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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
MGNI icon
551
Magnite
MGNI
$3.4B
$10.6M 0.02%
1,139,705
-583,432
-34% -$4.61M
BXMT icon
552
PUT
Blackstone Mortgage Trust
BXMT
$2.34B
$10.6M 0.02%
+500,000
New +$10.8M
FXI icon
553
CALL
iShares China Large-Cap ETF
FXI
$4.17B
$10.6M 0.02%
441,700
-552,200
-56% -$14M
BKLN icon
554
PUT
Invesco Senior Loan ETF
BKLN
$6.77B
$10.6M 0.02%
500,000
– –
AFL icon
555
PUT
Aflac
AFL
$57.7B
$10.6M 0.02%
128,100
-17,300
-12% -$1.39M
MGM icon
556
CALL
MGM Resorts International
MGM
$10.2B
$10.5M 0.02%
234,600
+140,400
+149% +$5.51M
TECK icon
557
PUT
Teck Resources
TECK
$35.3B
$10.5M 0.02%
247,800
-180,000
-42% -$6.91M
YUM icon
558
CALL
Yum! Brands
YUM
$40.8B
$10.5M 0.02%
80,100
+80,000
+80,000% +$9.98M
FANG icon
559
PUT
Diamondback Energy
FANG
$55.9B
$10.4M 0.02%
67,100
-476,900
-88% -$74.7M
TJX icon
560
PUT
TJX Companies
TJX
$142B
$10.3M 0.02%
109,800
+59,300
+117% +$5.32M
DLTR icon
561
PUT
Dollar Tree
DLTR
$23.3B
$10.3M 0.02%
72,200
+3,200
+5% +$379K
PAYC icon
562
PUT
Paycom
PAYC
$9.88B
$10.3M 0.02%
49,600
-21,400
-30% -$4.52M
WSM icon
563
CALL
Williams-Sonoma
WSM
$26.8B
$10.3M 0.02%
101,600
+74,000
+268% +$6.41M
LYB icon
564
PUT
LyondellBasell Industries
LYB
$20.9B
$10.2M 0.02%
107,400
+7,900
+8% +$739K
DISH
565
PUT
DELISTED
DISH Network Corp.
DISH
$10.1M 0.02%
1,758,700
-297,000
-14% -$1.33M
TD icon
566
CALL
Toronto Dominion Bank
TD
$197B
$10.1M 0.02%
156,700
– –
FIVN icon
567
CALL
FIVE9
FIVN
$2.33B
$10.1M 0.02%
128,000
+74,900
+141% +$5.22M
MP icon
568
PUT
MP Materials
MP
$9.86B
$10.1M 0.02%
507,000
+502,000
+10,040% +$8.56M
HLT icon
569
Hilton Worldwide
HLT
$68.5B
$10M 0.02%
+55,149
New +$9M
TAL icon
570
PUT
TAL Education Group
TAL
$6.56B
$10M 0.02%
795,000
+178,100
+29% +$1.84M
USO icon
571
PUT
United States Oil Fund
USO
$1.65B
$10M 0.02%
+150,000
New +$10.9M
JETS icon
572
CALL
US Global Jets ETF
JETS
$727M
$9.9M 0.02%
520,000
+348,400
+203% +$5.88M
CI icon
573
Cigna
CI
$72.9B
$9.78M 0.02%
32,672
-14,889
-31% -$4.35M
WTW icon
574
CALL
Willis Towers Watson
WTW
$30.2B
$9.77M 0.02%
40,500
+40,200
+13,400% +$9.3M
HAL icon
575
CALL
Halliburton
HAL
$30.7B
$9.76M 0.02%
270,000
-139,300
-34% -$5.36M
21 22
23
24 25

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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.