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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 | |
|---|---|---|---|---|---|---|
1176
CALL
The Mosaic Company
MOS
$7.33B
| $1.67M | ﹤0.01% |
46,600
+15,300
| +49% | +$540K |
|
1177
PUT
Crown Castle
CCI
$32.2B
| $1.66M | ﹤0.01% |
14,400
+11,700
| +433% | +$1.2M |
|
|
APLS
1178
CALL
DELISTED
Apellis Pharmaceuticals
APLS
| $1.66M | ﹤0.01% |
27,700
+21,500
| +347% | +$1.09M |
|
1179
PUT
PACCAR
PCAR
$70.1B
| $1.65M | ﹤0.01% |
16,900
+1,100
| +7% | +$98.8K |
|
1180
CALL
Constellation Brands
STZ
$23.2B
| $1.64M | ﹤0.01% |
6,800
-2,800
| -29% | -$666K |
|
1181
PUT
ARK Genomic Revolution ETF
ARKG
$1.73B
| $1.64M | ﹤0.01% |
50,000
| – | – |
|
1182
PUT
Futu Holdings
FUTU
$15.3B
| $1.64M | ﹤0.01% |
+30,000
| New | +$1.7M |
|
1183
PUT
Avery Dennison
AVY
$13.4B
| $1.64M | ﹤0.01% |
8,100
-9,800
| -55% | -$1.83M |
|
1184
Sea Limited
SE
$69.5B
| $1.63M | ﹤0.01% |
40,316
+32,816
| +438% | +$1.34M |
|
|
IMGN
1185
PUT
DELISTED
Immunogen Inc
IMGN
| $1.62M | ﹤0.01% |
54,800
+53,000
| +2,944% | +$1.06M |
|
1186
PUT
Yum! Brands
YUM
$41.1B
| $1.62M | ﹤0.01% |
12,400
-700
| -5% | -$87.4K |
|
1187
CF Industries
CF
$17.3B
| $1.6M | ﹤0.01% |
+20,173
| New | +$1.61M |
|
|
MPT
1188
PUT
Medical Properties Trust
MPT
$2.81B
| $1.6M | ﹤0.01% |
326,500
-462,000
| -59% | -$2.26M |
|
1189
PUT
XPO
XPO
$23.7B
| $1.6M | ﹤0.01% |
18,300
| – | – |
|
1190
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.65B
| $1.6M | ﹤0.01% |
40,000
-100
| -0.2% | -$3.59K |
|
1191
SLB Ltd
SLB
$75B
| $1.6M | ﹤0.01% |
30,789
+23,148
| +303% | +$1.26M |
|
1192
PUT
Chewy
CHWY
$9.63B
| $1.6M | ﹤0.01% |
67,700
-70,100
| -51% | -$1.38M |
|
|
1193
Chewy
CHWY
$9.63B
| $1.59M | ﹤0.01% |
67,372
+62,312
| +1,231% | +$1.23M |
|
1194
CALL
Kraft Heinz
KHC
$30B
| $1.59M | ﹤0.01% |
42,900
-5,800
| -12% | -$197K |
|
1195
PUT
Hilton Worldwide
HLT
$71.5B
| $1.58M | ﹤0.01% |
8,700
-1,400
| -14% | -$228K |
|
|
CTRA
1196
PUT
DELISTED
Coterra Energy
CTRA
| $1.58M | ﹤0.01% |
62,000
+42,900
| +225% | +$1.15M |
|
1197
Watsco Inc
WSO
$13.6B
| $1.58M | ﹤0.01% |
3,681
+941
| +34% | +$365K |
|
1198
CALL
Novartis
NVS
$297B
| $1.58M | ﹤0.01% |
15,600
-9,400
| -38% | -$907K |
|
1199
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $1.57M | ﹤0.01% |
49,600
-488,600
| -91% | -$14.9M |
|
1200
Cummins
CMI
$88.7B
| $1.57M | ﹤0.01% |
6,554
-5,038
| -43% | -$1.15M |
|
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.