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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 | |
|---|---|---|---|---|---|---|
1576
PUT
C.H. Robinson
CHRW
$17.5B
| $432K | ﹤0.01% |
5,000
-4,200
| -46% | -$352K |
|
1577
CALL
BGC Group
BGC
$4.89B
| $430K | ﹤0.01% |
+59,600
| New | +$369K |
|
1578
CALL
Quest Diagnostics
DGX
$26.3B
| $427K | ﹤0.01% |
3,100
-4,400
| -59% | -$578K |
|
1579
Exelixis
EXEL
$13.4B
| $425K | ﹤0.01% |
+17,707
| New | +$385K |
|
1580
Scorpio Tankers
STNG
$3.81B
| $424K | ﹤0.01% |
6,966
-4,446
| -39% | -$250K |
|
1581
C3.ai
AI
$1.59B
| $422K | ﹤0.01% |
14,707
+11,608
| +375% | +$319K |
|
1582
Coupang
CPNG
$29.2B
| $422K | ﹤0.01% |
+26,067
| New | +$430K |
|
1583
PUT
Cintas
CTAS
$81.3B
| $422K | ﹤0.01% |
2,800
-6,800
| -71% | -$911K |
|
1584
CALL
Sinclair Inc
SBGI
$1.03B
| $421K | ﹤0.01% |
+32,300
| New | +$396K |
|
1585
CALL
Kanzhun
BZ
$7.36B
| $415K | ﹤0.01% |
25,000
| – | – |
|
1586
CALL
Darden Restaurants
DRI
$24.4B
| $411K | ﹤0.01% |
2,500
-800
| -24% | -$121K |
|
1587
PUT
A.O. Smith
AOS
$8.7B
| $404K | ﹤0.01% |
4,900
| – | – |
|
1588
PUT
Equinix
EQIX
$103B
| $403K | ﹤0.01% |
500
-2,700
| -84% | -$2.07M |
|
1589
CALL
Nasdaq
NDAQ
$52.9B
| $401K | ﹤0.01% |
6,900
-500
| -7% | -$26.4K |
|
|
HUT
1590
CALL
Hut 8
HUT
$10.9B
| $400K | ﹤0.01% |
30,000
+19,000
| +173% | +$203K |
|
1591
CALL
Ulta Beauty
ULTA
$24.3B
| $392K | ﹤0.01% |
800
-7,800
| -91% | -$3.29M |
|
1592
GameStop
GME
$8.6B
| $391K | ﹤0.01% |
22,321
+12,441
| +126% | +$183K |
|
|
IRBT
1593
PUT
DELISTED
iRobot
IRBT
| $391K | ﹤0.01% |
10,100
| – | – |
|
1594
CALL
Akamai
AKAM
$15.9B
| $391K | ﹤0.01% |
+3,300
| New | +$367K |
|
1595
Targa Resources
TRGP
$55.1B
| $390K | ﹤0.01% |
4,493
+220
| +5% | +$18.9K |
|
1596
PUT
Camden Property Trust
CPT
$11.3B
| $387K | ﹤0.01% |
3,900
-1,800
| -32% | -$167K |
|
1597
CALL
Bank of Montreal
BMO
$127B
| $386K | ﹤0.01% |
3,900
-25,000
| -87% | -$2.09M |
|
1598
CALL
Synchrony
SYF
$25.6B
| $382K | ﹤0.01% |
10,000
+8,500
| +567% | +$269K |
|
1599
CALL
PG&E
PCG
$38.5B
| $380K | ﹤0.01% |
21,100
-395,500
| -95% | -$6.68M |
|
1600
PUT
Tiptree Inc
TIPT
$675M
| $379K | ﹤0.01% |
+20,000
| New | +$346K |
|
Similar funds
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.