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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 | |
|---|---|---|---|---|---|---|
1501
PUT
Banco Santander
SAN
$209B
| $600K | ﹤0.01% |
145,000
| – | – |
|
1502
CALL
United States Natural Gas Fund
UNG
$501M
| $600K | ﹤0.01% |
29,600
-5,000
| -14% | -$124K |
|
1503
Palomar
PLMR
$3.45B
| $600K | ﹤0.01% |
10,815
-5,010
| -32% | -$280K |
|
1504
CALL
Applovin
APP
$114B
| $598K | ﹤0.01% |
+15,000
| New | +$588K |
|
1505
CALL
PagSeguro Digital
PAGS
$2.56B
| $592K | ﹤0.01% |
47,500
| – | – |
|
|
1506
PUT
PagSeguro Digital
PAGS
$2.56B
| $592K | ﹤0.01% |
47,500
| – | – |
|
1507
PUT
Match Group
MTCH
$8.44B
| $591K | ﹤0.01% |
16,200
-1,900
| -10% | -$64.2K |
|
1508
Universal Display
OLED
$4.15B
| $589K | ﹤0.01% |
3,082
+1,971
| +177% | +$326K |
|
1509
Toast
TOST
$20.5B
| $589K | ﹤0.01% |
32,271
+14,185
| +78% | +$233K |
|
1510
CALL
Fair Isaac
FICO
$22.9B
| $582K | ﹤0.01% |
500
-200
| -29% | -$201K |
|
1511
PUT
United Microelectronic
UMC
$47.5B
| $581K | ﹤0.01% |
+68,700
| New | +$524K |
|
1512
PUT
Sarepta Therapeutics
SRPT
$1.78B
| $579K | ﹤0.01% |
6,000
| – | – |
|
1513
CALL
Novavax
NVAX
$1.28B
| $578K | ﹤0.01% |
120,500
+17,700
| +17% | +$108K |
|
|
SPWR
1514
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $575K | ﹤0.01% |
119,000
| – | – |
|
1515
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$15B
| $568K | ﹤0.01% |
7,000
+5,500
| +367% | +$407K |
|
1516
Thor Industries
THO
$4.12B
| $568K | ﹤0.01% |
+4,802
| New | +$480K |
|
|
SPR
1517
DELISTED
Spirit AeroSystems
SPR
| $565K | ﹤0.01% |
+17,771
| New | +$436K |
|
1518
CALL
Cheniere Energy
LNG
$54.9B
| $563K | ﹤0.01% |
3,300
-111,700
| -97% | -$19.2M |
|
1519
Monster Beverage
MNST
$89.7B
| $562K | ﹤0.01% |
+9,760
| New | +$522K |
|
1520
PUT
Waste Management
WM
$90.5B
| $555K | ﹤0.01% |
3,100
-200
| -6% | -$33.5K |
|
1521
Hartford Financial Services
HIG
$38.9B
| $550K | ﹤0.01% |
6,845
-8,302
| -55% | -$625K |
|
1522
CALL
BILL Holdings
BILL
$4.88B
| $547K | ﹤0.01% |
6,700
+3,900
| +139% | +$320K |
|
1523
Camping World
CWH
$637M
| $544K | ﹤0.01% |
+20,701
| New | +$434K |
|
1524
PUT
CoStar Group
CSGP
$12.5B
| $542K | ﹤0.01% |
6,200
-100
| -2% | -$8.09K |
|
1525
PUT
Carrier Global
CARR
$52.3B
| $540K | ﹤0.01% |
9,400
-10,000
| -52% | -$529K |
|
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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.