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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 | |
|---|---|---|---|---|---|---|
|
LTHM
1751
CALL
DELISTED
Livent Corporation
LTHM
| $171K | ﹤0.01% |
9,500
-2,800
| -23% | -$43.6K |
|
|
LAZR
1752
PUT
DELISTED
Luminar Technologies
LAZR
| $169K | ﹤0.01% |
3,333
| – | – |
|
1753
Twilio
TWLO
$36.6B
| $166K | ﹤0.01% |
2,192
-10,955
| -83% | -$683K |
|
1754
AMC Entertainment Holdings
AMC
$2.31B
| $164K | ﹤0.01% |
26,849
+2,552
| +11% | +$20.7K |
|
1755
PUT
Roper Technologies
ROP
$39.8B
| $164K | ﹤0.01% |
300
-100
| -25% | -$51.5K |
|
1756
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $163K | ﹤0.01% |
689
-5,825
| -89% | -$1.29M |
|
1757
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $162K | ﹤0.01% |
800
-4,400
| -85% | -$873K |
|
1758
CALL
Phillips 66
PSX
$81.4B
| $160K | ﹤0.01% |
1,200
-1,900
| -61% | -$227K |
|
1759
PUT
NovoCure
NVCR
$1.91B
| $160K | ﹤0.01% |
+10,700
| New | +$143K |
|
1760
CALL
Deutsche Bank
DB
$71.5B
| $159K | ﹤0.01% |
11,700
| – | – |
|
|
KRTX
1761
PUT
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $158K | ﹤0.01% |
+500
| New | +$97.2K |
|
1762
PUT
Burford Capital
BUR
$971M
| $158K | ﹤0.01% |
+10,100
| New | +$135K |
|
1763
UiPath
PATH
$7.8B
| $157K | ﹤0.01% |
6,312
-5,872
| -48% | -$115K |
|
1764
CALL
Sherwin-Williams
SHW
$89.8B
| $156K | ﹤0.01% |
500
+100
| +25% | +$26.9K |
|
1765
PUT
Burlington
BURL
$23.2B
| $156K | ﹤0.01% |
+800
| New | +$119K |
|
1766
W.W. Grainger
GWW
$60.2B
| $155K | ﹤0.01% |
187
-710
| -79% | -$547K |
|
1767
CALL
Bio-Techne
TECH
$11.3B
| $154K | ﹤0.01% |
+2,000
| New | +$132K |
|
1768
CALL
Antero Resources
AR
$10.7B
| $154K | ﹤0.01% |
6,800
-50,500
| -88% | -$1.28M |
|
1769
Banc of California
BANC
$2.97B
| $154K | ﹤0.01% |
+11,451
| New | +$142K |
|
1770
CALL
PureCycle Technologies
PCT
$1.45B
| $152K | ﹤0.01% |
37,500
| – | – |
|
1771
PUT
SolarEdge
SEDG
$1.95B
| $150K | ﹤0.01% |
1,600
-51,800
| -97% | -$4.72M |
|
1772
CALL
Crocs
CROX
$6.55B
| $149K | ﹤0.01% |
1,600
-5,900
| -79% | -$545K |
|
1773
Ventas
VTR
$47.9B
| $149K | ﹤0.01% |
+2,988
| New | +$134K |
|
|
MAXN
1774
DELISTED
Maxeon Solar Technologies
MAXN
| $143K | ﹤0.01% |
200
| – | – |
|
1775
PUT
Keysight
KEYS
$58.3B
| $143K | ﹤0.01% |
900
-1,600
| -64% | -$217K |
|
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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.