies
TJX
$178B
| $4.93M | 0.01% |
52,600
-75,400
| -59% | -$6.76M |
|
806
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $4.92M | 0.01% |
204,800
-626,700
| -75% | -$15.9M |
|
807
PUT
OneMain Financial
OMF
$7.47B
| $4.92M | 0.01% |
100,000
-40,000
| -29% | -$1.63M |
|
|
CFLT
808
CALL
DELISTED
Confluent
CFLT
| $4.91M | 0.01% |
209,800
+209,400
| +52,350% | +$5.06M |
|
809
CALL
XPO
XPO
$23.7B
| $4.89M | 0.01% |
55,800
+55,200
| +9,200% | +$4.5M |
|
810
PUT
Moderna
MRNA
$23.6B
| $4.88M | 0.01% |
49,100
-53,700
| -52% | -$4.52M |
|
811
PUT
NIO
NIO
$11.9B
| $4.88M | 0.01% |
538,300
+210,900
| +64% | +$1.67M |
|
812
CALL
McKesson
MCK
$101B
| $4.86M | 0.01% |
10,500
+900
| +9% | +$409K |
|
813
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $4.82M | 0.01% |
50,000
| – | – |
|
814
CALL
ADT
ADT
$5.58B
| $4.77M | 0.01% |
700,000
| – | – |
|
815
PUT
ICICI Bank
IBN
$108B
| $4.77M | 0.01% |
+200,000
| New | +$4.61M |
|
|
DOCU
816
DocuSign
DOCU
$11.5B
| $4.77M | 0.01% |
80,176
+55,176
| +221% | +$2.53M |
|
817
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $4.76M | 0.01% |
79,558
+79,557
| +7,955,700% | +$4.21M |
|
|
EA
818
CALL
DELISTED
Electronic Arts
EA
| $4.73M | 0.01% |
34,600
+3,300
| +11% | +$436K |
|
819
PUT
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.9B
| $4.73M | 0.01% |
150,700
+150,000
| +21,429% | +$3.31M |
|
820
CALL
Enovix
ENVX
$1.03B
| $4.7M | 0.01% |
428,800
+284,229
| +197% | +$2.79M |
|
821
CALL
Manchester United
MANU
$3.73B
| $4.69M | 0.01% |
230,100
+206,500
| +875% | +$3.92M |
|
822
3M
MMM
$94.3B
| $4.65M | 0.01% |
50,921
+9,031
| +22% | +$725K |
|
823
PUT
Twilio
TWLO
$36.6B
| $4.63M | 0.01% |
61,000
+9,600
| +19% | +$598K |
|
824
PUT
Beyond Meat
BYND
$277M
| $4.62M | 0.01% |
518,900
| – | – |
|
825
CALL
Fastly Inc
FSLY
$3.66B
| $4.55M | 0.01% |
255,600
+88,500
| +53% | +$1.49M |
|
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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.