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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
CAH icon
851
CALL
Cardinal Health
CAH
$55.4B
$4.18M 0.01%
41,500
+24,700
+147% +$2.45M
ASML icon
852
ASML
ASML
$669B
$4.18M 0.01%
5,523
-17,504
-76% -$11.6M
DE icon
853
Deere & Co
DE
$168B
$4.18M 0.01%
+10,450
New +$3.94M
NTR icon
854
Nutrien
NTR
$30.7B
$4.17M 0.01%
73,946
-9,545
-11% -$539K
KDP icon
855
PUT
Keurig Dr Pepper
KDP
$40.8B
$4.17M 0.01%
125,000
+54,400
+77% +$1.7M
ARMK icon
856
PUT
Aramark
ARMK
$14.7B
$4.15M 0.01%
+147,800
New +$4M
B
857
Barrick Mining
B
$73.2B
$4.14M 0.01%
229,093
-281,156
-55% -$4.62M
BHP icon
858
CALL
BHP
BHP
$230B
$4.13M 0.01%
60,400
-61,100
-50% -$3.69M
HPQ icon
859
PUT
HP
HPQ
$27.5B
$4.13M 0.01%
137,100
-88,100
-39% -$2.47M
CFG icon
860
PUT
Citizens Financial Group
CFG
$30.6B
$4.12M 0.01%
124,300
+110,400
+794% +$3.04M
MO icon
861
PUT
Altria Group
MO
$114B
$4.12M 0.01%
102,100
-35,800
-26% -$1.48M
SRE icon
862
Sempra
SRE
$54.8B
$4.12M 0.01%
55,101
-23,755
-30% -$1.7M
MELI icon
863
Mercado Libre
MELI
$92.3B
$4.11M 0.01%
2,618
-3,216
-55% -$4.56M
PPL
864
PUT
PPL Corp
PPL
$26.7B
$4.09M 0.01%
151,000
-141,100
-48% -$3.58M
WDC icon
865
PUT
Western Digital
WDC
$150B
$4.07M 0.01%
102,929
-22,888
-18% -$801K
AX icon
866
Axos Financial
AX
$5.68B
$4.06M 0.01%
+74,316
New +$3.1M
EL icon
867
CALL
Estee Lauder
EL
$32B
$4.04M 0.01%
27,600
+13,300
+93% +$1.77M
BAX icon
868
PUT
Baxter International
BAX
$14.2B
$4.02M 0.01%
104,100
-2,000
-2% -$70.8K
EW icon
869
CALL
Edwards Lifesciences
EW
$51.7B
$4M 0.01%
52,500
-57,200
-52% -$3.98M
XRT icon
870
CALL
State Street SPDR S&P Retail ETF
XRT
$654M
$3.99M 0.01%
55,200
-41,000
-43% -$2.61M
EBAY icon
871
PUT
eBay
EBAY
$49.8B
$3.99M 0.01%
91,400
-69,000
-43% -$2.86M
DKNG icon
872
CALL
DraftKings
DKNG
$11.9B
$3.97M 0.01%
112,700
-622,300
-85% -$20.8M
AAL icon
873
American Airlines Group
AAL
$10.6B
$3.96M 0.01%
288,206
-710,241
-71% -$8.92M
CVSA
874
PUT
Covista Inc
CVSA
$4.8B
$3.95M 0.01%
67,000
+5,200
+8% +$277K
LQD icon
875
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
$3.95M 0.01%
+35,689
New +$3.72M
33 34
35
36 37

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Nomura Asset Management
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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.