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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
K
476
CALL
DELISTED
Kellanova
K
$14M 0.03%
+250,100
New +$13.1M
PRU icon
477
CALL
Prudential Financial
PRU
$41.8B
$14M 0.03%
134,800
+34,600
+35% +$3.32M
CMG icon
478
CALL
Chipotle Mexican Grill
CMG
$41.5B
$14M 0.03%
305,000
-195,000
-39% -$8.11M
BDX icon
479
PUT
Becton Dickinson
BDX
$48.2B
$13.9M 0.03%
56,900
+41,600
+272% +$10.3M
GES
480
PUT
DELISTED
Guess Inc
GES
$13.8M 0.03%
600,000
+200,000
+50% +$4.47M
BSX icon
481
Boston Scientific
BSX
$71.5B
$13.8M 0.03%
238,174
+25,446
+12% +$1.36M
XLY icon
482
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$13.7M 0.03%
153,200
-4,600
-3% -$381K
MPWR icon
483
PUT
Monolithic Power Systems
MPWR
$68.9B
$13.7M 0.03%
21,700
-10,300
-32% -$5.38M
AMGN icon
484
PUT
Amgen
AMGN
$222B
$13.7M 0.03%
47,500
-16,400
-26% -$4.47M
TFC icon
485
PUT
Truist Financial
TFC
$64B
$13.6M 0.03%
369,300
+259,900
+238% +$8.16M
BTU icon
486
CALL
Peabody Energy
BTU
$2.9B
$13.6M 0.03%
+560,000
New +$13.5M
DAL icon
487
CALL
Delta Air Lines
DAL
$60.1B
$13.6M 0.03%
338,500
+53,000
+19% +$1.92M
KKR icon
488
CALL
KKR & Co
KKR
$92.3B
$13.6M 0.03%
164,100
+119,000
+264% +$8.06M
XLY icon
489
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
$13.6M 0.03%
151,800
-200
-0.1% -$16.6K
GFI icon
490
PUT
Gold Fields
GFI
$36.5B
$13.6M 0.03%
937,200
+551,900
+143% +$7.63M
COF icon
491
CALL
Capital One
COF
$134B
$13.5M 0.03%
103,200
+37,800
+58% +$4.08M
ENB icon
492
PUT
Enbridge
ENB
$112B
$13.5M 0.03%
375,000
– –
BKNG icon
493
CALL
Booking.com
BKNG
$161B
$13.5M 0.03%
+95,000
New +$11.8M
BLK icon
494
PUT
Blackrock
BLK
$176B
$13.5M 0.03%
16,600
+3,600
+28% +$2.51M
CVX icon
495
Chevron
CVX
$366B
$13.5M 0.03%
90,274
-191,960
-68% -$29M
CVNA icon
496
CALL
Carvana
CVNA
$77.9B
$13.2M 0.03%
1,251,000
+1,000,000
+398% +$7.49M
SPB icon
497
CALL
Spectrum Brands
SPB
$2.07B
$13.2M 0.03%
165,000
+65,000
+65% +$4.9M
EA
498
DELISTED
Electronic Arts
EA
$13.1M 0.03%
96,051
+60,124
+167% +$7.95M
XRT icon
499
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
$13.1M 0.03%
181,700
+58,300
+47% +$3.71M
ICE icon
500
CALL
Intercontinental Exchange
ICE
$84.4B
$13.1M 0.03%
102,300
+10,900
+12% +$1.24M
18 19
20
21 22

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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.