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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
BLK icon
676
Blackrock
BLK
$176B
$7.2M 0.01%
8,874
+6,606
+291% +$4.61M
APA icon
677
APA Corp
APA
$13.2B
$7.19M 0.01%
200,499
+19,322
+11% +$730K
FSLR icon
678
PUT
First Solar
FSLR
$26.9B
$7.17M 0.01%
41,600
+14,300
+52% +$2.19M
RL icon
679
PUT
Ralph Lauren
RL
$23.6B
$7.17M 0.01%
49,700
-52,900
-52% -$6.55M
CRC icon
680
PUT
California Resources
CRC
$4.62B
$7.16M 0.01%
131,000
+65,900
+101% +$3.46M
HOOD icon
681
CALL
Robinhood
HOOD
$83.9B
$7.15M 0.01%
561,200
+276,500
+97% +$2.75M
CMI icon
682
PUT
Cummins
CMI
$88.7B
$7.14M 0.01%
29,800
+100
+0.3% +$22.7K
PLD icon
683
CALL
Prologis
PLD
$133B
$7.13M 0.01%
53,500
+51,500
+2,575% +$5.85M
KKR icon
684
PUT
KKR & Co
KKR
$92.3B
$7.09M 0.01%
85,600
+60,600
+242% +$4.1M
CAR icon
685
CALL
Avis
CAR
$5.02B
$7.09M 0.01%
40,000
– –
FL
686
PUT
DELISTED
Foot Locker
FL
$7.09M 0.01%
227,500
+200,000
+727% +$4.83M
CL icon
687
CALL
Colgate-Palmolive
CL
$74.4B
$7.05M 0.01%
88,500
+87,900
+14,650% +$6.61M
XLP icon
688
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$7.05M 0.01%
97,855
-49,017
-33% -$3.4M
KEYS icon
689
CALL
Keysight
KEYS
$58.3B
$7.02M 0.01%
44,100
+35,000
+385% +$4.75M
XLB icon
690
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$7M 0.01%
+163,600
New +$6.54M
XPO icon
691
XPO
XPO
$23.7B
$6.99M 0.01%
79,836
-6,399
-7% -$521K
ZTO icon
692
PUT
ZTO Express
ZTO
$17.9B
$6.93M 0.01%
325,500
+100,000
+44% +$2.27M
FLG
693
CALL
Flagstar Bank National Association
FLG
$5.82B
$6.9M 0.01%
224,700
-200
-0.1% -$6K
CNQ icon
694
CALL
Canadian Natural Resources
CNQ
$93.8B
$6.88M 0.01%
210,000
– –
PFE icon
695
Pfizer
PFE
$153B
$6.8M 0.01%
236,345
-12,039
-5% -$364K
PHM icon
696
CALL
Pultegroup
PHM
$25.3B
$6.76M 0.01%
65,500
+41,500
+173% +$3.53M
PEG icon
697
PUT
Public Service Enterprise Group
PEG
$37.7B
$6.76M 0.01%
+110,500
New +$6.79M
EBAY icon
698
CALL
eBay
EBAY
$49.8B
$6.71M 0.01%
153,800
-76,500
-33% -$3.17M
MRO
699
DELISTED
Marathon Oil Corporation
MRO
$6.7M 0.01%
+277,183
New +$7.14M
WOLF icon
700
PUT
Wolfspeed
WOLF
$1.71B
$6.67M 0.01%
153,400
+111,700
+268% +$4.05M
26 27
28
29 30

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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.