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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 | |
|---|---|---|---|---|---|---|
1251
CALL
Greif
GEF
$5.04B
| $1.36M | ﹤0.01% |
20,800
| – | – |
|
|
GAP
1252
PUT
The Gap Inc
GAP
$7.37B
| $1.36M | ﹤0.01% |
65,000
| – | – |
|
1253
Chemours
CC
$2.37B
| $1.34M | ﹤0.01% |
42,602
+13,992
| +49% | +$380K |
|
1254
CALL
Banc of California
BANC
$2.97B
| $1.34M | ﹤0.01% |
+100,000
| New | +$1.24M |
|
1255
Freshpet
FRPT
$3.22B
| $1.34M | ﹤0.01% |
+15,478
| New | +$1.06M |
|
1256
ZIM Integrated Shipping Services
ZIM
$3.24B
| $1.33M | ﹤0.01% |
+135,032
| New | +$1.13M |
|
1257
PUT
Qorvo
QRVO
$8.74B
| $1.32M | ﹤0.01% |
11,700
-200
| -2% | -$19.3K |
|
1258
CALL
Xenon Pharmaceuticals
XENE
$6.12B
| $1.32M | ﹤0.01% |
+28,600
| New | +$1.01M |
|
|
DOCU
1259
CALL
DocuSign
DOCU
$11.5B
| $1.31M | ﹤0.01% |
22,100
-14,600
| -40% | -$670K |
|
|
PARA
1260
DELISTED
Paramount Global Class B
PARA
| $1.31M | ﹤0.01% |
+88,801
| New | +$1.19M |
|
|
WBA
1261
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $1.31M | ﹤0.01% |
50,300
-93,200
| -65% | -$2.08M |
|
1262
CALL
Cheesecake Factory
CAKE
$5.33B
| $1.31M | ﹤0.01% |
37,500
| – | – |
|
|
MRSH
1263
PUT
Marsh
MRSH
$91.5B
| $1.31M | ﹤0.01% |
6,900
-8,900
| -56% | -$1.72M |
|
1264
PUT
Agilent Technologies
A
$41.2B
| $1.31M | ﹤0.01% |
9,400
-2,200
| -19% | -$262K |
|
1265
PUT
PVH
PVH
$4.04B
| $1.31M | ﹤0.01% |
+10,700
| New | +$958K |
|
1266
PUT
Payoneer
PAYO
$2.41B
| $1.3M | ﹤0.01% |
250,000
| – | – |
|
|
CYBR
1267
PUT
DELISTED
CyberArk
CYBR
| $1.29M | ﹤0.01% |
+5,900
| New | +$1.09M |
|
1268
VF Corp
VFC
$5.89B
| $1.29M | ﹤0.01% |
+68,611
| New | +$1.18M |
|
1269
PUT
NetEase
NTES
$84.7B
| $1.29M | ﹤0.01% |
13,800
+13,600
| +6,800% | +$1.44M |
|
1270
PUT
Williams Companies
WMB
$86.1B
| $1.29M | ﹤0.01% |
36,900
-2,400
| -6% | -$84.2K |
|
1271
PUT
Skyworks Solutions
SWKS
$10.6B
| $1.28M | ﹤0.01% |
11,400
-2,800
| -20% | -$274K |
|
|
SGI
1272
PUT
Somnigroup International
SGI
$13.7B
| $1.27M | ﹤0.01% |
25,000
| – | – |
|
1273
PUT
DaVita
DVA
$11.7B
| $1.27M | ﹤0.01% |
12,100
-1,300
| -10% | -$120K |
|
1274
Ball Corp
BALL
$16.8B
| $1.27M | ﹤0.01% |
+22,027
| New | +$1.14M |
|
1275
Strategy Inc
MSTR
$38.4B
| $1.26M | ﹤0.01% |
20,000
+9,990
| +100% | +$474K |
|
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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.