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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
CCL icon
51
PUT
Carnival Corporation Ltd
CCL
$31.8B
$159M 0.33%
8,592,000
-3,090,900
-26% -$44.9M
INTC icon
52
CALL
Intel
INTC
$552B
$158M 0.32%
3,143,800
+377,000
+14% +$15.3M
TLT icon
53
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$153M 0.31%
1,545,522
+1,352,894
+702% +$122M
C icon
54
CALL
Citigroup
C
$229B
$152M 0.31%
2,959,400
+2,334,000
+373% +$103M
XLF icon
55
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$151M 0.31%
4,004,600
+820,200
+26% +$28.4M
AVGO icon
56
PUT
Broadcom
AVGO
$1.75T
$146M 0.3%
1,304,000
-269,000
-17% -$25.5M
PANW icon
57
CALL
Palo Alto Networks
PANW
$275B
$143M 0.29%
966,600
-307,600
-24% -$41.1M
TMO icon
58
CALL
Thermo Fisher Scientific
TMO
$223B
$142M 0.29%
266,800
+72,500
+37% +$35.1M
MU icon
59
PUT
Micron Technology
MU
$1.13T
$141M 0.29%
1,647,300
-2,185,300
-57% -$162M
BDX icon
60
CALL
Becton Dickinson
BDX
$48.8B
$139M 0.28%
568,800
+45,500
+9% +$11.2M
DHR icon
61
CALL
Danaher
DHR
$144B
$133M 0.27%
575,300
+10,962
+2% +$2.33M
C icon
62
PUT
Citigroup
C
$229B
$128M 0.26%
2,488,100
-64,400
-3% -$2.85M
TSM icon
63
CALL
TSMC
TSM
$2.28T
$128M 0.26%
1,227,800
+85,700
+8% +$8.17M
RCL icon
64
CALL
Royal Caribbean
RCL
$70.7B
$126M 0.26%
974,700
-89,200
-8% -$9.09M
TSM icon
65
PUT
TSMC
TSM
$2.28T
$126M 0.26%
1,209,700
+363,900
+43% +$34.7M
JPM icon
66
PUT
JPMorgan Chase
JPM
$940B
$124M 0.25%
731,600
-976,600
-57% -$148M
BA icon
67
CALL
Boeing
BA
$167B
$123M 0.25%
470,900
+234,300
+99% +$50.1M
HYG icon
68
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$121M 0.25%
1,561,100
-1,409,100
-47% -$105M
BAC icon
69
CALL
Bank of America
BAC
$436B
$119M 0.24%
3,521,300
+1,514,700
+75% +$44.1M
GDX icon
70
CALL
VanEck Gold Miners ETF
GDX
$29.9B
$117M 0.24%
3,777,500
+1,198,500
+46% +$35.1M
GOOG icon
71
CALL
Alphabet (Google) Class C
GOOG
$4.1T
$116M 0.24%
820,800
-598,400
-42% -$81.2M
TMUS icon
72
CALL
T-Mobile US
TMUS
$195B
$110M 0.22%
683,900
-170,100
-20% -$25.2M
CAT icon
73
CALL
Caterpillar
CAT
$378B
$107M 0.22%
362,500
+77,900
+27% +$20.2M
INTC icon
74
PUT
Intel
INTC
$552B
$105M 0.21%
2,087,900
-3,361,900
-62% -$137M
ABBV icon
75
CALL
AbbVie
ABBV
$440B
$104M 0.21%
672,800
+273,000
+68% +$39.8M
1 2
3
4 5

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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.