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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 | |
|---|---|---|---|---|---|---|
|
CNR
1326
CALL
Core Natural Resources Inc
CNR
$4.65B
| $1.11M | ﹤0.01% |
11,000
| – | – |
|
1327
Cenovus Energy
CVE
$54.9B
| $1.1M | ﹤0.01% |
66,238
-6,862
| -9% | -$126K |
|
1328
CALL
DigitalBridge
DBRG
$2.94B
| $1.1M | ﹤0.01% |
62,800
| – | – |
|
1329
CALL
MP Materials
MP
$9.71B
| $1.1M | ﹤0.01% |
55,300
+54,100
| +4,508% | +$923K |
|
1330
PUT
CSX Corp
CSX
$93B
| $1.09M | ﹤0.01% |
31,500
-42,300
| -57% | -$1.35M |
|
1331
CALL
Roper Technologies
ROP
$40B
| $1.09M | ﹤0.01% |
2,000
-42,700
| -96% | -$22M |
|
1332
CALL
PAR Technology
PAR
$736M
| $1.09M | ﹤0.01% |
25,000
| – | – |
|
1333
Nutanix
NTNX
$17.5B
| $1.09M | ﹤0.01% |
+22,823
| New | +$924K |
|
1334
Innoviz Technologies
INVZ
$114M
| $1.08M | ﹤0.01% |
427,400
+34,026
| +9% | +$65.2K |
|
1335
CALL
Nu Holdings
NU
$67.4B
| $1.08M | ﹤0.01% |
129,700
+124,400
| +2,347% | +$1.01M |
|
1336
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.08M | ﹤0.01% |
51,921
| – | – |
|
1337
CALL
Iris Energy
IREN
$14B
| $1.07M | ﹤0.01% |
150,000
+60,000
| +67% | +$258K |
|
|
1338
PUT
Iris Energy
IREN
$14B
| $1.07M | ﹤0.01% |
150,000
+60,000
| +67% | +$258K |
|
1339
CALL
Ryder
R
$10B
| $1.07M | ﹤0.01% |
+9,300
| New | +$978K |
|
1340
Invesco KBW Bank ETF
KBWB
$6.73B
| $1.07M | ﹤0.01% |
+21,726
| New | +$919K |
|
1341
CALL
Goodyear
GT
$1.74B
| $1.07M | ﹤0.01% |
74,600
-227,200
| -75% | -$3.02M |
|
1342
CALL
Bilibili
BILI
$7.95B
| $1.06M | ﹤0.01% |
87,500
-838,100
| -91% | -$10.9M |
|
1343
CALL
Rivian
RIVN
$23.1B
| $1.06M | ﹤0.01% |
45,200
-545,200
| -92% | -$10.3M |
|
1344
PUT
Universal Insurance Holdings
UVE
$1.21B
| $1.06M | ﹤0.01% |
66,100
| – | – |
|
1345
CALL
Lucid Motors
LCID
$2.6B
| $1.06M | ﹤0.01% |
25,060
+11,000
| +78% | +$494K |
|
1346
Fluor
FLR
$7.42B
| $1.05M | ﹤0.01% |
+26,826
| New | +$991K |
|
1347
NetApp
NTAP
$39.4B
| $1.05M | ﹤0.01% |
11,877
+8,650
| +268% | +$696K |
|
1348
CALL
Air Products & Chemicals
APD
$68B
| $1.04M | ﹤0.01% |
3,800
+2,100
| +124% | +$577K |
|
1349
CALL
HP
HPQ
$27.7B
| $1.04M | ﹤0.01% |
34,500
-24,500
| -42% | -$686K |
|
1350
Occidental Petroleum Corp Warrants
OXY.WS
$34.5B
| $1.03M | ﹤0.01% |
26,549
| – | – |
|
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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.