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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
RH icon
351
CALL
RH
RH
$3.71B
$22.3M 0.05%
76,600
+21,300
+39% +$5.5M
HAL icon
352
PUT
Halliburton
HAL
$26.6B
$22.2M 0.05%
614,600
+67,600
+12% +$2.6M
MGNI icon
353
PUT
Magnite
MGNI
$3.55B
$22.2M 0.05%
2,377,500
-250,000
-10% -$1.98M
RNG icon
354
PUT
RingCentral
RNG
$5.28B
$22.1M 0.05%
650,400
+250,000
+62% +$7.47M
ORCL icon
355
Oracle
ORCL
$423B
$22M 0.04%
208,770
-11,419
-5% -$1.25M
ISRG icon
356
CALL
Intuitive Surgical
ISRG
$134B
$21.9M 0.04%
65,000
+63,100
+3,321% +$18.8M
HSY icon
357
PUT
Hershey
HSY
$36.6B
$21.9M 0.04%
117,600
-10,400
-8% -$1.97M
GOOGL icon
358
Alphabet (Google) Class A
GOOGL
$4.33T
$21.9M 0.04%
+156,814
New +$21.1M
XHB icon
359
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$21.9M 0.04%
228,900
-182,300
-44% -$14.8M
MRK icon
360
PUT
Merck
MRK
$318B
$21.9M 0.04%
200,600
-102,000
-34% -$10.6M
XLC icon
361
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
$21.8M 0.04%
+300,000
New +$20.6M
KGC icon
362
CALL
Kinross Gold
KGC
$32.8B
$21.8M 0.04%
3,598,200
+428,300
+14% +$2.34M
HES
363
CALL
DELISTED
Hess
HES
$21.7M 0.04%
150,200
+87,300
+139% +$12.8M
COST icon
364
PUT
Costco
COST
$420B
$21.5M 0.04%
32,600
+6,100
+23% +$3.62M
NLY icon
365
CALL
Annaly Capital Management
NLY
$17.4B
$21.3M 0.04%
1,100,300
– –
HUM icon
366
CALL
Humana
HUM
$46.2B
$21.3M 0.04%
46,500
+34,300
+281% +$16.9M
WPM icon
367
PUT
Wheaton Precious Metals
WPM
$60.9B
$21.2M 0.04%
429,300
+369,900
+623% +$16.7M
XBI icon
368
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$21.2M 0.04%
236,912
+169,648
+252% +$12.6M
TREX icon
369
CALL
Trex
TREX
$5.01B
$21.1M 0.04%
255,000
+100,000
+65% +$6.63M
B
370
PUT
Barrick Mining
B
$73.2B
$21M 0.04%
1,163,100
+369,000
+46% +$6.06M
TXN icon
371
PUT
Texas Instruments
TXN
$261B
$21M 0.04%
123,000
-267,000
-68% -$41.4M
AXP icon
372
American Express
AXP
$230B
$20.9M 0.04%
+111,571
New +$18M
DASH icon
373
PUT
DoorDash
DASH
$93.7B
$20.8M 0.04%
210,500
+36,100
+21% +$3.2M
RH icon
374
PUT
RH
RH
$3.71B
$20.8M 0.04%
71,200
+30,500
+75% +$7.88M
KLAC icon
375
PUT
KLA
KLAC
$259B
$20.7M 0.04%
356,000
-26,000
-7% -$1.35M
13 14
15
16 17

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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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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.