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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 | |
|---|---|---|---|---|---|---|
1051
CALL
Sanofi
SNY
$104B
| $2.49M | 0.01% |
+50,000
| New | +$2.44M |
|
1052
CALL
Chubb
CB
$135B
| $2.49M | 0.01% |
+11,000
| New | +$2.41M |
|
1053
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $2.47M | 0.01% |
50,000
| – | – |
|
|
SKX
1054
DELISTED
Skechers
SKX
| $2.44M | 0.01% |
39,193
+16,195
| +70% | +$873K |
|
|
TWO
1055
PUT
Two Harbors Investment
TWO
$1.27B
| $2.43M | 0.01% |
174,400
| – | – |
|
1056
Zions Bancorporation
ZION
$10.3B
| $2.41M | ﹤0.01% |
55,009
+54,743
| +20,580% | +$1.98M |
|
1057
Bilibili
BILI
$7.84B
| $2.41M | ﹤0.01% |
198,198
+74,263
| +60% | +$969K |
|
1058
CALL
Legend Biotech
LEGN
$4.01B
| $2.41M | ﹤0.01% |
+40,000
| New | +$2.53M |
|
1059
PUT
Petrobras
PBR
$116B
| $2.4M | ﹤0.01% |
150,000
| – | – |
|
1060
CALL
BioNTech
BNTX
$23.5B
| $2.39M | ﹤0.01% |
22,600
+7,000
| +45% | +$705K |
|
1061
PUT
Vale
VALE
$62.6B
| $2.38M | ﹤0.01% |
150,000
| – | – |
|
1062
GSK
GSK
$106B
| $2.38M | ﹤0.01% |
64,180
-5,875
| -8% | -$211K |
|
|
APLS
1063
DELISTED
Apellis Pharmaceuticals
APLS
| $2.36M | ﹤0.01% |
+39,392
| New | +$2M |
|
1064
Western Alliance Bancorporation
WAL
$8.87B
| $2.35M | ﹤0.01% |
+35,772
| New | +$1.8M |
|
|
CALY
1065
CALL
Callaway Golf Company
CALY
$3.14B
| $2.34M | ﹤0.01% |
+163,400
| New | +$2.1M |
|
1066
CALL
CarMax
KMX
$8.26B
| $2.34M | ﹤0.01% |
30,500
-3,000
| -9% | -$202K |
|
|
ETRN
1067
PUT
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $2.32M | ﹤0.01% |
+227,500
| New | +$2.14M |
|
1068
PUT
Bausch Health
BHC
$2.34B
| $2.31M | ﹤0.01% |
288,300
| – | – |
|
1069
PUT
Zillow
Z
$7.56B
| $2.3M | ﹤0.01% |
39,800
-64,300
| -62% | -$2.83M |
|
1070
PUT
Zebra Technologies
ZBRA
$17.8B
| $2.3M | ﹤0.01% |
8,400
-1,200
| -13% | -$274K |
|
1071
PUT
8x8 Inc
EGHT
$332M
| $2.29M | ﹤0.01% |
605,000
| – | – |
|
|
SAGE
1072
CALL
DELISTED
Sage Therapeutics
SAGE
| $2.28M | ﹤0.01% |
105,400
+91,900
| +681% | +$1.82M |
|
|
MPT
1073
CALL
Medical Properties Trust
MPT
$2.81B
| $2.28M | ﹤0.01% |
463,500
-3,000
| -0.6% | -$14.7K |
|
1074
PUT
CME Group
CME
$94.8B
| $2.27M | ﹤0.01% |
10,800
| – | – |
|
|
PR
1075
CALL
Permian Resources
PR
$16.9B
| $2.27M | ﹤0.01% |
+167,100
| New | +$2.29M |
|
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.