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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 | |
|---|---|---|---|---|---|---|
1526
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $539K | ﹤0.01% |
5,280
| – | – |
|
1527
Novavax
NVAX
$1.31B
| $539K | ﹤0.01% |
112,211
+45,883
| +69% | +$281K |
|
|
HOLX
1528
CALL
DELISTED
Hologic
HOLX
| $536K | ﹤0.01% |
7,500
-10,000
| -57% | -$696K |
|
1529
Dominion Energy
D
$59.3B
| $534K | ﹤0.01% |
+11,372
| New | +$508K |
|
1530
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $528K | ﹤0.01% |
50,600
-258,000
| -84% | -$2.41M |
|
1531
PUT
Celanese
CE
$4.82B
| $528K | ﹤0.01% |
3,400
-6,700
| -66% | -$874K |
|
1532
B&G Foods
BGS
$286M
| $525K | ﹤0.01% |
50,000
| – | – |
|
1533
CALL
Live Nation Entertainment
LYV
$42.1B
| $524K | ﹤0.01% |
5,600
+200
| +4% | +$17.2K |
|
1534
Enbridge
ENB
$112B
| $521K | ﹤0.01% |
14,473
-120,232
| -89% | -$4.05M |
|
1535
PUT
Packaging Corp of America
PKG
$22.8B
| $521K | ﹤0.01% |
3,200
-3,400
| -52% | -$535K |
|
1536
CALL
iShares Semiconductor ETF
SOXX
$45.9B
| $518K | ﹤0.01% |
2,700
-15,600
| -85% | -$2.62M |
|
|
HTZWW
1537
Hertz Global Holdings Warrants
HTZWW
$95.5M
| $514K | ﹤0.01% |
93,850
+10,000
| +12% | +$50.6K |
|
1538
PUT
Intercontinental Exchange
ICE
$84.4B
| $514K | ﹤0.01% |
4,000
-18,800
| -82% | -$2.13M |
|
1539
CALL
ChargePoint
CHPT
$161M
| $514K | ﹤0.01% |
10,975
| – | – |
|
1540
CALL
Aurinia Pharmaceuticals
AUPH
$2.11B
| $512K | ﹤0.01% |
56,900
+45,700
| +408% | +$376K |
|
1541
Gyre Therapeutics
GYRE
$744M
| $511K | ﹤0.01% |
19,901
+16,981
| +582% | +$241K |
|
1542
CALL
Chegg
CHGG
$102M
| $511K | ﹤0.01% |
45,000
-40,000
| -47% | -$380K |
|
1543
United States Gasoline Fund
UGA
$128M
| $511K | ﹤0.01% |
8,411
| – | – |
|
1544
CALL
Parker-Hannifin
PH
$135B
| $507K | ﹤0.01% |
1,100
-600
| -35% | -$250K |
|
1545
PUT
Antero Resources
AR
$10.7B
| $506K | ﹤0.01% |
22,300
-82,600
| -79% | -$2.09M |
|
1546
Rithm Capital
RITM
$5.69B
| $503K | ﹤0.01% |
47,124
-52,876
| -53% | -$526K |
|
1547
Kosmos Energy
KOS
$1.48B
| $503K | ﹤0.01% |
75,000
-156
| -0.2% | -$1.09K |
|
1548
Sinclair Inc
SBGI
$1.03B
| $503K | ﹤0.01% |
+38,567
| New | +$473K |
|
1549
Ares Capital
ARCC
$14.4B
| $501K | ﹤0.01% |
25,000
| – | – |
|
1550
PUT
HealthEquity
HQY
$8.75B
| $497K | ﹤0.01% |
+7,500
| New | +$520K |
|
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HF
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.