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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
OLN icon
776
PUT
Olin
OLN
$2.12B
$5.39M 0.01%
100,000
– –
WM icon
777
CALL
Waste Management
WM
$91B
$5.37M 0.01%
30,000
-2,200
-7% -$369K
RITM icon
778
PUT
Rithm Capital
RITM
$5.69B
$5.34M 0.01%
500,000
– –
CVS icon
779
PUT
CVS Health
CVS
$122B
$5.31M 0.01%
67,300
-600
-0.9% -$42.7K
TSCO icon
780
CALL
Tractor Supply
TSCO
$18B
$5.31M 0.01%
123,500
+67,000
+119% +$2.74M
TTD icon
781
PUT
Trade Desk
TTD
$6.49B
$5.29M 0.01%
73,500
+20,200
+38% +$1.48M
LITE icon
782
PUT
Lumentum
LITE
$69.3B
$5.24M 0.01%
100,000
– –
IQ icon
783
CALL
iQIYI
IQ
$1.28B
$5.23M 0.01%
1,071,800
+250,000
+30% +$1.18M
NRG icon
784
NRG Energy
NRG
$24.8B
$5.23M 0.01%
+101,131
New +$4.57M
DD icon
785
CALL
DuPont de Nemours
DD
$19.2B
$5.22M 0.01%
54,014
-6,453
-11% -$587K
FRPT icon
786
CALL
Freshpet
FRPT
$3.22B
$5.21M 0.01%
+60,000
New +$4.11M
KMI icon
787
PUT
Kinder Morgan
KMI
$68.7B
$5.2M 0.01%
294,600
-205,600
-41% -$3.5M
PACB icon
788
CALL
Pacific Biosciences
PACB
$368M
$5.19M 0.01%
+529,300
New +$4.33M
ADSK icon
789
PUT
Autodesk
ADSK
$52.6B
$5.19M 0.01%
21,300
-35,000
-62% -$7.56M
SPB icon
790
PUT
Spectrum Brands
SPB
$2.07B
$5.19M 0.01%
65,000
+60,000
+1,200% +$4.52M
ANET icon
791
Arista Networks
ANET
$238B
$5.17M 0.01%
87,884
+37,084
+73% +$1.95M
AON icon
792
PUT
Aon
AON
$76B
$5.15M 0.01%
17,700
-1,200
-6% -$384K
ETSY icon
793
CALL
Etsy
ETSY
$7.85B
$5.15M 0.01%
63,500
+63,400
+63,400% +$4.54M
FICO icon
794
PUT
Fair Isaac
FICO
$22.5B
$5.12M 0.01%
4,400
-700
-14% -$705K
DLR icon
795
Digital Realty Trust
DLR
$71.7B
$5.12M 0.01%
38,008
-11,194
-23% -$1.45M
HLX icon
796
CALL
Helix Energy Solutions
HLX
$1.41B
$5.09M 0.01%
+495,000
New +$4.92M
FERG icon
797
CALL
Ferguson
FERG
$49.8B
$5.04M 0.01%
26,100
– –
AU icon
798
CALL
AngloGold Ashanti
AU
$48.7B
$5.03M 0.01%
268,900
-127,700
-32% -$2.3M
BAM icon
799
PUT
Brookfield Asset Management
BAM
$83.8B
$5.02M 0.01%
+125,000
New +$4.23M
NEM icon
800
Newmont
NEM
$119B
$5.02M 0.01%
121,310
-60,490
-33% -$2.34M
30 31
32
33 34

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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.