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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 | |
|---|---|---|---|---|---|---|
1851
PUT
Toll Brothers
TOL
$14.5B
| $61.7K | ﹤0.01% |
600
-26,400
| -98% | -$2.2M |
|
1852
PUT
Hewlett Packard
HPE
$70.5B
| $61.1K | ﹤0.01% |
3,600
| – | – |
|
1853
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $61.1K | ﹤0.01% |
+900
| New | +$54.4K |
|
1854
CALL
Avery Dennison
AVY
$13.4B
| $60.6K | ﹤0.01% |
+300
| New | +$56K |
|
1855
Seres Therapeutics
MCRB
$48.9M
| $60.4K | ﹤0.01% |
2,158
-1,518
| -41% | -$39.9K |
|
1856
CALL
PPG Industries
PPG
$26.6B
| $59.8K | ﹤0.01% |
400
-21,600
| -98% | -$2.92M |
|
1857
CALL
Ecolab
ECL
$79.9B
| $59.5K | ﹤0.01% |
300
-800
| -73% | -$144K |
|
1858
CALL
Vale
VALE
$62.6B
| $58.7K | ﹤0.01% |
3,700
| – | – |
|
1859
PUT
Monster Beverage
MNST
$88.5B
| $57.6K | ﹤0.01% |
+1,000
| New | +$53.4K |
|
1860
US Global Investors
GROW
$38.5M
| $56.4K | ﹤0.01% |
+20,000
| New | +$56.7K |
|
1861
CALL
Allstate
ALL
$67.5B
| $56K | ﹤0.01% |
400
-45,300
| -99% | -$5.91M |
|
1862
CALL
ARK Genomic Revolution ETF
ARKG
$1.73B
| $55.8K | ﹤0.01% |
1,700
| – | – |
|
1863
Sysco
SYY
$40.3B
| $55.5K | ﹤0.01% |
+759
| New | +$52.4K |
|
1864
Extra Space Storage
EXR
$31.6B
| $53.7K | ﹤0.01% |
335
-2,944
| -90% | -$374K |
|
1865
CALL
Fortuna Silver Mines
FSM
$3.07B
| $53.7K | ﹤0.01% |
13,900
| – | – |
|
1866
Xerox
XRX
$425M
| $53.5K | ﹤0.01% |
+2,916
| New | +$43.1K |
|
|
FSR
1867
PUT
DELISTED
Fisker Inc.
FSR
| $53K | ﹤0.01% |
30,300
| – | – |
|
1868
NeoGenomics
NEO
$2.13B
| $53K | ﹤0.01% |
+3,273
| New | +$53.6K |
|
1869
CALL
AMC Entertainment Holdings
AMC
$2.31B
| $52.6K | ﹤0.01% |
8,600
| – | – |
|
1870
PUT
PTC
PTC
$16B
| $52.5K | ﹤0.01% |
300
-5,000
| -94% | -$767K |
|
1871
Knight Transportation
KNX
$11.4B
| $52.5K | ﹤0.01% |
910
-27,275
| -97% | -$1.43M |
|
|
CRON
1872
Cronos Group
CRON
$1.14B
| $52.1K | ﹤0.01% |
24,949
+221
| +0.9% | +$429 |
|
1873
L3Harris
LHX
$53.4B
| $51.4K | ﹤0.01% |
244
+242
| +12,100% | +$45.4K |
|
|
1874
CALL
Sysco
SYY
$40.3B
| $51.2K | ﹤0.01% |
+700
| New | +$48.3K |
|
1875
CALL
Match Group
MTCH
$8.55B
| $51.1K | ﹤0.01% |
1,400
-900
| -39% | -$30.4K |
|
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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.