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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 | |
|---|---|---|---|---|---|---|
1026
PUT
Stride
LRN
$3.43B
| $2.67M | 0.01% |
+45,000
| New | +$2.46M |
|
1027
CALL
STMicroelectronics
STM
$50B
| $2.65M | 0.01% |
52,900
-28,500
| -35% | -$1.28M |
|
1028
PUT
Southwest Airlines
LUV
$23B
| $2.65M | 0.01% |
91,800
-68,500
| -43% | -$1.78M |
|
1029
PUT
Lumen
LUMN
$6.44B
| $2.64M | 0.01% |
1,442,900
| – | – |
|
1030
CALL
Tenet Healthcare
THC
$21.1B
| $2.63M | 0.01% |
+34,800
| New | +$2.21M |
|
1031
PUT
AngloGold Ashanti
AU
$48.7B
| $2.62M | 0.01% |
140,400
+52,700
| +60% | +$951K |
|
1032
Home Depot
HD
$355B
| $2.62M | 0.01% |
+7,560
| New | +$2.34M |
|
1033
CALL
Albemarle
ALB
$15.5B
| $2.62M | 0.01% |
18,100
+700
| +4% | +$96.1K |
|
1034
PUT
Crocs
CROX
$6.55B
| $2.61M | 0.01% |
27,900
+24,800
| +800% | +$2.29M |
|
1035
iShares MSCI Emerging Markets ETF
EEM
$30B
| $2.6M | 0.01% |
+64,776
| New | +$2.5M |
|
1036
CALL
CSX Corp
CSX
$93.1B
| $2.6M | 0.01% |
75,100
-4,600
| -6% | -$147K |
|
1037
PUT
Champion Homes
SKY
$5.14B
| $2.6M | 0.01% |
+35,000
| New | +$2.2M |
|
1038
CALL
General Mills
GIS
$19.7B
| $2.6M | 0.01% |
39,900
+22,600
| +131% | +$1.46M |
|
1039
CALL
Establishment Labs
ESTA
$2.28B
| $2.59M | 0.01% |
+100,000
| New | +$2.93M |
|
1040
PUT
Nu Holdings
NU
$66.9B
| $2.58M | 0.01% |
310,000
-50,000
| -14% | -$404K |
|
1041
PUT
General Dynamics
GD
$106B
| $2.57M | 0.01% |
9,900
-2,000
| -17% | -$488K |
|
1042
PUT
Lowe's Companies
LOW
$125B
| $2.56M | 0.01% |
11,500
-61,200
| -84% | -$12.4M |
|
1043
BJ's Restaurants
BJRI
$1.48B
| $2.55M | 0.01% |
+70,911
| New | +$2.02M |
|
1044
CALL
The GEO Group
GEO
$4.04B
| $2.55M | 0.01% |
235,400
| – | – |
|
1045
PUT
UiPath
PATH
$7.8B
| $2.52M | 0.01% |
101,600
-12,500
| -11% | -$244K |
|
1046
CALL
Barclays
BCS
$94.1B
| $2.52M | 0.01% |
320,000
| – | – |
|
1047
PUT
Capri Holdings
CPRI
$1.74B
| $2.51M | 0.01% |
+50,000
| New | +$2.49M |
|
1048
CALL
Martin Marietta Materials
MLM
$33B
| $2.49M | 0.01% |
5,000
+2,900
| +138% | +$1.31M |
|
1049
Best Buy
BBY
$17.3B
| $2.49M | 0.01% |
+31,859
| New | +$2.24M |
|
1050
Vanguard S&P 500 ETF
VOO
$1.03T
| $2.49M | 0.01% |
5,702
+3,630
| +175% | +$1.49M |
|
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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.