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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
HUM icon
276
PUT
Humana
HUM
$46.2B
$31.4M 0.06%
68,600
+66,100
+2,644% +$32.6M
DELL icon
277
CALL
Dell
DELL
$293B
$30.9M 0.06%
403,700
+244,800
+154% +$17.3M
DVN icon
278
PUT
Devon Energy
DVN
$47.3B
$30.8M 0.06%
679,200
-736,800
-52% -$33.7M
LLY icon
279
PUT
Eli Lilly
LLY
$1.06T
$30.7M 0.06%
52,600
+22,500
+75% +$13.1M
DOCU
280
PUT
DocuSign
DOCU
$11.5B
$30.5M 0.06%
513,100
-13,500
-3% -$619K
KLAC icon
281
CALL
KLA
KLAC
$259B
$30.5M 0.06%
524,000
+483,000
+1,178% +$25.1M
V icon
282
Visa
V
$677B
$30.4M 0.06%
116,928
-65,072
-36% -$16M
C icon
283
Citigroup
C
$226B
$30.3M 0.06%
588,704
-327,870
-36% -$14.5M
ON icon
284
CALL
ON Semiconductor
ON
$31.6B
$30.1M 0.06%
360,400
+78,500
+28% +$6.17M
LI icon
285
PUT
Li Auto
LI
$12.7B
$30M 0.06%
800,900
+159,400
+25% +$5.75M
APA icon
286
CALL
APA Corp
APA
$13.2B
$29.7M 0.06%
827,000
+151,800
+22% +$5.73M
SNAP icon
287
PUT
Snap
SNAP
$9.01B
$29.7M 0.06%
1,752,000
+989,100
+130% +$12.1M
MU icon
288
CALL
Micron Technology
MU
$991B
$29.6M 0.06%
346,800
-5,700
-2% -$423K
PSX icon
289
Phillips 66
PSX
$81.4B
$29.6M 0.06%
222,115
+97,755
+79% +$11.7M
IBM icon
290
PUT
IBM
IBM
$224B
$29.6M 0.06%
180,700
+25,600
+17% +$3.87M
MS icon
291
Morgan Stanley
MS
$340B
$28.9M 0.06%
+310,205
New +$24.8M
ROST icon
292
CALL
Ross Stores
ROST
$81.9B
$28.7M 0.06%
207,300
+194,100
+1,470% +$24.2M
USB icon
293
PUT
US Bancorp
USB
$99.6B
$28.5M 0.06%
659,000
+20,300
+3% +$742K
STX icon
294
PUT
Seagate
STX
$184B
$28.4M 0.06%
332,200
+18,000
+6% +$1.34M
GM icon
295
PUT
General Motors
GM
$76.8B
$28M 0.06%
779,100
-471,800
-38% -$14.6M
GOOG icon
296
Alphabet (Google) Class C
GOOG
$4.32T
$28M 0.06%
+198,433
New +$26.9M
IYR icon
297
CALL
iShares US Real Estate ETF
IYR
$4.65B
$27.9M 0.06%
305,600
-91,500
-23% -$7.49M
ADI icon
298
PUT
Analog Devices
ADI
$190B
$27.9M 0.06%
140,400
-14,900
-10% -$2.66M
ADI icon
299
CALL
Analog Devices
ADI
$190B
$27.7M 0.06%
139,700
-159,800
-53% -$28.5M
XRX icon
300
PUT
Xerox
XRX
$425M
$27.6M 0.06%
1,505,000
+5,000
+0.3% +$73.9K
10 11
12
13 14

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.