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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 | |
|---|---|---|---|---|---|---|
1426
PUT
Grab
GRAB
$15B
| $815K | ﹤0.01% |
241,900
+91,900
| +61% | +$297K |
|
1427
PUT
Gartner
IT
$12.2B
| $812K | ﹤0.01% |
1,800
-100
| -5% | -$39.9K |
|
1428
Upstart Holdings
UPST
$2.94B
| $812K | ﹤0.01% |
+19,866
| New | +$605K |
|
1429
Teradyne
TER
$57.1B
| $809K | ﹤0.01% |
+7,453
| New | +$707K |
|
1430
CALL
iShares Gold Trust
IAU
$65.1B
| $808K | ﹤0.01% |
20,700
| – | – |
|
1431
MP Materials
MP
$9.73B
| $805K | ﹤0.01% |
40,540
+35,887
| +771% | +$612K |
|
|
SRG
1432
Seritage Growth Properties
SRG
$136M
| $801K | ﹤0.01% |
+85,650
| New | +$720K |
|
1433
Dropbox
DBX
$8.07B
| $800K | ﹤0.01% |
27,139
-5,072
| -16% | -$141K |
|
1434
PUT
Applovin
APP
$113B
| $797K | ﹤0.01% |
+20,000
| New | +$784K |
|
1435
PUT
M&T Bank
MTB
$36.3B
| $795K | ﹤0.01% |
5,800
-2,700
| -32% | -$339K |
|
1436
PUT
Vulcan Materials
VMC
$37B
| $795K | ﹤0.01% |
3,500
-2,400
| -41% | -$508K |
|
1437
PUT
Unisys
UIS
$211M
| $784K | ﹤0.01% |
139,500
| – | – |
|
1438
PUT
Abbott
ABT
$188B
| $781K | ﹤0.01% |
7,100
+6,500
| +1,083% | +$649K |
|
|
BIG
1439
PUT
DELISTED
Big Lots, Inc.
BIG
| $779K | ﹤0.01% |
100,000
| – | – |
|
1440
Bausch Health
BHC
$2.37B
| $777K | ﹤0.01% |
+96,837
| New | +$705K |
|
1441
CALL
Hims & Hers Health
HIMS
$7.35B
| $775K | ﹤0.01% |
87,100
| – | – |
|
1442
PUT
State Street
STT
$51.3B
| $775K | ﹤0.01% |
+10,000
| New | +$697K |
|
|
RDFN
1443
DELISTED
Redfin
RDFN
| $772K | ﹤0.01% |
74,821
+34,721
| +87% | +$242K |
|
1444
CALL
Box
BOX
$4.65B
| $768K | ﹤0.01% |
+30,000
| New | +$759K |
|
1445
CALL
Semtech
SMTC
$12.2B
| $767K | ﹤0.01% |
35,000
| – | – |
|
1446
CALL
Valley National Bancorp
VLY
$8.1B
| $760K | ﹤0.01% |
70,000
+45,000
| +180% | +$404K |
|
|
CLBR.U
1447
DELISTED
Colombier Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CLBR.U
| $756K | ﹤0.01% |
+75,000
| New | +$754K |
|
1448
PUT
PENN Entertainment
PENN
$2.53B
| $755K | ﹤0.01% |
29,000
| – | – |
|
1449
United Parcel Service
UPS
$89.1B
| $751K | ﹤0.01% |
4,777
-142,566
| -97% | -$21.6M |
|
1450
CALL
SolarEdge
SEDG
$1.98B
| $749K | ﹤0.01% |
8,000
+4,900
| +158% | +$446K |
|
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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.