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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 | |
|---|---|---|---|---|---|---|
201
CALL
Cencora
COR
$63.2B
| $45M | 0.09% |
219,300
+17,100
| +8% | +$3.34M |
|
202
CALL
Nike
NKE
$62.3B
| $44.9M | 0.09% |
413,100
+75,200
| +22% | +$8.08M |
|
203
PUT
Norwegian Cruise Line
NCLH
$8.89B
| $44.8M | 0.09% |
2,235,200
+419,900
| +23% | +$6.74M |
|
204
PUT
Abercrombie & Fitch
ANF
$4.91B
| $44.2M | 0.09% |
500,600
| – | – |
|
205
PUT
Adobe
ADBE
$103B
| $43.9M | 0.09% |
73,600
-55,900
| -43% | -$32.2M |
|
206
PUT
Thermo Fisher Scientific
TMO
$214B
| $43.9M | 0.09% |
82,700
-38,000
| -31% | -$18.4M |
|
207
PUT
Pfizer
PFE
$149B
| $43.7M | 0.09% |
1,518,200
+703,100
| +86% | +$21.3M |
|
208
PUT
O'Reilly Automotive
ORLY
$76.2B
| $43.6M | 0.09% |
688,500
-265,500
| -28% | -$16.8M |
|
209
CALL
Pinterest
PINS
$13.2B
| $43.5M | 0.09% |
1,173,500
+577,700
| +97% | +$18.2M |
|
|
210
CALL
Adobe
ADBE
$103B
| $43.3M | 0.09% |
72,500
+200
| +0.3% | +$115K |
|
211
PUT
Marathon Digital Holdings
MARA
$4.06B
| $43.2M | 0.09% |
1,837,000
+836,100
| +84% | +$10.6M |
|
212
CALL
PayPal
PYPL
$51.1B
| $43M | 0.09% |
699,700
-178,900
| -20% | -$10.2M |
|
213
CALL
Affirm
AFRM
$25.6B
| $42.9M | 0.09% |
873,400
+625,400
| +252% | +$18.1M |
|
214
PUT
Agnico Eagle Mines
AEM
$85B
| $42.7M | 0.09% |
777,900
+323,000
| +71% | +$16.1M |
|
|
215
Nike
NKE
$62.3B
| $42.4M | 0.09% |
390,134
+324,528
| +495% | +$34.9M |
|
216
PUT
ASML
ASML
$655B
| $42.2M | 0.09% |
55,700
-25,800
| -32% | -$17M |
|
|
B
217
CALL
Barrick Mining
B
$69.3B
| $41.8M | 0.09% |
2,310,700
+410,700
| +22% | +$6.74M |
|
218
CALL
Lam Research
LRCX
$383B
| $41.6M | 0.08% |
531,000
+48,000
| +10% | +$3.27M |
|
219
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $41.3M | 0.08% |
362,100
-269,400
| -43% | -$28.3M |
|
220
PUT
ExxonMobil
XOM
$642B
| $41.2M | 0.08% |
412,400
+61,600
| +18% | +$6.47M |
|
221
PUT
Blackstone
BX
$107B
| $41.2M | 0.08% |
314,500
-14,300
| -4% | -$1.55M |
|
222
CALL
GE Aerospace
GE
$389B
| $41M | 0.08% |
402,088
-49,994
| -11% | -$4.63M |
|
223
PUT
Starbucks
SBUX
$120B
| $40.9M | 0.08% |
426,500
-191,300
| -31% | -$18.6M |
|
224
PUT
CrowdStrike
CRWD
$211B
| $40.7M | 0.08% |
637,600
-777,600
| -55% | -$40.7M |
|
225
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $40.3M | 0.08% |
295,400
+111,100
| +60% | +$14.5M |
|
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.