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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 | |
|---|---|---|---|---|---|---|
1726
PUT
Republic Services
RSG
$65.7B
| $198K | ﹤0.01% |
1,200
-300
| -20% | -$46.5K |
|
1727
CALL
Globalstar
GSAT
$10.8B
| $198K | ﹤0.01% |
6,793
| – | – |
|
1728
PUT
F5
FFIV
$22.7B
| $197K | ﹤0.01% |
1,100
-2,000
| -65% | -$326K |
|
1729
Harley-Davidson
HOG
$2.71B
| $194K | ﹤0.01% |
5,278
+360
| +7% | +$11.1K |
|
1730
Abercrombie & Fitch
ANF
$5B
| $194K | ﹤0.01% |
2,204
-7,978
| -78% | -$568K |
|
|
JMIA
1731
PUT
Jumia Technologies
JMIA
$767M
| $194K | ﹤0.01% |
+54,900
| New | +$165K |
|
1732
CALL
Amylyx Pharmaceuticals
AMLX
$2.54B
| $191K | ﹤0.01% |
+13,000
| New | +$199K |
|
1733
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $190K | ﹤0.01% |
+5,000
| New | +$176K |
|
1734
CALL
Steel Dynamics
STLD
$37.6B
| $189K | ﹤0.01% |
1,600
-1,700
| -52% | -$189K |
|
1735
CALL
American Coastal Insurance
ACIC
$493M
| $188K | ﹤0.01% |
+19,900
| New | +$160K |
|
|
1736
PUT
American Coastal Insurance
ACIC
$493M
| $188K | ﹤0.01% |
+19,900
| New | +$160K |
|
1737
PUT
Best Buy
BBY
$17.3B
| $188K | ﹤0.01% |
2,400
-8,900
| -79% | -$627K |
|
1738
PUT
TE Connectivity
TEL
$62.6B
| $183K | ﹤0.01% |
+1,300
| New | +$167K |
|
1739
PUT
GDS Holdings
GDS
$6.41B
| $182K | ﹤0.01% |
20,000
| – | – |
|
1740
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.65B
| $181K | ﹤0.01% |
4,520
-8,128
| -64% | -$292K |
|
1741
NCR Voyix
VYX
$1.14B
| $181K | ﹤0.01% |
10,706
+4,411
| +70% | +$70.4K |
|
|
FIRY
1742
CALL
Firy Inc
FIRY
$163M
| $180K | ﹤0.01% |
28,900
| – | – |
|
1743
PUT
Sysco
SYY
$40.3B
| $176K | ﹤0.01% |
+2,400
| New | +$166K |
|
|
SPWR
1744
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $175K | ﹤0.01% |
36,300
+36,000
| +12,000% | +$172K |
|
1745
PUT
Nasdaq
NDAQ
$52.9B
| $174K | ﹤0.01% |
3,000
-9,200
| -75% | -$485K |
|
1746
CALL
Children's Place
PLCE
$59.8M
| $174K | ﹤0.01% |
+7,500
| New | +$182K |
|
|
1747
PUT
Children's Place
PLCE
$59.8M
| $174K | ﹤0.01% |
+7,500
| New | +$182K |
|
1748
TAL Education Group
TAL
$6.87B
| $174K | ﹤0.01% |
+13,786
| New | +$143K |
|
|
1749
Republic Services
RSG
$65.7B
| $174K | ﹤0.01% |
1,055
+1,024
| +3,303% | +$159K |
|
|
CPE
1750
DELISTED
Callon Petroleum Company
CPE
| $174K | ﹤0.01% |
5,358
+470
| +10% | +$16.1K |
|
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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.