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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
PGR icon
401
PUT
Progressive
PGR
$125B
$18.5M 0.04%
116,000
+76,100
+191% +$11.9M
DLR icon
402
CALL
Digital Realty Trust
DLR
$71.7B
$18.5M 0.04%
137,100
+134,200
+4,628% +$17.3M
SHOP icon
403
PUT
Shopify
SHOP
$195B
$18.4M 0.04%
236,800
-45,200
-16% -$2.89M
MAR icon
404
CALL
Marriott International
MAR
$92.3B
$18.4M 0.04%
81,500
-7,100
-8% -$1.44M
PG icon
405
PUT
Procter & Gamble
PG
$339B
$18.3M 0.04%
124,700
+44,000
+55% +$6.52M
SLB icon
406
PUT
SLB Ltd
SLB
$75B
$18.1M 0.04%
348,700
-3,800
-1% -$207K
DUK icon
407
PUT
Duke Energy
DUK
$97.3B
$17.9M 0.04%
184,600
-14,000
-7% -$1.27M
AAPL icon
408
Apple
AAPL
$4.57T
$17.8M 0.04%
+92,490
New +$17.1M
EXPE icon
409
CALL
Expedia Group
EXPE
$37.3B
$17.8M 0.04%
117,000
+105,100
+883% +$12.9M
FISV
410
PUT
Fiserv Inc
FISV
$27.9B
$17.7M 0.04%
133,600
+2,200
+2% +$270K
PAYX icon
411
CALL
Paychex
PAYX
$42.7B
$17.7M 0.04%
148,600
+13,000
+10% +$1.54M
CHTR icon
412
Charter Communications
CHTR
$18.2B
$17.7M 0.04%
45,537
+42,021
+1,195% +$17.1M
PAAS icon
413
CALL
Pan American Silver
PAAS
$21.6B
$17.6M 0.04%
1,078,000
+805,400
+295% +$12.1M
UNH icon
414
PUT
UnitedHealth
UNH
$370B
$17.5M 0.04%
33,300
-41,000
-55% -$21.9M
KRE icon
415
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
$17.5M 0.04%
333,442
-514,755
-61% -$23M
AMAT icon
416
CALL
Applied Materials
AMAT
$428B
$17.4M 0.04%
107,600
-34,900
-24% -$5.13M
IMGN
417
CALL
DELISTED
Immunogen Inc
IMGN
$17.4M 0.04%
587,800
+538,900
+1,102% +$10.7M
NOW icon
418
CALL
ServiceNow
NOW
$129B
$17.3M 0.04%
122,500
+66,000
+117% +$8.32M
ARKK icon
419
CALL
ARK Innovation ETF
ARKK
$6.31B
$17.1M 0.04%
327,300
-206,600
-39% -$8.94M
MMM icon
420
PUT
3M
MMM
$94.3B
$17.1M 0.03%
187,294
-44,132
-19% -$3.54M
JNJ icon
421
PUT
Johnson & Johnson
JNJ
$625B
$17.1M 0.03%
109,100
-143,500
-57% -$22M
DOW icon
422
PUT
Dow Inc
DOW
$21.2B
$17.1M 0.03%
311,300
-31,200
-9% -$1.59M
DE icon
423
CALL
Deere & Co
DE
$168B
$17M 0.03%
42,600
-19,700
-32% -$7.43M
MA icon
424
PUT
Mastercard
MA
$493B
$16.9M 0.03%
39,700
-19,100
-32% -$7.67M
XRT icon
425
State Street SPDR S&P Retail ETF
XRT
$327M
$16.9M 0.03%
233,285
+233,283
+11,664,150% +$14.8M
15 16
17
18 19

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.