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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
CNC icon
726
Centene
CNC
$32.5B
$6.3M 0.01%
84,837
+18,511
+28% +$1.34M
RIVN icon
727
PUT
Rivian
RIVN
$23.2B
$6.23M 0.01%
265,700
+1,800
+0.7% +$33.8K
WMB icon
728
CALL
Williams Companies
WMB
$86.1B
$6.23M 0.01%
178,900
-230,800
-56% -$8.1M
IQ icon
729
PUT
iQIYI
IQ
$1.28B
$6.22M 0.01%
1,274,600
-100,000
-7% -$473K
DBX icon
730
PUT
Dropbox
DBX
$8.12B
$6.19M 0.01%
210,000
+110,000
+110% +$3.05M
UBS icon
731
CALL
UBS Group
UBS
$176B
$6.18M 0.01%
200,000
-100
-0% -$2.63K
DV icon
732
PUT
DoubleVerify
DV
$2.03B
$6.13M 0.01%
166,600
+46,800
+39% +$1.46M
SYK icon
733
PUT
Stryker
SYK
$130B
$6.11M 0.01%
20,400
+9,100
+81% +$2.55M
HLF icon
734
Herbalife
HLF
$1.29B
$6.1M 0.01%
399,992
+99,992
+33% +$1.38M
DECK icon
735
PUT
Deckers Outdoor
DECK
$13.3B
$6.08M 0.01%
54,600
+53,400
+4,450% +$5.43M
STNG icon
736
PUT
Scorpio Tankers
STNG
$3.81B
$6.08M 0.01%
100,000
– –
HCA icon
737
PUT
HCA Healthcare
HCA
$89.5B
$6.06M 0.01%
22,400
+10,300
+85% +$2.55M
FSLY icon
738
PUT
Fastly Inc
FSLY
$3.66B
$6.05M 0.01%
340,000
– –
JWN
739
CALL
DELISTED
Nordstrom
JWN
$6.05M 0.01%
328,000
+148,200
+82% +$2.27M
HOOD icon
740
PUT
Robinhood
HOOD
$83.9B
$6.05M 0.01%
474,500
+388,700
+453% +$3.86M
AMAT icon
741
Applied Materials
AMAT
$428B
$6.03M 0.01%
37,233
+857
+2% +$126K
PGR icon
742
Progressive
PGR
$125B
$6.03M 0.01%
+37,840
New +$5.92M
PPG icon
743
PPG Industries
PPG
$26.6B
$6.02M 0.01%
40,268
+33,955
+538% +$4.59M
SU icon
744
Suncor Energy
SU
$70.3B
$6.02M 0.01%
+187,806
New +$6.13M
DFS
745
CALL
DELISTED
Discover Financial Services
DFS
$6.01M 0.01%
53,500
+6,900
+15% +$638K
MPC icon
746
PUT
Marathon Petroleum
MPC
$83.7B
$6.01M 0.01%
40,500
-34,800
-46% -$5.17M
FTNT icon
747
PUT
Fortinet
FTNT
$117B
$5.95M 0.01%
101,700
+15,100
+17% +$835K
TROW icon
748
PUT
T. Rowe Price
TROW
$24.3B
$5.93M 0.01%
55,100
-7,900
-13% -$787K
BERY
749
CALL
DELISTED
Berry Global Group, Inc.
BERY
$5.93M 0.01%
+95,832
New +$5.41M
CPNG icon
750
CALL
Coupang
CPNG
$29.2B
$5.91M 0.01%
365,000
-859,400
-70% -$14.2M
28 29
30
31 32

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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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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.