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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 | |
|---|---|---|---|---|---|---|
926
PUT
Eaton
ETN
$174B
| $3.44M | 0.01% |
14,300
+2,400
| +20% | +$530K |
|
927
CALL
Scotiabank
BNS
$108B
| $3.43M | 0.01% |
70,500
| – | – |
|
928
CALL
Grab
GRAB
$14.9B
| $3.42M | 0.01% |
+1,014,900
| New | +$3.28M |
|
929
CALL
DigitalOcean
DOCN
$14.6B
| $3.42M | 0.01% |
93,200
+42,900
| +85% | +$1.19M |
|
930
PUT
Tractor Supply
TSCO
$18B
| $3.42M | 0.01% |
79,500
+71,500
| +894% | +$2.92M |
|
931
PUT
Darden Restaurants
DRI
$24.4B
| $3.42M | 0.01% |
20,800
-600
| -3% | -$90.8K |
|
932
CALL
Illumina
ILMN
$28.4B
| $3.38M | 0.01% |
24,980
+22,102
| +768% | +$2.55M |
|
933
CALL
Canadian Imperial Bank of Commerce
CM
$108B
| $3.37M | 0.01% |
+70,000
| New | +$2.8M |
|
|
934
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $3.37M | 0.01% |
+70,000
| New | +$2.8M |
|
|
935
Scotiabank
BNS
$108B
| $3.37M | 0.01% |
69,132
+34,736
| +101% | +$1.53M |
|
936
Vertex Pharmaceuticals
VRTX
$126B
| $3.37M | 0.01% |
+8,272
| New | +$3.06M |
|
|
LSXMK
937
CALL
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $3.36M | 0.01% |
116,800
-46,500
| -28% | -$1.22M |
|
938
PUT
Kosmos Energy
KOS
$1.48B
| $3.35M | 0.01% |
500,000
| – | – |
|
939
PUT
Coupang
CPNG
$29.2B
| $3.34M | 0.01% |
+206,100
| New | +$3.4M |
|
940
CALL
iShares MSCI Japan ETF
EWJ
$22.8B
| $3.34M | 0.01% |
52,000
| – | – |
|
941
CALL
HCA Healthcare
HCA
$89.5B
| $3.33M | 0.01% |
12,300
+10,800
| +720% | +$2.67M |
|
942
CALL
Stryker
SYK
$130B
| $3.32M | 0.01% |
11,100
-34,000
| -75% | -$9.54M |
|
943
Baker Hughes
BKR
$61.1B
| $3.32M | 0.01% |
+97,214
| New | +$3.32M |
|
944
PUT
EQT Corp
EQT
$32.3B
| $3.32M | 0.01% |
85,800
-143,300
| -63% | -$5.81M |
|
945
Ulta Beauty
ULTA
$24.3B
| $3.31M | 0.01% |
+6,761
| New | +$2.85M |
|
946
CALL
Valero Energy
VLO
$85.9B
| $3.3M | 0.01% |
25,400
-54,300
| -68% | -$6.91M |
|
947
PUT
Las Vegas Sands
LVS
$29.6B
| $3.29M | 0.01% |
66,800
-21,400
| -24% | -$1.01M |
|
|
SWN
948
CALL
DELISTED
Southwestern Energy Company
SWN
| $3.28M | 0.01% |
500,400
| – | – |
|
|
SWN
949
PUT
DELISTED
Southwestern Energy Company
SWN
| $3.28M | 0.01% |
500,300
| – | – |
|
950
PUT
Canadian Natural Resources
CNQ
$93.8B
| $3.28M | 0.01% |
100,000
| – | – |
|
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.