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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 | |
|---|---|---|---|---|---|---|
826
CALL
Royalty Pharma
RPRX
$25.3B
| $4.49M | 0.01% |
160,000
| – | – |
|
827
CALL
GXO Logistics
GXO
$5.55B
| $4.49M | 0.01% |
73,400
+9,100
| +14% | +$510K |
|
828
CALL
Capri Holdings
CPRI
$1.74B
| $4.48M | 0.01% |
89,100
+34,100
| +62% | +$1.7M |
|
829
Pultegroup
PHM
$25.3B
| $4.45M | 0.01% |
43,128
+16,604
| +63% | +$1.41M |
|
830
PUT
Thor Industries
THO
$4.14B
| $4.45M | 0.01% |
+37,600
| New | +$3.76M |
|
831
CALL
Rio Tinto
RIO
$164B
| $4.44M | 0.01% |
59,600
+51,900
| +674% | +$3.48M |
|
832
PUT
Colgate-Palmolive
CL
$74.4B
| $4.43M | 0.01% |
55,600
-45,400
| -45% | -$3.41M |
|
833
PUT
Celsius Holdings
CELH
$7.03B
| $4.42M | 0.01% |
81,100
+61,900
| +322% | +$3.3M |
|
834
PUT
Clorox
CLX
$12.7B
| $4.41M | 0.01% |
30,900
-1,000
| -3% | -$133K |
|
835
Cheniere Energy
LNG
$52.9B
| $4.4M | 0.01% |
25,802
+4,001
| +18% | +$687K |
|
836
PUT
Chubb
CB
$135B
| $4.38M | 0.01% |
19,400
+14,100
| +266% | +$3.08M |
|
837
CALL
DexCom
DXCM
$32B
| $4.36M | 0.01% |
35,100
+16,300
| +87% | +$1.67M |
|
838
iShares Core US Aggregate Bond ETF
AGG
$138B
| $4.33M | 0.01% |
+43,651
| New | +$4.15M |
|
839
Spotify
SPOT
$100B
| $4.3M | 0.01% |
+22,900
| New | +$4M |
|
|
FISV
840
Fiserv Inc
FISV
$27.9B
| $4.3M | 0.01% |
32,362
+4,477
| +16% | +$549K |
|
841
PUT
KE Holdings
BEKE
$18.8B
| $4.3M | 0.01% |
+265,000
| New | +$4.1M |
|
842
PUT
ArcelorMittal
MT
$55.3B
| $4.26M | 0.01% |
150,000
+149,000
| +14,900% | +$3.65M |
|
843
CALL
Hess Midstream
HESM
$5.11B
| $4.26M | 0.01% |
134,600
+104,600
| +349% | +$3.2M |
|
844
PUT
ZIM Integrated Shipping Services
ZIM
$3.24B
| $4.24M | 0.01% |
+430,000
| New | +$3.61M |
|
|
HBI
845
PUT
DELISTED
Hanesbrands
HBI
| $4.24M | 0.01% |
950,000
| – | – |
|
846
PUT
CarMax
KMX
$8.26B
| $4.23M | 0.01% |
55,100
-18,300
| -25% | -$1.23M |
|
847
Amgen
AMGN
$222B
| $4.22M | 0.01% |
14,657
-8,998
| -38% | -$2.45M |
|
848
CALL
QuantumScape Corp
QS
$3.74B
| $4.22M | 0.01% |
607,400
-57,900
| -9% | -$365K |
|
849
PUT
Ashland
ASH
$3.5B
| $4.22M | 0.01% |
50,000
| – | – |
|
|
SAFE
850
CALL
Safehold
SAFE
$1.15B
| $4.21M | 0.01% |
180,000
| – | – |
|
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.