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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$450B
$2.8B 5.71%
6,825,500
+3,134,700
+85% +$1.19B
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$2.08B 4.25%
4,377,400
-721,400
-14% -$321M
SPY icon
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.91B 3.9%
4,021,000
+1,961,900
+95% +$874M
IWM icon
4
CALL
iShares Russell 2000 ETF
IWM
$80.2B
$1.06B 2.16%
5,275,200
-2,586,000
-33% -$463M
META icon
5
CALL
Meta Platforms (Facebook)
META
$1.37T
$1.05B 2.14%
2,958,300
-461,000
-13% -$150M
IWM icon
6
PUT
iShares Russell 2000 ETF
IWM
$80.2B
$1.01B 2.06%
5,028,400
-6,490,500
-56% -$1.16B
TSLA icon
7
PUT
Tesla
TSLA
$1.22T
$982M 2%
3,952,600
+384,500
+11% +$91.4M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$450B
$933M 1.91%
2,279,200
-1,108,400
-33% -$421M
NVDA icon
9
PUT
NVIDIA
NVDA
$4.72T
$854M 1.74%
17,250,000
-9,531,000
-36% -$442M
META icon
10
PUT
Meta Platforms (Facebook)
META
$1.37T
$680M 1.39%
1,920,600
-364,200
-16% -$119M
AAPL icon
11
CALL
Apple
AAPL
$4.9T
$601M 1.23%
3,120,200
-2,019,900
-39% -$373M
MSFT icon
12
PUT
Microsoft
MSFT
$3.35T
$574M 1.17%
1,527,500
-756,300
-33% -$269M
GLD icon
13
PUT
SPDR Gold Trust
GLD
$133B
$517M 1.05%
2,702,500
+214,900
+9% +$39.4M
MSFT icon
14
CALL
Microsoft
MSFT
$3.35T
$502M 1.03%
1,335,400
+26,700
+2% +$9.5M
AAPL icon
15
PUT
Apple
AAPL
$4.9T
$464M 0.95%
2,410,100
-555,000
-19% -$102M
XLE icon
16
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$450M 0.92%
10,729,800
-2,875,800
-21% -$123M
TSLA icon
17
CALL
Tesla
TSLA
$1.22T
$437M 0.89%
1,759,500
-678,300
-28% -$161M
PANW icon
18
PUT
Palo Alto Networks
PANW
$265B
$412M 0.84%
2,792,800
-1,800,400
-39% -$241M
PDD icon
19
CALL
Pinduoduo
PDD
$124B
$386M 0.79%
2,640,500
+405,200
+18% +$49.1M
GLD icon
20
CALL
SPDR Gold Trust
GLD
$133B
$380M 0.78%
1,987,900
+255,800
+15% +$46.9M
RCL icon
21
PUT
Royal Caribbean
RCL
$86.1B
$374M 0.76%
2,885,900
+572,500
+25% +$58.4M
NVDA icon
22
CALL
NVIDIA
NVDA
$4.72T
$339M 0.69%
6,849,000
-7,005,000
-51% -$325M
COIN icon
23
PUT
Coinbase
COIN
$43.1B
$339M 0.69%
1,949,000
+605,100
+45% +$66.1M
GOOG icon
24
PUT
Alphabet (Google) Class C
GOOG
$4.08T
$330M 0.67%
2,339,800
-263,100
-10% -$35.7M
NVDA icon
25
NVIDIA
NVDA
$4.72T
$322M 0.66%
6,496,030
+5,318,140
+451% +$246M
1
2 3 4 5

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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KBC Group
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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.