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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 | |
|---|---|---|---|---|---|---|
976
PUT
Papa John's
PZZA
$806M
| $3.05M | 0.01% |
+40,000
| New | +$2.72M |
|
977
CALL
Boston Scientific
BSX
$71.5B
| $3.02M | 0.01% |
52,300
-75,800
| -59% | -$4.05M |
|
978
CALL
GSK
GSK
$106B
| $3.02M | 0.01% |
81,400
+79,900
| +5,327% | +$2.87M |
|
979
PUT
Kohl's
KSS
$2.19B
| $3.01M | 0.01% |
105,100
-3,400
| -3% | -$79.7K |
|
|
HBI
980
CALL
DELISTED
Hanesbrands
HBI
| $3.01M | 0.01% |
675,400
-300
| -0% | -$1.22K |
|
981
PUT
Emerson Electric
EMR
$88.3B
| $3M | 0.01% |
30,800
+1,100
| +4% | +$101K |
|
982
Live Nation Entertainment
LYV
$42.1B
| $2.98M | 0.01% |
31,794
+23,515
| +284% | +$2.02M |
|
983
CALL
T. Rowe Price
TROW
$24.3B
| $2.97M | 0.01% |
27,600
+26,000
| +1,625% | +$2.59M |
|
984
PUT
Akamai
AKAM
$15.9B
| $2.96M | 0.01% |
+25,000
| New | +$2.78M |
|
985
PUT
Middleby
MIDD
$6.08B
| $2.94M | 0.01% |
+20,000
| New | +$2.54M |
|
986
CALL
Las Vegas Sands
LVS
$29.6B
| $2.94M | 0.01% |
59,700
-73,400
| -55% | -$3.47M |
|
|
X
987
DELISTED
US Steel
X
| $2.93M | 0.01% |
+60,134
| New | +$2.19M |
|
|
FITB
988
CALL
Fifth Third Bancorp
FITB
$51.8B
| $2.92M | 0.01% |
84,700
-105,800
| -56% | -$2.93M |
|
989
CALL
Microchip Technology
MCHP
$46B
| $2.91M | 0.01% |
32,300
+4,700
| +17% | +$383K |
|
990
Fastly Inc
FSLY
$3.66B
| $2.91M | 0.01% |
163,431
+30,309
| +23% | +$511K |
|
991
Baxter International
BAX
$14.2B
| $2.9M | 0.01% |
75,141
+2,398
| +3% | +$84.8K |
|
992
General Dynamics
GD
$106B
| $2.9M | 0.01% |
11,183
+5,682
| +103% | +$1.39M |
|
993
CALL
Aptiv
APTV
$10.3B
| $2.9M | 0.01% |
32,300
-3,400
| -10% | -$293K |
|
994
Chubb
CB
$135B
| $2.89M | 0.01% |
12,797
+8,623
| +207% | +$1.89M |
|
995
CALL
Archer Daniels Midland
ADM
$36.9B
| $2.89M | 0.01% |
40,000
| – | – |
|
996
CALL
Toll Brothers
TOL
$14.5B
| $2.87M | 0.01% |
27,900
-4,000
| -13% | -$333K |
|
997
PUT
MKS Inc
MKSI
$20.6B
| $2.86M | 0.01% |
+27,800
| New | +$2.26M |
|
998
Domino's
DPZ
$11.6B
| $2.85M | 0.01% |
6,907
+6,119
| +777% | +$2.29M |
|
999
PUT
L3Harris
LHX
$53.4B
| $2.84M | 0.01% |
13,500
-3,500
| -21% | -$657K |
|
1000
PUT
Cardinal Health
CAH
$55.4B
| $2.84M | 0.01% |
28,200
+20,400
| +262% | +$2.02M |
|
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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.