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Parallax Volatility Advisers

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
Cap. Flow
-$2.19B
Cap. Flow %
-4.47%
Top 10 Hldgs %
27.26%
Holding
2,634
New
385
Increased
693
Reduced
766
Closed
516

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$246M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$234M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$122M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$69.9M
5
MU icon
Micron Technology
MU
+$47.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$160M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$84M
3
MSFT icon
Microsoft
MSFT
+$70.1M
4
META icon
Meta Platforms (Facebook)
META
+$37.3M
5
CAT icon
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
PACW
2551
CALL
DELISTED
PacWest Bancorp
PACW
– –
-100,000
Closed -$791K
PACW
2552
DELISTED
PacWest Bancorp
PACW
– –
-23,899
Closed -$189K
PACW
2553
PUT
DELISTED
PacWest Bancorp
PACW
– –
-48,000
Closed -$380K
HT
2554
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
– –
-163,965
Closed -$1.62M
HT
2555
PUT
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
– –
-231,000
Closed -$2.28M
AVTA
2556
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-72
Closed -$1.84K
AVTA
2557
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-20,000
Closed -$512K
VMW
2558
CALL
DELISTED
VMware, Inc
VMW
– –
-3,100
Closed -$516K
ARGO
2559
CALL
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-7,200
Closed -$215K
NEWR
2560
DELISTED
New Relic, Inc.
NEWR
– –
-9
Closed -$771
NEWR
2561
PUT
DELISTED
New Relic, Inc.
NEWR
– –
-200,000
Closed -$17.1M
ITAQW
2562
DELISTED
Industrial Tech Acquisitions II, Inc. Warrants
ITAQW
– –
-1,191,855
Closed -$76K
CANO
2563
DELISTED
Cano Health, Inc.
CANO
– –
-167
Closed -$1.98K
CXAC.WS
2564
DELISTED
C5 Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
CXAC.WS
– –
-140,487
Closed -$5.21K
ACAQ.WS
2565
DELISTED
Athena Consumer Acquisition Corp. Redeemable warrants included as part of the units, each whole warrant exercisable for one share of Class A common stock for $11.50 per share
ACAQ.WS
– –
-20,000
Closed -$7.2K
RBT.WS
2566
DELISTED
Rubicon Technologies, Inc. Warrants, each warrant is exercisable for 1/8th of a share of Class A Common Stock at an exercise price of $92.00r share
RBT.WS
– –
-25,000
Closed -$313
RAD
2567
DELISTED
Rite Aid Corporation
RAD
– –
-31,756
Closed -$14.2K
RAD
2568
PUT
DELISTED
Rite Aid Corporation
RAD
– –
-184,600
Closed -$82.7K
NATI
2569
CALL
DELISTED
National Instruments Corp
NATI
– –
-18,400
Closed -$11.4K
NATI
2570
PUT
DELISTED
National Instruments Corp
NATI
– –
-33,300
Closed -$20.6K
HZNP
2571
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-7,900
Closed -$914K
HZNP
2572
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-18,019
Closed -$2.08M
HZNP
2573
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-79,800
Closed -$9.23M
ATVI
2574
CALL
DELISTED
Activision Blizzard
ATVI
– –
-909,200
Closed -$85.1M
ATVI
2575
PUT
DELISTED
Activision Blizzard
ATVI
– –
-849,900
Closed -$79.6M
100 101 102
103
104

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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.