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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 | |
|---|---|---|---|---|---|---|
1001
Trade Desk
TTD
$6.49B
| $2.84M | 0.01% |
39,495
+17,275
| +78% | +$1.27M |
|
1002
PUT
Hawaiian Electric Industries
HE
$2.14B
| $2.84M | 0.01% |
+200,000
| New | +$2.6M |
|
|
FL
1003
DELISTED
Foot Locker
FL
| $2.83M | 0.01% |
+90,742
| New | +$2.19M |
|
1004
CALL
Bloomin' Brands
BLMN
$938M
| $2.81M | 0.01% |
100,000
| – | – |
|
1005
CALL
Simon Property Group
SPG
$72.3B
| $2.81M | 0.01% |
19,700
-8,600
| -30% | -$1.04M |
|
1006
CALL
OneMain Financial
OMF
$7.47B
| $2.81M | 0.01% |
+57,100
| New | +$2.33M |
|
1007
CALL
Boston Properties
BXP
$11.1B
| $2.81M | 0.01% |
40,000
+39,700
| +13,233% | +$2.34M |
|
1008
PUT
Macy's
M
$6.68B
| $2.8M | 0.01% |
139,100
+108,000
| +347% | +$1.56M |
|
1009
CALL
Advance Auto Parts
AAP
$3.49B
| $2.79M | 0.01% |
45,700
| – | – |
|
|
EXAS
1010
PUT
DELISTED
Exact Sciences
EXAS
| $2.77M | 0.01% |
37,500
-21,700
| -37% | -$1.42M |
|
|
BNY
1011
CALL
Bank of New York Mellon
BNY
$107B
| $2.76M | 0.01% |
+53,100
| New | +$2.45M |
|
1012
Natera
NTRA
$46.4B
| $2.76M | 0.01% |
+44,101
| New | +$2.2M |
|
1013
BioNTech
BNTX
$23.5B
| $2.76M | 0.01% |
26,146
-2,652
| -9% | -$267K |
|
1014
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $2.76M | 0.01% |
28,600
+26,500
| +1,262% | +$2.54M |
|
1015
CALL
Teck Resources
TECK
$32.6B
| $2.75M | 0.01% |
65,100
+65,000
| +65,000% | +$2.5M |
|
1016
PUT
Zoetis
ZTS
$30B
| $2.74M | 0.01% |
13,900
+1,100
| +9% | +$195K |
|
1017
CALL
Stanley Black & Decker
SWK
$15.7B
| $2.74M | 0.01% |
27,900
-100
| -0.4% | -$8.8K |
|
1018
PUT
SiriusXM
SIRI
$10.1B
| $2.73M | 0.01% |
50,000
| – | – |
|
1019
PUT
W.W. Grainger
GWW
$60.2B
| $2.73M | 0.01% |
3,300
-8,500
| -72% | -$6.54M |
|
1020
CALL
Zebra Technologies
ZBRA
$17.8B
| $2.73M | 0.01% |
10,000
-300
| -3% | -$68.5K |
|
1021
PUT
Peloton Interactive
PTON
$2.49B
| $2.72M | 0.01% |
447,100
-139,100
| -24% | -$749K |
|
1022
ZTO Express
ZTO
$17.9B
| $2.69M | 0.01% |
126,584
+90,150
| +247% | +$2.05M |
|
|
BNY
1023
PUT
Bank of New York Mellon
BNY
$107B
| $2.69M | 0.01% |
51,700
-8,300
| -14% | -$382K |
|
1024
CALL
B2Gold
BTG
$6.64B
| $2.69M | 0.01% |
+850,000
| New | +$2.68M |
|
1025
CALL
Teladoc Health
TDOC
$1.3B
| $2.69M | 0.01% |
124,600
-1,600
| -1% | -$29.5K |
|
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.