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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 | |
|---|---|---|---|---|---|---|
2351
Ovintiv
OVV
$16.4B
| – | – |
-2,534
| Closed | -$121K |
|
|
2352
PUT
Ovintiv
OVV
$16.4B
| – | – |
-1,900
| Closed | -$90.4K |
|
2353
PUT
Bank OZK
OZK
$5.61B
| – | – |
-168,300
| Closed | -$6.24M |
|
2354
Pan American Silver
PAAS
$21.6B
| – | – |
-141,856
| Closed | -$2.12M |
|
2355
CALL
PBF Energy
PBF
$7.31B
| – | – |
-300
| Closed | -$16.1K |
|
|
2356
PBF Energy
PBF
$7.31B
| – | – |
-1,656
| Closed | -$88.6K |
|
|
2357
PUT
PBF Energy
PBF
$7.31B
| – | – |
-3,500
| Closed | -$187K |
|
2358
PG&E
PCG
$38.5B
| – | – |
-453,656
| Closed | -$7.66M |
|
2359
CALL
Vaxcyte
PCVX
$8.64B
| – | – |
-30,000
| Closed | -$1.53M |
|
|
2360
PUT
Vaxcyte
PCVX
$8.64B
| – | – |
-30,000
| Closed | -$1.53M |
|
2361
Pinduoduo
PDD
$131B
| – | – |
-14,322
| Closed | -$1.74M |
|
2362
Penumbra
PEN
$12.8B
| – | – |
-1,005
| Closed | -$243K |
|
2363
Polaris
PII
$4.07B
| – | – |
-6,488
| Closed | -$676K |
|
|
2364
PUT
Polaris
PII
$4.07B
| – | – |
-29,000
| Closed | -$3.02M |
|
2365
CALL
Packaging Corp of America
PKG
$22.8B
| – | – |
-87,800
| Closed | -$13.5M |
|
2366
Pool Corp
POOL
$7.5B
| – | – |
-844
| Closed | -$296K |
|
2367
CALL
PROG Holdings
PRG
$1.71B
| – | – |
-219,000
| Closed | -$7.27M |
|
|
2368
PROG Holdings
PRG
$1.71B
| – | – |
-61,834
| Closed | -$2.05M |
|
2369
CALL
Perrigo
PRGO
$1.78B
| – | – |
-52,000
| Closed | -$1.66M |
|
2370
CALL
Papa John's
PZZA
$806M
| – | – |
-3,400
| Closed | -$232K |
|
2371
Qualcomm
QCOM
$176B
| – | – |
-197,566
| Closed | -$24.5M |
|
|
QIPT
2372
DELISTED
Quipt Home Medical
QIPT
| – | – |
-32,238
| Closed | -$164K |
|
|
QIPT
2373
PUT
DELISTED
Quipt Home Medical
QIPT
| – | – |
-90,000
| Closed | -$458K |
|
2374
QuantumScape Corp
QS
$3.74B
| – | – |
-86,833
| Closed | -$547K |
|
|
2375
PUT
QuantumScape Corp
QS
$3.74B
| – | – |
-349,500
| Closed | -$2.34M |
|
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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.