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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 | |
|---|---|---|---|---|---|---|
901
Amazon
AMZN
$2.96T
| $3.64M | 0.01% |
23,961
-14,491
| -38% | -$2.03M |
|
902
State Street Technology Select Sector SPDR ETF
XLK
$123B
| $3.64M | 0.01% |
+37,828
| New | +$3.37M |
|
903
Las Vegas Sands
LVS
$29.6B
| $3.63M | 0.01% |
73,730
+49,191
| +200% | +$2.33M |
|
904
CALL
Natera
NTRA
$46.4B
| $3.63M | 0.01% |
+57,900
| New | +$2.89M |
|
905
CALL
AutoZone
AZO
$51.1B
| $3.62M | 0.01% |
1,400
-500
| -26% | -$1.3M |
|
906
Roku
ROKU
$22.7B
| $3.61M | 0.01% |
+39,350
| New | +$3.29M |
|
|
PXD
907
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.6M | 0.01% |
16,000
-1,600
| -9% | -$375K |
|
908
PUT
Sherwin-Williams
SHW
$89.8B
| $3.59M | 0.01% |
11,500
-3,700
| -24% | -$995K |
|
909
PUT
Elevance Health
ELV
$85.5B
| $3.58M | 0.01% |
7,600
| – | – |
|
910
PUT
Prudential Financial
PRU
$41.8B
| $3.57M | 0.01% |
34,400
-10,000
| -23% | -$959K |
|
911
Rivian
RIVN
$23.2B
| $3.55M | 0.01% |
151,393
-31,491
| -17% | -$592K |
|
912
PUT
Archer Daniels Midland
ADM
$36.9B
| $3.54M | 0.01% |
49,000
+9,000
| +23% | +$659K |
|
913
CALL
TAL Education Group
TAL
$6.87B
| $3.53M | 0.01% |
279,500
-628,100
| -69% | -$6.51M |
|
914
PUT
Digital Realty Trust
DLR
$71.7B
| $3.51M | 0.01% |
26,100
-112,500
| -81% | -$14.5M |
|
915
PUT
AstraZeneca
AZN
$250B
| $3.51M | 0.01% |
26,050
-3,900
| -13% | -$507K |
|
916
OneMain Financial
OMF
$7.47B
| $3.5M | 0.01% |
71,191
+22,471
| +46% | +$917K |
|
917
Shell
SHEL
$245B
| $3.5M | 0.01% |
53,129
-48,597
| -48% | -$3.19M |
|
918
PUT
Marriott International
MAR
$92.3B
| $3.5M | 0.01% |
15,500
-156,600
| -91% | -$31.7M |
|
919
Burlington
BURL
$23.2B
| $3.49M | 0.01% |
17,959
+17,386
| +3,034% | +$2.59M |
|
920
Paycom
PAYC
$9.69B
| $3.49M | 0.01% |
16,860
+5,172
| +44% | +$1.09M |
|
921
Kroger
KR
$34.8B
| $3.48M | 0.01% |
76,241
+57,498
| +307% | +$2.55M |
|
922
Apollo Global Management
APO
$73.4B
| $3.48M | 0.01% |
37,323
+32,453
| +666% | +$2.87M |
|
923
PUT
Itaú Unibanco
ITUB
$87.5B
| $3.48M | 0.01% |
+566,500
| New | +$3M |
|
|
SCHW
924
Charles Schwab
SCHW
$187B
| $3.47M | 0.01% |
+50,497
| New | +$2.92M |
|
925
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $3.45M | 0.01% |
17,000
-48,400
| -74% | -$9.6M |
|
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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.