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Parallax Volatility Advisers

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
Cap. Flow
-$2.19B
Cap. Flow %
-4.47%
Top 10 Hldgs %
27.26%
Holding
2,634
New
385
Increased
693
Reduced
766
Closed
516

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$246M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$234M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$122M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$69.9M
5
MU icon
Micron Technology
MU
+$47.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$160M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$84M
3
MSFT icon
Microsoft
MSFT
+$70.1M
4
META icon
Meta Platforms (Facebook)
META
+$37.3M
5
CAT icon
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
ONYXW
2026
DELISTED
Onyx Acquisition Co. I Warrant
ONYXW
$2K ﹤0.01%
100,000
-25,000
-20% -$485
AEON.WS
2027
DELISTED
AEON Biopharma Inc
AEON.WS
$1.88K ﹤0.01%
25,000
– –
PMGMW
2028
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$1.85K ﹤0.01%
+105,800
New +$3.77K
APCA.WS
2029
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$1.75K ﹤0.01%
69,928
+15,000
+27% +$420
LAZR
2030
CALL
DELISTED
Luminar Technologies
LAZR
$1.69K ﹤0.01%
33
– –
LDOS icon
2031
Leidos
LDOS
$17.3B
$1.62K ﹤0.01%
15
-6,356
-100% -$648K
GSDWW
2032
DELISTED
Global Systems Dynamics, Inc. Warrant
GSDWW
$1.52K ﹤0.01%
323,033
– –
LUMN icon
2033
CALL
Lumen
LUMN
$6.44B
$1.46K ﹤0.01%
800
– –
PORT.WS
2034
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$1.25K ﹤0.01%
50,103
-21,571
-30% -$520
CLOV icon
2035
CALL
Clover Health Investments
CLOV
$2.51B
$1.24K ﹤0.01%
1,300
– –
BROGW
2036
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$1.19K ﹤0.01%
80,057
-119,943
-60% -$2.17K
CHPT icon
2037
PUT
ChargePoint
CHPT
$161M
$1.17K ﹤0.01%
25
– –
PACB icon
2038
PUT
Pacific Biosciences
PACB
$370M
$981 ﹤0.01%
+100
New +$818
SEE
2039
DELISTED
Sealed Air
SEE
$950 ﹤0.01%
26
-73,014
-100% -$2.39M
MGNI icon
2040
CALL
Magnite
MGNI
$3.55B
$934 ﹤0.01%
100
-750,000
-100% -$5.93M
MCAAW
2041
DELISTED
Mountain & Co. I Acquisition Corp. Warrant
MCAAW
$933 ﹤0.01%
30,000
-20,000
-40% -$1.43K
UAA icon
2042
PUT
Under Armour
UAA
$2.6B
$879 ﹤0.01%
100
– –
SDSTW
2043
Stardust Power Inc Warrant
SDSTW
$781 ﹤0.01%
31,135
– –
DDD icon
2044
CALL
3D Systems Corp
DDD
$613M
$635 ﹤0.01%
100
– –
AOS icon
2045
A.O. Smith
AOS
$8.7B
$495 ﹤0.01%
+6
New +$442
ACB
2046
PUT
Aurora Cannabis
ACB
$185M
$476 ﹤0.01%
100
– –
HYFM icon
2047
CALL
Hydrofarm Holdings
HYFM
$7.62M
$459 ﹤0.01%
50
– –
PBI icon
2048
CALL
Pitney Bowes
PBI
$2.39B
$440 ﹤0.01%
100
– –
IBB icon
2049
iShares Biotechnology ETF
IBB
$9.71B
$408 ﹤0.01%
+3
New +$366
CEROW
2050
DELISTED
CERo Therapeutics Warrants
CEROW
$399 ﹤0.01%
14,502
-5,498
-27% -$172
80 81
82
83 84

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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.