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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 | |
|---|---|---|---|---|---|---|
1626
PUT
International Flavors & Fragrances
IFF
$21.9B
| $340K | ﹤0.01% |
4,200
-200
| -5% | -$14.5K |
|
1627
CALL
CRISPR Therapeutics
CRSP
$5.17B
| $338K | ﹤0.01% |
5,400
-300
| -5% | -$16.6K |
|
1628
CALL
Gyre Therapeutics
GYRE
$744M
| $337K | ﹤0.01% |
13,100
+12,227
| +1,401% | +$173K |
|
1629
PUT
Cinemark Holdings
CNK
$4.32B
| $335K | ﹤0.01% |
+23,800
| New | +$370K |
|
1630
Plug Power
PLUG
$3.04B
| $329K | ﹤0.01% |
73,140
-98,840
| -57% | -$518K |
|
1631
CALL
Dropbox
DBX
$8.12B
| $327K | ﹤0.01% |
+11,100
| New | +$308K |
|
1632
SLM Corp
SLM
$5.15B
| $327K | ﹤0.01% |
+17,109
| New | +$258K |
|
1633
PUT
Invesco Solar ETF
TAN
$1.38B
| $325K | ﹤0.01% |
6,100
-5,100
| -46% | -$239K |
|
1634
PUT
NeoGenomics
NEO
$2.13B
| $324K | ﹤0.01% |
+20,000
| New | +$327K |
|
1635
Whirlpool
WHR
$2.82B
| $323K | ﹤0.01% |
2,655
+1,181
| +80% | +$138K |
|
1636
PUT
MarketAxess Holdings
MKTX
$5.72B
| $322K | ﹤0.01% |
+1,100
| New | +$266K |
|
1637
CALL
Planet Fitness
PLNT
$3.78B
| $321K | ﹤0.01% |
4,400
-30,900
| -88% | -$1.9M |
|
1638
PagSeguro Digital
PAGS
$2.55B
| $318K | ﹤0.01% |
25,464
-17,305
| -40% | -$159K |
|
1639
MGM Resorts International
MGM
$11.2B
| $317K | ﹤0.01% |
+7,088
| New | +$278K |
|
1640
CALL
Monolithic Power Systems
MPWR
$68.9B
| $315K | ﹤0.01% |
500
-1,900
| -79% | -$993K |
|
1641
PUT
Teledyne Technologies
TDY
$32B
| $312K | ﹤0.01% |
700
| – | – |
|
1642
CALL
Hecla Mining
HL
$11.3B
| $307K | ﹤0.01% |
63,900
| – | – |
|
1643
PUT
Archer Aviation
ACHR
$4.26B
| $307K | ﹤0.01% |
+50,000
| New | +$284K |
|
1644
CALL
Applied Digital
APLD
$8.41B
| $307K | ﹤0.01% |
45,500
| – | – |
|
1645
Kohl's
KSS
$2.19B
| $306K | ﹤0.01% |
10,658
+4,616
| +76% | +$108K |
|
1646
Celestica
CLS
$36.5B
| $305K | ﹤0.01% |
+10,422
| New | +$277K |
|
1647
PUT
Northern Trust
NTRS
$33.9B
| $304K | ﹤0.01% |
3,600
-25,300
| -88% | -$1.87M |
|
1648
PUT
Lamb Weston
LW
$7.19B
| $303K | ﹤0.01% |
2,800
-1,100
| -28% | -$106K |
|
1649
PUT
Evolv Technologies
EVLV
$1.1B
| $303K | ﹤0.01% |
64,100
-250,000
| -80% | -$1.07M |
|
|
1650
CALL
Cinemark Holdings
CNK
$4.32B
| $302K | ﹤0.01% |
21,400
| – | – |
|
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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.