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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+12.97%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49B
AUM Growth
+$4.18B
Cap. Flow
-$56.9M
Cap. Flow %
-0.12%
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 Miscellaneous 95.36%
2 Technology 1.5%
3 Financials 0.8%
4 Consumer Discretionary 0.56%
5 Communication Services 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PFSI icon
326
PUT
PennyMac Financial
PFSI
$3.74B
$24.7M 0.05%
280,000
– –
ARKK icon
327
ARK Innovation ETF
ARKK
$6.43B
$24.7M 0.05%
470,966
+450,086
+2,156% +$19.5M
LIN icon
328
PUT
Linde
LIN
$216B
$24.5M 0.05%
59,700
+13,400
+29% +$5.28M
MDT icon
329
PUT
Medtronic
MDT
$118B
$24.5M 0.05%
296,800
+263,400
+789% +$20.1M
PG icon
330
CALL
Procter & Gamble
PG
$338B
$24.4M 0.05%
166,800
+60,100
+56% +$8.9M
ABR icon
331
PUT
Arbor Realty Trust
ABR
$935M
$24.3M 0.05%
1,600,100
+5,100
+0.3% +$70.2K
DXCM icon
332
PUT
DexCom
DXCM
$31.9B
$24.2M 0.05%
195,200
-4,900
-2% -$501K
INTU icon
333
PUT
Intuit
INTU
$87.2B
$24.2M 0.05%
38,700
+1,400
+4% +$772K
MDT icon
334
CALL
Medtronic
MDT
$118B
$24.2M 0.05%
293,300
+72,300
+33% +$5.51M
VZ icon
335
PUT
Verizon
VZ
$209B
$24M 0.05%
636,700
-63,800
-9% -$2.26M
ENPH icon
336
PUT
Enphase Energy
ENPH
$5.13B
$24M 0.05%
181,500
-133,900
-42% -$14.2M
ROKU icon
337
CALL
Roku
ROKU
$23.1B
$23.9M 0.05%
260,400
+81,700
+46% +$6.83M
NCLH icon
338
CALL
Norwegian Cruise Line
NCLH
$7.07B
$23.8M 0.05%
1,186,200
+624,100
+111% +$10M
MDLZ icon
339
PUT
Mondelez International
MDLZ
$78.7B
$23.6M 0.05%
326,400
+21,600
+7% +$1.48M
DD icon
340
PUT
DuPont de Nemours
DD
$17.7B
$23.6M 0.05%
244,816
+201,159
+461% +$18.3M
AMT icon
341
CALL
American Tower
AMT
$81.9B
$23.5M 0.05%
109,000
+89,200
+451% +$16.9M
CCL icon
342
CALL
Carnival Corporation Ltd
CCL
$31.8B
$23.5M 0.05%
1,267,100
-201,100
-14% -$2.92M
ABBV icon
343
PUT
AbbVie
ABBV
$440B
$23.3M 0.05%
150,600
+12,200
+9% +$1.78M
EXAS
344
CALL
DELISTED
Exact Sciences
EXAS
$23.3M 0.05%
315,000
+25,300
+9% +$1.66M
SE icon
345
CALL
Sea Limited
SE
$69.4B
$23.2M 0.05%
572,400
-213,700
-27% -$8.72M
ISRG icon
346
PUT
Intuitive Surgical
ISRG
$124B
$23.1M 0.05%
68,500
-18,800
-22% -$5.6M
SPGI icon
347
PUT
S&P Global
SPGI
$127B
$22.8M 0.05%
51,700
+2,700
+6% +$1.07M
PEP icon
348
PUT
PepsiCo
PEP
$189B
$22.5M 0.05%
132,600
-341,300
-72% -$56.6M
DHI icon
349
PUT
D.R. Horton
DHI
$38.7B
$22.5M 0.05%
148,100
+42,100
+40% +$5.18M
EMR icon
350
CALL
Emerson Electric
EMR
$84.9B
$22.4M 0.05%
230,000
+53,200
+30% +$4.87M
12 13
14
15 16

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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's Q4 2023 filing shows 385 new, 693 increased, 766 reduced and 516 closed positions. Its largest new stake was Invesco QQQ Trust: 615,330 shares worth $252M. The largest sale was iShares Russell 2000 ETF, an estimated $160M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 96% a quarter earlier, followed by Technology and Financials.

  • 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.