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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
KGC icon
376
PUT
Kinross Gold
KGC
$32.8B
$20.5M 0.04%
3,388,900
+1,291,100
+62% +$7.06M
MELI icon
377
PUT
Mercado Libre
MELI
$92.3B
$20.4M 0.04%
13,000
+3,000
+30% +$4.25M
COIN icon
378
CALL
Coinbase
COIN
$40.5B
$20.4M 0.04%
117,100
-182,800
-61% -$20M
RDFN
379
PUT
DELISTED
Redfin
RDFN
$20.1M 0.04%
1,950,000
-100
-0% -$696
ZM icon
380
CALL
Zoom
ZM
$30.6B
$20.1M 0.04%
279,600
+12,800
+5% +$846K
LQD icon
381
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$19.9M 0.04%
+180,000
New +$18.7M
AGG icon
382
PUT
iShares Core US Aggregate Bond ETF
AGG
$138B
$19.9M 0.04%
+200,000
New +$19M
AA icon
383
CALL
Alcoa
AA
$13.2B
$19.8M 0.04%
581,600
+528,400
+993% +$14.3M
BMY icon
384
PUT
Bristol-Myers Squibb
BMY
$132B
$19.8M 0.04%
385,000
+245,700
+176% +$12.9M
APO icon
385
PUT
Apollo Global Management
APO
$73.4B
$19.6M 0.04%
+210,000
New +$18.5M
DPZ icon
386
CALL
Domino's
DPZ
$11.6B
$19.5M 0.04%
47,400
-44,200
-48% -$16.6M
FDX icon
387
CALL
FedEx
FDX
$75.4B
$19.5M 0.04%
77,000
+20,600
+37% +$5.23M
WPM icon
388
CALL
Wheaton Precious Metals
WPM
$60.9B
$19.4M 0.04%
392,800
+60,600
+18% +$2.74M
SHOP icon
389
Shopify
SHOP
$195B
$19.3M 0.04%
247,990
+122,782
+98% +$7.84M
DUK icon
390
CALL
Duke Energy
DUK
$97.3B
$19.3M 0.04%
198,800
-15,400
-7% -$1.4M
HUM icon
391
Humana
HUM
$46.2B
$19.2M 0.04%
+42,023
New +$20.7M
ACN icon
392
PUT
Accenture
ACN
$108B
$19.2M 0.04%
54,600
-5,500
-9% -$1.77M
CMCSA icon
393
PUT
Comcast
CMCSA
$90B
$19.1M 0.04%
435,900
-73,800
-14% -$3.16M
WIX icon
394
PUT
WIX.com
WIX
$2.52B
$19.1M 0.04%
155,000
+5,000
+3% +$482K
HES
395
PUT
DELISTED
Hess
HES
$19M 0.04%
131,900
+44,500
+51% +$6.52M
IVV icon
396
PUT
iShares Core S&P 500 ETF
IVV
$902B
$18.8M 0.04%
39,300
+3,500
+10% +$1.57M
BIDU icon
397
CALL
Baidu
BIDU
$37.2B
$18.8M 0.04%
157,500
+104,500
+197% +$12.1M
COST icon
398
CALL
Costco
COST
$420B
$18.7M 0.04%
28,400
+10,500
+59% +$6.22M
SPY icon
399
State Street SPDR S&P 500 ETF Trust
SPY
$823B
$18.6M 0.04%
39,216
-188,566
-83% -$84M
F icon
400
PUT
Ford
F
$55.7B
$18.6M 0.04%
1,523,700
+95,100
+7% +$1.06M
14 15
16
17 18

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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.