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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 | |
|---|---|---|---|---|---|---|
1201
PUT
Pool Corp
POOL
$7.5B
| $1.55M | ﹤0.01% |
3,900
-6,100
| -61% | -$2.14M |
|
1202
CALL
DoorDash
DASH
$93.7B
| $1.55M | ﹤0.01% |
15,700
-2,100
| -12% | -$186K |
|
1203
PUT
ResMed
RMD
$30.7B
| $1.55M | ﹤0.01% |
9,000
+2,700
| +43% | +$415K |
|
1204
Akamai
AKAM
$15.9B
| $1.54M | ﹤0.01% |
+13,034
| New | +$1.45M |
|
1205
PUT
Extra Space Storage
EXR
$31.6B
| $1.54M | ﹤0.01% |
9,600
-26,200
| -73% | -$3.33M |
|
1206
PUT
Bread Financial
BFH
$4.38B
| $1.54M | ﹤0.01% |
+46,700
| New | +$1.4M |
|
1207
CALL
Mirion Technologies
MIR
$3.91B
| $1.54M | ﹤0.01% |
+150,000
| New | +$1.27M |
|
1208
PUT
Phillips 66
PSX
$81.4B
| $1.53M | ﹤0.01% |
11,500
+8,200
| +248% | +$980K |
|
1209
CALL
American International
AIG
$41.3B
| $1.52M | ﹤0.01% |
22,400
-79,800
| -78% | -$5.08M |
|
1210
Norfolk Southern
NSC
$75.1B
| $1.51M | ﹤0.01% |
+6,405
| New | +$1.34M |
|
1211
CALL
Carlyle Group
CG
$17.2B
| $1.51M | ﹤0.01% |
+37,000
| New | +$1.22M |
|
|
CTRA
1212
CALL
DELISTED
Coterra Energy
CTRA
| $1.5M | ﹤0.01% |
58,800
-6,300
| -10% | -$169K |
|
1213
PUT
KeyCorp
KEY
$24.4B
| $1.49M | ﹤0.01% |
103,600
-4,300
| -4% | -$51.1K |
|
1214
PUT
Rockwell Automation
ROK
$49B
| $1.49M | ﹤0.01% |
4,800
-8,800
| -65% | -$2.47M |
|
1215
CALL
ZTO Express
ZTO
$17.9B
| $1.49M | ﹤0.01% |
70,000
| – | – |
|
1216
PUT
Albemarle
ALB
$15.5B
| $1.49M | ﹤0.01% |
10,300
+600
| +6% | +$82.4K |
|
1217
Ally Financial
ALLY
$13.3B
| $1.48M | ﹤0.01% |
42,512
+6,472
| +18% | +$181K |
|
1218
Lucid Motors
LCID
$2.77B
| $1.48M | ﹤0.01% |
35,126
+126
| +0.4% | +$5.66K |
|
1219
iShares Expanded Tech-Software Sector ETF
IGV
$14.7B
| $1.47M | ﹤0.01% |
18,180
+4,875
| +37% | +$361K |
|
1220
PENN Entertainment
PENN
$2.71B
| $1.46M | ﹤0.01% |
56,243
+56,239
| +1,405,975% | +$1.3M |
|
1221
Constellation Brands
STZ
$23.2B
| $1.46M | ﹤0.01% |
6,031
-4,817
| -44% | -$1.15M |
|
|
1222
KeyCorp
KEY
$24.4B
| $1.45M | ﹤0.01% |
101,011
+2,664
| +3% | +$31.6K |
|
1223
Microchip Technology
MCHP
$46B
| $1.45M | ﹤0.01% |
16,127
+4,665
| +41% | +$380K |
|
1224
PUT
Waters Corp
WAT
$39.9B
| $1.45M | ﹤0.01% |
4,400
-800
| -15% | -$221K |
|
1225
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.6B
| $1.45M | ﹤0.01% |
12,700
-109,100
| -90% | -$11.5M |
|
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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.