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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 | |
|---|---|---|---|---|---|---|
1401
Arcutis Biotherapeutics
ARQT
$3.26B
| $889K | ﹤0.01% |
275,264
-7,170
| -3% | -$19.5K |
|
|
JNPR
1402
CALL
DELISTED
Juniper Networks
JNPR
| $884K | ﹤0.01% |
+30,000
| New | +$824K |
|
1403
UBS Group
UBS
$177B
| $884K | ﹤0.01% |
28,607
+28,252
| +7,958% | +$743K |
|
1404
CALL
Sony
SONY
$140B
| $881K | ﹤0.01% |
46,500
| – | – |
|
1405
PUT
Cytokinetics
CYTK
$10.5B
| $877K | ﹤0.01% |
+10,500
| New | +$380K |
|
1406
PUT
Annaly Capital Management
NLY
$17.3B
| $872K | ﹤0.01% |
45,000
| – | – |
|
1407
The Mosaic Company
MOS
$7.46B
| $868K | ﹤0.01% |
24,306
-25,397
| -51% | -$897K |
|
1408
SoFi Technologies
SOFI
$23.4B
| $862K | ﹤0.01% |
86,676
-258,708
| -75% | -$2.06M |
|
1409
CALL
Zillow
ZG
$7.66B
| $862K | ﹤0.01% |
+15,200
| New | +$651K |
|
|
WW
1410
DELISTED
WW International
WW
| $861K | ﹤0.01% |
98,380
+42,796
| +77% | +$363K |
|
1411
CALL
British American Tobacco
BTI
$123B
| $849K | ﹤0.01% |
29,000
| – | – |
|
1412
PUT
Tyson Foods
TSN
$20.1B
| $849K | ﹤0.01% |
15,800
-4,900
| -24% | -$238K |
|
1413
PUT
BILL Holdings
BILL
$4.91B
| $849K | ﹤0.01% |
10,400
+8,800
| +550% | +$723K |
|
1414
PUT
Paychex
PAYX
$43.1B
| $846K | ﹤0.01% |
7,100
-16,200
| -70% | -$1.92M |
|
1415
Mativ Holdings
MATV
$706M
| $839K | ﹤0.01% |
54,804
+3,009
| +6% | +$40.6K |
|
1416
Liberty Live Group Series C
LLYVK
$9.61B
| $839K | ﹤0.01% |
+22,437
| New | +$763K |
|
1417
CALL
Trip.com Group
TCOM
$29.7B
| $835K | ﹤0.01% |
23,200
-150,000
| -87% | -$5.12M |
|
1418
PUT
Charles River Laboratories
CRL
$13.2B
| $827K | ﹤0.01% |
3,500
-800
| -19% | -$157K |
|
1419
PUT
Prologis
PLD
$132B
| $826K | ﹤0.01% |
6,200
-3,600
| -37% | -$409K |
|
1420
PUT
Target
TGT
$69B
| $826K | ﹤0.01% |
5,800
-1,600
| -22% | -$195K |
|
1421
HP
HPQ
$27.3B
| $823K | ﹤0.01% |
27,358
-34,016
| -55% | -$953K |
|
|
CPE
1422
CALL
DELISTED
Callon Petroleum Company
CPE
| $823K | ﹤0.01% |
25,400
+25,000
| +6,250% | +$856K |
|
1423
QuidelOrtho
QDEL
$938M
| $820K | ﹤0.01% |
+11,124
| New | +$752K |
|
1424
BGC Group
BGC
$4.86B
| $819K | ﹤0.01% |
113,439
+70,139
| +162% | +$434K |
|
1425
PUT
PubMatic
PUBM
$809M
| $816K | ﹤0.01% |
50,000
+29,200
| +140% | +$424K |
|
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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.