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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 | |
|---|---|---|---|---|---|---|
|
SPR
1876
CALL
DELISTED
Spirit AeroSystems
SPR
| $50.8K | ﹤0.01% |
+1,600
| New | +$39.2K |
|
1877
PUT
Seres Therapeutics
MCRB
$48.9M
| $50.4K | ﹤0.01% |
1,800
| – | – |
|
1878
J.M. Smucker
SJM
$12.8B
| $49.8K | ﹤0.01% |
394
-317
| -45% | -$36.7K |
|
|
MRC
1879
DELISTED
MRC Global
MRC
| $49.2K | ﹤0.01% |
+4,472
| New | +$46.9K |
|
|
ACB
1880
Aurora Cannabis
ACB
$185M
| $48.1K | ﹤0.01% |
10,100
+13
| +0.1% | +$63 |
|
1881
PUT
Sony
SONY
$138B
| $47.3K | ﹤0.01% |
2,500
| – | – |
|
|
KRTX
1882
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $46.8K | ﹤0.01% |
+148
| New | +$28.8K |
|
1883
PUT
Warner Bros
WBD
$67.1B
| $46.7K | ﹤0.01% |
4,100
-80,900
| -95% | -$873K |
|
1884
Banco Santander
SAN
$210B
| $46.2K | ﹤0.01% |
11,166
-11,399
| -51% | -$44.6K |
|
1885
Payoneer
PAYO
$2.41B
| $43.3K | ﹤0.01% |
8,310
-204,280
| -96% | -$1.13M |
|
1886
PUT
Ross Stores
ROST
$81.9B
| $41.5K | ﹤0.01% |
300
-15,800
| -98% | -$1.97M |
|
1887
CALL
Aflac
AFL
$62.6B
| $41.3K | ﹤0.01% |
500
-1,800
| -78% | -$145K |
|
1888
CALL
Dutch Bros
BROS
$9.26B
| $41.2K | ﹤0.01% |
1,300
| – | – |
|
1889
M&T Bank
MTB
$36.2B
| $40.9K | ﹤0.01% |
298
-292
| -49% | -$36.7K |
|
|
TWO
1890
CALL
Two Harbors Investment
TWO
$1.27B
| $40.4K | ﹤0.01% |
2,900
| – | – |
|
1891
Northern Trust
NTRS
$33.9B
| $39.7K | ﹤0.01% |
+471
| New | +$34.8K |
|
1892
Universal Insurance Holdings
UVE
$1.23B
| $39.4K | ﹤0.01% |
2,463
-5,055
| -67% | -$78.7K |
|
1893
CALL
Tilray
TLRY
$622M
| $38.9K | ﹤0.01% |
1,690
+40
| +2% | +$771 |
|
|
DM
1894
PUT
DELISTED
Desktop Metal, Inc.
DM
| $37.5K | ﹤0.01% |
5,000
| – | – |
|
1895
CALL
FirstEnergy
FE
$27.5B
| $36.7K | ﹤0.01% |
1,000
-3,400
| -77% | -$123K |
|
1896
Jack Henry & Associates
JKHY
$11.1B
| $35.1K | ﹤0.01% |
215
+166
| +339% | +$25.4K |
|
1897
PUT
Boston Properties
BXP
$11.1B
| $35.1K | ﹤0.01% |
500
-49,700
| -99% | -$2.93M |
|
1898
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
| $34.8K | ﹤0.01% |
+479
| New | +$33K |
|
1899
PubMatic
PUBM
$810M
| $34.6K | ﹤0.01% |
2,119
-8,081
| -79% | -$117K |
|
1900
CALL
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.9B
| $34.5K | ﹤0.01% |
1,100
-30,000
| -96% | -$661K |
|
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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.