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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 | |
|---|---|---|---|---|---|---|
1651
Under Armour
UAA
$2.6B
| $301K | ﹤0.01% |
34,246
+10,027
| +41% | +$77.1K |
|
1652
PUT
Martin Marietta Materials
MLM
$33B
| $299K | ﹤0.01% |
600
+300
| +100% | +$135K |
|
1653
Old Dominion Freight Line
ODFL
$44.9B
| $298K | ﹤0.01% |
1,470
-8,150
| -85% | -$1.62M |
|
1654
PUT
Knight Transportation
KNX
$11.4B
| $288K | ﹤0.01% |
5,000
-33,800
| -87% | -$1.77M |
|
|
HOLX
1655
PUT
DELISTED
Hologic
HOLX
| $286K | ﹤0.01% |
4,000
-2,900
| -42% | -$202K |
|
1656
PUT
Cboe Global Markets
CBOE
$29.9B
| $286K | ﹤0.01% |
1,600
-3,200
| -67% | -$548K |
|
1657
Equity Residential
EQR
$25.1B
| $285K | ﹤0.01% |
4,656
+4,204
| +930% | +$243K |
|
1658
On Holding
ONON
$12.5B
| $283K | ﹤0.01% |
10,476
-4,131
| -28% | -$113K |
|
1659
PUT
Textron
TXT
$15.4B
| $281K | ﹤0.01% |
3,500
-3,700
| -51% | -$287K |
|
1660
PUT
Hartford Financial Services
HIG
$39.3B
| $281K | ﹤0.01% |
3,500
-17,700
| -83% | -$1.33M |
|
1661
CALL
SIGA Technologies
SIGA
$219M
| $280K | ﹤0.01% |
50,000
| – | – |
|
1662
CALL
PTC
PTC
$16B
| $280K | ﹤0.01% |
+1,600
| New | +$245K |
|
1663
CALL
Sumitomo Mitsui Financial
SMFG
$164B
| $278K | ﹤0.01% |
28,700
| – | – |
|
|
MRC
1664
PUT
DELISTED
MRC Global
MRC
| $274K | ﹤0.01% |
+24,900
| New | +$261K |
|
1665
Sprott Uranium Miners ETF
URNM
$2B
| $271K | ﹤0.01% |
+5,613
| New | +$262K |
|
1666
Olin
OLN
$2.12B
| $271K | ﹤0.01% |
5,022
-25,299
| -83% | -$1.21M |
|
1667
PUT
Tencent Music
TME
$15.6B
| $270K | ﹤0.01% |
30,000
| – | – |
|
1668
PUT
Prospect Capital
PSEC
$1.17B
| $270K | ﹤0.01% |
+45,000
| New | +$259K |
|
|
CANO
1669
CALL
DELISTED
Cano Health, Inc.
CANO
| $269K | ﹤0.01% |
45,900
+45,441
| +9,900% | +$538K |
|
1670
CALL
Coursera
COUR
$1.54B
| $269K | ﹤0.01% |
13,900
| – | – |
|
1671
Stellantis
STLA
$20.8B
| $269K | ﹤0.01% |
+11,535
| New | +$238K |
|
1672
PUT
Huntington Bancshares
HBAN
$35.5B
| $268K | ﹤0.01% |
21,100
-8,600
| -29% | -$94.1K |
|
1673
CALL
Whirlpool
WHR
$2.82B
| $268K | ﹤0.01% |
2,200
+1,800
| +450% | +$210K |
|
1674
Hilton Grand Vacations
HGV
$3.55B
| $268K | ﹤0.01% |
6,665
-8,640
| -56% | -$324K |
|
1675
PUT
Travelers Companies
TRV
$80.2B
| $267K | ﹤0.01% |
1,400
-200
| -13% | -$34.6K |
|
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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.