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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
CLOV icon
2051
PUT
Clover Health Investments
CLOV
$2.28B
$381 ﹤0.01%
400
– –
JMIA
2052
CALL
Jumia Technologies
JMIA
$967M
$353 ﹤0.01%
+100
New +$301
ACB
2053
CALL
Aurora Cannabis
ACB
$245M
$333 ﹤0.01%
70
– –
IWO icon
2054
iShares Russell 2000 Growth ETF
IWO
$14.7B
$252 ﹤0.01%
1
– –
XOP icon
2055
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$137 ﹤0.01%
1
– –
XLV icon
2056
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$136 ﹤0.01%
1
– –
XHB icon
2057
State Street SPDR S&P Homebuilders ETF
XHB
$1.38B
$96 ﹤0.01%
1
-80,054
-100% -$6.51M
XLB icon
2058
State Street Materials Select Sector SPDR ETF
XLB
$8.56B
$86 ﹤0.01%
+2
New +$80
XLU icon
2059
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
$63 ﹤0.01%
2
– –
BTI icon
2060
British American Tobacco
BTI
$119B
$59 ﹤0.01%
+2
New +$61
KBE icon
2061
State Street SPDR S&P Bank ETF
KBE
$1.59B
$46 ﹤0.01%
1
-53,044
-100% -$2.1M
XLF icon
2062
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$38 ﹤0.01%
1
– –
GDX icon
2063
VanEck Gold Miners ETF
GDX
$29.9B
$31 ﹤0.01%
1
– –
BKLN icon
2064
Invesco Senior Loan ETF
BKLN
$6.77B
$21 ﹤0.01%
1
– –
KDKRW
2065
Kodiak AI Warrants
KDKRW
– –
-92,201
Closed -$21.7K
AAP icon
2066
Advance Auto Parts
AAP
$2.57B
– –
-8,026
Closed -$439K
ABBV icon
2067
AbbVie
ABBV
$440B
– –
-28,649
Closed -$4.18M
ABEV icon
2068
CALL
Ambev
ABEV
$46.9B
– –
-200
Closed -$516
ABEV icon
2069
Ambev
ABEV
$46.9B
– –
-221,967
Closed -$573K
ABEV icon
2070
PUT
Ambev
ABEV
$46.9B
– –
-262,000
Closed -$676K
ABR icon
2071
Arbor Realty Trust
ABR
$935M
– –
-52,980
Closed -$729K
ACI icon
2072
Albertsons Companies
ACI
$5.89B
– –
-3,688
Closed -$83.9K
ACI icon
2073
PUT
Albertsons Companies
ACI
$5.89B
– –
-100,100
Closed -$2.28M
ACN icon
2074
Accenture
ACN
$110B
– –
-8,129
Closed -$2.62M
ADI icon
2075
Analog Devices
ADI
$176B
– –
-2,080
Closed -$371K
81 82
83
84 85

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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.