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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 | |
|---|---|---|---|---|---|---|
126
CALL
Devon Energy
DVN
$49.7B
| $74.2M | 0.15% |
1,636,900
-162,100
| -9% | -$7.42M |
|
127
PUT
Alibaba
BABA
$304B
| $74.1M | 0.15% |
955,600
-779,100
| -45% | -$62.1M |
|
|
128
PUT
Caterpillar
CAT
$395B
| $73.5M | 0.15% |
248,500
-157,300
| -39% | -$40.8M |
|
129
PUT
Goldman Sachs
GS
$301B
| $72.2M | 0.15% |
187,100
+9,100
| +5% | +$3.04M |
|
130
PUT
Walt Disney
DIS
$182B
| $71M | 0.15% |
786,700
-347,900
| -31% | -$30.7M |
|
131
CALL
Netflix
NFLX
$307B
| $70.6M | 0.14% |
1,451,000
-706,000
| -33% | -$30.8M |
|
132
CALL
Bristol-Myers Squibb
BMY
$131B
| $70.1M | 0.14% |
1,366,900
+376,200
| +38% | +$19.7M |
|
133
PUT
United Rentals
URI
$72.4B
| $70.1M | 0.14% |
122,300
+8,700
| +8% | +$4.1M |
|
134
CALL
Spotify
SPOT
$97.7B
| $70M | 0.14% |
372,300
+369,000
| +11,182% | +$64.4M |
|
135
CALL
Morgan Stanley
MS
$336B
| $68.8M | 0.14% |
737,400
-116,800
| -14% | -$9.34M |
|
|
136
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $68.6M | 0.14% |
1,635,838
+1,635,836
| +81,791,800% | +$69.9M |
|
137
CALL
Target
TGT
$66.8B
| $68.5M | 0.14% |
480,900
+428,800
| +823% | +$52.3M |
|
|
138
Netflix
NFLX
$307B
| $68.3M | 0.14% |
1,402,120
+724,660
| +107% | +$31.6M |
|
139
CALL
Home Depot
HD
$349B
| $67.7M | 0.14% |
195,300
+101,900
| +109% | +$31.6M |
|
140
PUT
VanEck Gold Miners ETF
GDX
$25.6B
| $67.3M | 0.14% |
2,169,600
-1,351,800
| -38% | -$39.6M |
|
|
141
PUT
Morgan Stanley
MS
$336B
| $67.2M | 0.14% |
720,200
-155,800
| -18% | -$12.5M |
|
142
PUT
American Express
AXP
$231B
| $66.9M | 0.14% |
357,000
+218,300
| +157% | +$35.1M |
|
143
CALL
Occidental Petroleum
OXY
$55.7B
| $66.2M | 0.14% |
1,109,300
-16,100
| -1% | -$982K |
|
144
PUT
Wells Fargo
WFC
$265B
| $65.6M | 0.13% |
1,331,900
-670,900
| -33% | -$29M |
|
145
PUT
Chevron
CVX
$371B
| $65.2M | 0.13% |
437,300
+8,100
| +2% | +$1.23M |
|
|
146
PUT
Occidental Petroleum
OXY
$55.7B
| $65.1M | 0.13% |
1,090,600
+124,100
| +13% | +$7.57M |
|
147
CALL
AT&T
T
$162B
| $65M | 0.13% |
3,871,000
+1,669,100
| +76% | +$26.4M |
|
148
CALL
Eaton
ETN
$174B
| $64.3M | 0.13% |
266,900
+163,700
| +159% | +$36.1M |
|
149
PUT
Cisco
CSCO
$476B
| $64M | 0.13% |
1,267,700
-89,400
| -7% | -$4.57M |
|
|
150
United Rentals
URI
$72.4B
| $63.2M | 0.13% |
110,133
+15,898
| +17% | +$7.5M |
|
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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.