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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 | |
|---|---|---|---|---|---|---|
76
CALL
Texas Instruments
TXN
$254B
| $104M | 0.21% |
609,500
+147,300
| +32% | +$22.8M |
|
|
SPLK
77
CALL
DELISTED
Splunk Inc
SPLK
| $103M | 0.21% |
676,500
+485,500
| +254% | +$72.5M |
|
78
CALL
United States Oil Fund
USO
$1.86B
| $103M | 0.21% |
1,545,900
+123,400
| +9% | +$8.95M |
|
79
CALL
Walmart Inc
WMT
$892B
| $102M | 0.21% |
1,947,600
+1,151,100
| +145% | +$60.9M |
|
80
CALL
United Parcel Service
UPS
$87.7B
| $102M | 0.21% |
645,600
+329,400
| +104% | +$49.8M |
|
81
CALL
Uber
UBER
$143B
| $101M | 0.21% |
1,636,800
+310,900
| +23% | +$16.3M |
|
82
PUT
Cigna
CI
$72.7B
| $99.6M | 0.2% |
332,700
-70,700
| -18% | -$20.7M |
|
83
CALL
CVS Health
CVS
$123B
| $95.5M | 0.2% |
1,209,700
+573,600
| +90% | +$40.8M |
|
84
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $95.4M | 0.19% |
699,700
+269,600
| +63% | +$35.1M |
|
85
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $95.3M | 0.19% |
267,300
+15,800
| +6% | +$5.55M |
|
|
SPLK
86
PUT
DELISTED
Splunk Inc
SPLK
| $93.7M | 0.19% |
614,800
+166,000
| +37% | +$24.8M |
|
|
SCHW
87
PUT
Charles Schwab
SCHW
$187B
| $93.5M | 0.19% |
1,359,000
-23,100
| -2% | -$1.33M |
|
88
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.2B
| $93.1M | 0.19% |
2,314,500
-1,577,000
| -41% | -$60.9M |
|
89
CALL
Blackstone
BX
$107B
| $93M | 0.19% |
710,100
+515,200
| +264% | +$55.7M |
|
90
CALL
CrowdStrike
CRWD
$211B
| $92.9M | 0.19% |
1,455,600
+143,600
| +11% | +$7.52M |
|
|
91
Berkshire Hathaway Class B
BRK.B
$1.13T
| $91.5M | 0.19% |
256,462
+13,200
| +5% | +$4.63M |
|
92
CALL
Visa
V
$692B
| $91.4M | 0.19% |
351,100
+138,600
| +65% | +$34.2M |
|
93
PUT
Nike
NKE
$62.3B
| $91.2M | 0.19% |
840,000
+104,500
| +14% | +$11.2M |
|
94
CALL
Lockheed Martin
LMT
$135B
| $90M | 0.18% |
198,500
+49,000
| +33% | +$21.7M |
|
95
CALL
Johnson & Johnson
JNJ
$619B
| $89.6M | 0.18% |
571,400
-48,400
| -8% | -$7.42M |
|
96
PUT
lululemon athletica
LULU
$14.2B
| $89M | 0.18% |
174,000
+137,500
| +377% | +$59.4M |
|
97
CALL
Coca-Cola
KO
$374B
| $88.8M | 0.18% |
1,506,600
+312,900
| +26% | +$17.8M |
|
98
CALL
ExxonMobil
XOM
$642B
| $88.1M | 0.18% |
881,500
-527,100
| -37% | -$55.4M |
|
99
PUT
Spotify
SPOT
$97.7B
| $87M | 0.18% |
463,100
+62,200
| +16% | +$10.9M |
|
100
CALL
Oracle
ORCL
$413B
| $86.9M | 0.18% |
824,200
+566,800
| +220% | +$61.9M |
|
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.