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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 | |
|---|---|---|---|---|---|---|
1301
Blackstone Mortgage Trust
BXMT
$2.35B
| $1.19M | ﹤0.01% |
+55,809
| New | +$1.2M |
|
1302
PUT
Norfolk Southern
NSC
$75.5B
| $1.18M | ﹤0.01% |
5,000
+4,800
| +2,400% | +$1.01M |
|
1303
CALL
Elevance Health
ELV
$86.3B
| $1.18M | ﹤0.01% |
2,500
| – | – |
|
1304
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $1.18M | ﹤0.01% |
+49,226
| New | +$1.22M |
|
1305
CALL
HealthEquity
HQY
$8.93B
| $1.17M | ﹤0.01% |
+17,700
| New | +$1.23M |
|
1306
PUT
Leidos
LDOS
$17.7B
| $1.17M | ﹤0.01% |
10,800
-46,900
| -81% | -$4.78M |
|
1307
Welltower
WELL
$170B
| $1.17M | ﹤0.01% |
12,953
+9,633
| +290% | +$836K |
|
1308
PUT
General Mills
GIS
$19.8B
| $1.17M | ﹤0.01% |
17,900
+5,700
| +47% | +$368K |
|
1309
PUT
Axos Financial
AX
$5.63B
| $1.16M | ﹤0.01% |
+21,300
| New | +$889K |
|
1310
Textron
TXT
$15.3B
| $1.16M | ﹤0.01% |
14,434
+11,277
| +357% | +$874K |
|
1311
CALL
Madrigal Pharmaceuticals
MDGL
$11.8B
| $1.16M | ﹤0.01% |
5,000
| – | – |
|
|
FITB
1312
PUT
Fifth Third Bancorp
FITB
$51.7B
| $1.16M | ﹤0.01% |
33,500
+3,500
| +12% | +$97.1K |
|
1313
KLA
KLAC
$254B
| $1.15M | ﹤0.01% |
19,800
-413,240
| -95% | -$21.5M |
|
1314
PUT
Cenovus Energy
CVE
$54.4B
| $1.15M | ﹤0.01% |
69,000
-40,600
| -37% | -$743K |
|
1315
Incyte
INCY
$24.8B
| $1.15M | ﹤0.01% |
+18,294
| New | +$1.03M |
|
1316
CALL
Peloton Interactive
PTON
$2.4B
| $1.14M | ﹤0.01% |
187,900
-56,600
| -23% | -$305K |
|
1317
CALL
Sabre
SABR
$831M
| $1.14M | ﹤0.01% |
260,000
-406,500
| -61% | -$1.57M |
|
1318
PUT
Asana
ASAN
$2.1B
| $1.14M | ﹤0.01% |
60,000
-1,500
| -2% | -$29.2K |
|
1319
CALL
Hayward Holdings
HAYW
$3.3B
| $1.14M | ﹤0.01% |
+83,800
| New | +$1.03M |
|
1320
PUT
Innoviz Technologies
INVZ
$116M
| $1.14M | ﹤0.01% |
450,000
| – | – |
|
1321
PUT
Equity Residential
EQR
$24.6B
| $1.14M | ﹤0.01% |
18,600
+3,700
| +25% | +$214K |
|
|
1322
CALL
Norfolk Southern
NSC
$75.5B
| $1.13M | ﹤0.01% |
4,800
+3,000
| +167% | +$629K |
|
1323
Direxion Daily Financial Bull 3x ETF
FAS
$2.46B
| $1.12M | ﹤0.01% |
13,608
+5,350
| +65% | +$351K |
|
1324
CALL
UiPath
PATH
$7.93B
| $1.12M | ﹤0.01% |
45,200
+45,000
| +22,500% | +$878K |
|
1325
CALL
Ingersoll Rand
IR
$33.7B
| $1.11M | ﹤0.01% |
14,300
-14,800
| -51% | -$1.01M |
|
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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.