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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 | |
|---|---|---|---|---|---|---|
1226
Lennar Class A
LEN
$21.2B
| $1.45M | ﹤0.01% |
10,023
+752
| +8% | +$90.6K |
|
1227
CALL
e.l.f. Beauty
ELF
$5.81B
| $1.44M | ﹤0.01% |
+10,000
| New | +$1.15M |
|
1228
CALL
KeyCorp
KEY
$24.4B
| $1.44M | ﹤0.01% |
100,000
| – | – |
|
1229
PUT
Global Payments
GPN
$22.8B
| $1.44M | ﹤0.01% |
11,300
-2,000
| -15% | -$232K |
|
1230
PUT
Radian Group
RDN
$4.93B
| $1.43M | ﹤0.01% |
+50,200
| New | +$1.32M |
|
1231
PUT
Valero Energy
VLO
$85.9B
| $1.43M | ﹤0.01% |
11,000
-5,200
| -32% | -$662K |
|
1232
JetBlue
JBLU
$2.29B
| $1.43M | ﹤0.01% |
257,519
-117,986
| -31% | -$553K |
|
1233
PUT
Hertz
HTZ
$809M
| $1.43M | ﹤0.01% |
137,500
| – | – |
|
1234
PUT
H&R Block
HRB
$5.86B
| $1.43M | ﹤0.01% |
29,500
| – | – |
|
1235
CALL
Dentsply Sirona
XRAY
$2.43B
| $1.42M | ﹤0.01% |
40,000
-3,200
| -7% | -$102K |
|
1236
PUT
Vipshop
VIPS
$7.53B
| $1.42M | ﹤0.01% |
80,000
-95,000
| -54% | -$1.48M |
|
1237
CALL
Altria Group
MO
$114B
| $1.42M | ﹤0.01% |
35,200
-16,900
| -32% | -$699K |
|
1238
iShares Semiconductor ETF
SOXX
$45.9B
| $1.41M | ﹤0.01% |
7,359
-2,922
| -28% | -$490K |
|
1239
PUT
SentinelOne
S
$7.34B
| $1.41M | ﹤0.01% |
51,400
-50,400
| -50% | -$976K |
|
|
DAY
1240
CALL
DELISTED
Dayforce
DAY
| $1.41M | ﹤0.01% |
+21,000
| New | +$1.43M |
|
1241
PUT
J.M. Smucker
SJM
$12.8B
| $1.4M | ﹤0.01% |
11,100
+8,100
| +270% | +$939K |
|
|
CMA
1242
PUT
DELISTED
Comerica
CMA
| $1.4M | ﹤0.01% |
25,000
| – | – |
|
1243
PUT
HubSpot
HUBS
$10.5B
| $1.39M | ﹤0.01% |
2,400
+2,000
| +500% | +$962K |
|
1244
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $1.39M | ﹤0.01% |
15,566
+15,564
| +778,200% | +$1.29M |
|
|
1245
CALL
JetBlue
JBLU
$2.29B
| $1.39M | ﹤0.01% |
250,700
+250,000
| +35,714% | +$1.17M |
|
1246
PUT
Zimmer Biomet
ZBH
$18.4B
| $1.39M | ﹤0.01% |
11,400
-6,300
| -36% | -$703K |
|
1247
Intuit
INTU
$89B
| $1.38M | ﹤0.01% |
+2,207
| New | +$1.22M |
|
1248
PUT
Cencora
COR
$61.2B
| $1.38M | ﹤0.01% |
6,700
-800
| -11% | -$156K |
|
1249
PUT
Gen Digital
GEN
$17.5B
| $1.38M | ﹤0.01% |
60,300
| – | – |
|
1250
PUT
PPG Industries
PPG
$26.6B
| $1.38M | ﹤0.01% |
9,200
-8,000
| -47% | -$1.08M |
|
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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.