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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Lightspeed Commerce
LSPD
$1.35B
| $2.11M | ﹤0.01% |
100,600
| – | – |
|
1102
PepsiCo
PEP
$190B
| $2.11M | ﹤0.01% |
12,419
-11,815
| -49% | -$1.96M |
|
1103
Synopsys
SNPS
$79.7B
| $2.11M | ﹤0.01% |
4,089
+3,180
| +350% | +$1.63M |
|
1104
CALL
GameStop
GME
$8.6B
| $2.11M | ﹤0.01% |
120,100
+118,700
| +8,479% | +$1.74M |
|
|
EXAS
1105
DELISTED
Exact Sciences
EXAS
| $2.08M | ﹤0.01% |
28,172
+6,165
| +28% | +$404K |
|
1106
Archer Daniels Midland
ADM
$36.9B
| $2.07M | ﹤0.01% |
+28,692
| New | +$2.1M |
|
|
SRCL
1107
CALL
DELISTED
Stericycle Inc
SRCL
| $2.07M | ﹤0.01% |
+41,700
| New | +$1.87M |
|
|
RDFN
1108
CALL
DELISTED
Redfin
RDFN
| $2.06M | ﹤0.01% |
200,000
| – | – |
|
|
1109
PUT
Synopsys
SNPS
$79.7B
| $2.06M | ﹤0.01% |
+4,000
| New | +$2.05M |
|
1110
Ashland
ASH
$3.5B
| $2.05M | ﹤0.01% |
24,286
-4,230
| -15% | -$335K |
|
1111
PUT
On Holding
ONON
$12.5B
| $2.02M | ﹤0.01% |
75,000
-20,000
| -21% | -$545K |
|
1112
Brookfield Asset Management
BAM
$83.8B
| $2.02M | ﹤0.01% |
+50,297
| New | +$1.7M |
|
1113
Sunrun
RUN
$2.46B
| $2.02M | ﹤0.01% |
102,893
-396
| -0.4% | -$5.02K |
|
1114
Roper Technologies
ROP
$39.8B
| $2.02M | ﹤0.01% |
+3,700
| New | +$1.91M |
|
1115
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $2.02M | ﹤0.01% |
15,000
-6,400
| -30% | -$814K |
|
1116
CALL
Bank OZK
OZK
$5.61B
| $2.01M | ﹤0.01% |
40,400
+24,900
| +161% | +$1.03M |
|
1117
PUT
Wyndham Hotels & Resorts
WH
$5.48B
| $2.01M | ﹤0.01% |
+25,000
| New | +$1.88M |
|
1118
Lumen
LUMN
$6.44B
| $2.01M | ﹤0.01% |
1,097,756
+76,813
| +8% | +$109K |
|
1119
Occidental Petroleum
OXY
$55.9B
| $2M | ﹤0.01% |
+33,576
| New | +$2.05M |
|
1120
CALL
Wolfspeed
WOLF
$1.71B
| $2M | ﹤0.01% |
46,000
+31,400
| +215% | +$1.14M |
|
1121
Marathon Digital Holdings
MARA
$3.9B
| $1.99M | ﹤0.01% |
84,751
-62,825
| -43% | -$793K |
|
1122
PUT
Parker-Hannifin
PH
$135B
| $1.98M | ﹤0.01% |
4,300
+500
| +13% | +$208K |
|
|
CBL
1123
CALL
CBL Properties
CBL
$1.75B
| $1.98M | ﹤0.01% |
81,000
| – | – |
|
1124
CALL
Qorvo
QRVO
$8.74B
| $1.97M | ﹤0.01% |
17,500
-1,200
| -6% | -$116K |
|
1125
CALL
Dick's Sporting Goods
DKS
$18.7B
| $1.97M | ﹤0.01% |
13,400
-24,400
| -65% | -$2.97M |
|
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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.