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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 | |
|---|---|---|---|---|---|---|
1351
PUT
Constellation Energy
CEG
$96.5B
| $1.03M | ﹤0.01% |
8,800
-42,400
| -83% | -$4.95M |
|
1352
Lamb Weston
LW
$7.12B
| $1.03M | ﹤0.01% |
9,509
+9,130
| +2,409% | +$879K |
|
1353
PUT
ProShares Bitcoin Strategy ETF
BITO
$1.44B
| $1.02M | ﹤0.01% |
50,000
| – | – |
|
1354
PUT
GE HealthCare
GEHC
$33B
| $1.02M | ﹤0.01% |
13,200
-76,800
| -85% | -$5.38M |
|
1355
PUT
Deutsche Bank
DB
$71.8B
| $1.02M | ﹤0.01% |
75,100
| – | – |
|
1356
CALL
Blue Owl Capital
OWL
$18.2B
| $1.02M | ﹤0.01% |
68,200
-400
| -0.6% | -$5.38K |
|
1357
CALL
Virtu Financial
VIRT
$4.93B
| $1.01M | ﹤0.01% |
50,000
| – | – |
|
1358
Philip Morris
PM
$290B
| $1.01M | ﹤0.01% |
10,702
-474
| -4% | -$43.7K |
|
1359
Atlassian
TEAM
$38.7B
| $1.01M | ﹤0.01% |
4,230
+1,653
| +64% | +$325K |
|
1360
CALL
InMode
INMD
$871M
| $1M | ﹤0.01% |
45,000
| – | – |
|
1361
CALL
Tiptree Inc
TIPT
$673M
| $995K | ﹤0.01% |
52,500
+42,500
| +425% | +$736K |
|
1362
CALL
Viking Therapeutics
VKTX
$3.97B
| $994K | ﹤0.01% |
53,400
+2,200
| +4% | +$28.8K |
|
1363
PUT
Corteva
CTVA
$51.5B
| $992K | ﹤0.01% |
20,700
| – | – |
|
1364
KBR
KBR
$4.84B
| $990K | ﹤0.01% |
17,863
-2,108
| -11% | -$116K |
|
1365
CALL
HubSpot
HUBS
$10.8B
| $987K | ﹤0.01% |
1,700
+800
| +89% | +$385K |
|
1366
RingCentral
RNG
$5.4B
| $986K | ﹤0.01% |
29,051
-949
| -3% | -$28.3K |
|
1367
PUT
AGNC Investment
AGNC
$12.7B
| $981K | ﹤0.01% |
100,000
| – | – |
|
1368
Align Technology
ALGN
$12.5B
| $980K | ﹤0.01% |
3,578
+412
| +13% | +$97.7K |
|
1369
PUT
Expeditors International
EXPD
$23.4B
| $979K | ﹤0.01% |
7,700
-6,700
| -47% | -$790K |
|
1370
PUT
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $966K | ﹤0.01% |
21,000
| – | – |
|
1371
Peloton Interactive
PTON
$2.4B
| $959K | ﹤0.01% |
157,401
+32,401
| +26% | +$175K |
|
|
1372
CALL
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $957K | ﹤0.01% |
20,800
| – | – |
|
1373
CALL
Transocean
RIG
$6.36B
| $957K | ﹤0.01% |
150,700
| – | – |
|
1374
PUT
Franco-Nevada
FNV
$46.1B
| $953K | ﹤0.01% |
8,600
-34,900
| -80% | -$4.25M |
|
1375
PUT
Palomar
PLMR
$3.45B
| $949K | ﹤0.01% |
17,100
-9,800
| -36% | -$548K |
|
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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.