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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
LNC icon
1826
CALL
Lincoln National
LNC
$8.81B
$89K ﹤0.01%
3,300
– –
ZBH icon
1827
Zimmer Biomet
ZBH
$18.4B
$88.2K ﹤0.01%
725
-2,827
-80% -$315K
RVNC
1828
CALL
DELISTED
Revance Therapeutics, Inc.
RVNC
$87.9K ﹤0.01%
10,000
– –
DAY
1829
DELISTED
Dayforce
DAY
$86.7K ﹤0.01%
+1,292
New +$88.2K
CYBR
1830
DELISTED
CyberArk
CYBR
$79.7K ﹤0.01%
+364
New +$67.5K
FMC icon
1831
FMC
FMC
$1.33B
$79.6K ﹤0.01%
1,263
+227
+22% +$13.2K
IYR icon
1832
iShares US Real Estate ETF
IYR
$4.57B
$78.2K ﹤0.01%
856
-12,004
-93% -$983K
XME icon
1833
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$77.8K ﹤0.01%
1,300
+800
+160% +$42.4K
FAS icon
1834
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$74.4K ﹤0.01%
900
– –
KMB icon
1835
PUT
Kimberly-Clark
KMB
$36.5B
$72.9K ﹤0.01%
600
-8,500
-93% -$1.03M
AHCO icon
1836
AdaptHealth
AHCO
$759M
$72.9K ﹤0.01%
10,000
-104,047
-91% -$820K
ANSS
1837
CALL
DELISTED
Ansys
ANSS
$72.6K ﹤0.01%
200
-1,400
-88% -$415K
FFIV icon
1838
CALL
F5
FFIV
$22.7B
$71.6K ﹤0.01%
400
– –
S icon
1839
CALL
SentinelOne
S
$7.34B
$71.3K ﹤0.01%
2,600
-1,000
-28% -$19.4K
OKE icon
1840
PUT
Oneok
OKE
$54.5B
$70.2K ﹤0.01%
1,000
– –
XLB icon
1841
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
$68.4K ﹤0.01%
+1,600
New +$64K
PXD
1842
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$67.5K ﹤0.01%
300
-36,700
-99% -$8.6M
VRSN icon
1843
VeriSign
VRSN
$26.6B
$66.9K ﹤0.01%
325
-363
-53% -$75.6K
SIG icon
1844
Signet Jewelers
SIG
$3.76B
$66.5K ﹤0.01%
+620
New +$50.8K
PHYT.WS
1845
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$65.9K ﹤0.01%
823,386
-904,258
-52% -$67.9K
JWN
1846
DELISTED
Nordstrom
JWN
$65.6K ﹤0.01%
3,557
-1,443
-29% -$22.1K
AES icon
1847
PUT
AES
AES
$10.5B
$65.5K ﹤0.01%
+3,400
New +$55.3K
CPRT icon
1848
Copart
CPRT
$27.5B
$65.4K ﹤0.01%
1,335
-4,399
-77% -$208K
PWR icon
1849
CALL
Quanta Services
PWR
$101B
$64.7K ﹤0.01%
300
-400
-57% -$73.9K
INSM icon
1850
CALL
Insmed
INSM
$28.6B
$62K ﹤0.01%
2,000
-38,000
-95% -$985K
72 73
74
75 76

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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.