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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 | |
|---|---|---|---|---|---|---|
1276
PUT
Coty
COTY
$2.48B
| $1.25M | ﹤0.01% |
101,000
+100,000
| +10,000% | +$1.08M |
|
1277
CALL
MillerKnoll
MLKN
$1.67B
| $1.25M | ﹤0.01% |
+47,000
| New | +$1.2M |
|
|
1278
PUT
MillerKnoll
MLKN
$1.67B
| $1.25M | ﹤0.01% |
+47,000
| New | +$1.2M |
|
1279
PUT
Acadia Pharmaceuticals
ACAD
$5.03B
| $1.25M | ﹤0.01% |
+40,000
| New | +$955K |
|
1280
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $1.25M | ﹤0.01% |
140,900
-349,100
| -71% | -$2.84M |
|
1281
Elevance Health
ELV
$85.5B
| $1.25M | ﹤0.01% |
2,644
-2,778
| -51% | -$1.28M |
|
1282
CALL
Royal Gold
RGLD
$19.5B
| $1.25M | ﹤0.01% |
10,300
-2,700
| -21% | -$305K |
|
|
WRK
1283
CALL
DELISTED
WestRock Company
WRK
| $1.25M | ﹤0.01% |
30,000
-2,900
| -9% | -$112K |
|
1284
PUT
Rio Tinto
RIO
$164B
| $1.24M | ﹤0.01% |
16,700
+800
| +5% | +$53.7K |
|
1285
CALL
PTC Therapeutics
PTCT
$6.12B
| $1.24M | ﹤0.01% |
45,000
| – | – |
|
1286
Hertz
HTZ
$809M
| $1.22M | ﹤0.01% |
+117,683
| New | +$1.14M |
|
1287
argenx
ARGX
$54.1B
| $1.22M | ﹤0.01% |
+3,211
| New | +$1.5M |
|
1288
Nu Holdings
NU
$66.9B
| $1.22M | ﹤0.01% |
146,251
-4,684
| -3% | -$37.9K |
|
1289
Aurinia Pharmaceuticals
AUPH
$2.11B
| $1.22M | ﹤0.01% |
135,389
-28,858
| -18% | -$238K |
|
1290
PUT
iShares MSCI Australia ETF
EWA
$1.48B
| $1.22M | ﹤0.01% |
50,000
| – | – |
|
1291
CALL
Ally Financial
ALLY
$13.3B
| $1.22M | ﹤0.01% |
34,800
-174,600
| -83% | -$4.88M |
|
1292
PUT
Aptiv
APTV
$10.3B
| $1.21M | ﹤0.01% |
13,500
-6,600
| -33% | -$568K |
|
1293
DigitalBridge
DBRG
$2.95B
| $1.21M | ﹤0.01% |
69,001
+21,179
| +44% | +$349K |
|
1294
PUT
Ecolab
ECL
$79.9B
| $1.21M | ﹤0.01% |
6,100
-1,500
| -20% | -$270K |
|
1295
CALL
First Majestic Silver
AG
$9.07B
| $1.21M | ﹤0.01% |
196,600
| – | – |
|
|
SEE
1296
CALL
DELISTED
Sealed Air
SEE
| $1.21M | ﹤0.01% |
33,000
-50,000
| -60% | -$1.64M |
|
1297
PUT
Invitation Homes
INVH
$18B
| $1.19M | ﹤0.01% |
35,000
-122,100
| -78% | -$3.97M |
|
1298
PUT
Dick's Sporting Goods
DKS
$18.7B
| $1.19M | ﹤0.01% |
8,100
-21,700
| -73% | -$2.64M |
|
|
CFLT
1299
PUT
DELISTED
Confluent
CFLT
| $1.19M | ﹤0.01% |
50,800
-800
| -2% | -$19.3K |
|
1300
PUT
MSCI
MSCI
$40.9B
| $1.19M | ﹤0.01% |
2,100
| – | – |
|
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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.