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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
RBLX icon
176
CALL
Roblox
RBLX
$25.7B
$50.7M 0.1%
1,108,600
+285,200
+35% +$10.5M
IWO icon
177
PUT
iShares Russell 2000 Growth ETF
IWO
$14.8B
$50.4M 0.1%
200,000
– –
TTWO icon
178
PUT
Take-Two Interactive
TTWO
$43.5B
$50.2M 0.1%
311,900
+131,100
+73% +$19.6M
IBB icon
179
PUT
iShares Biotechnology ETF
IBB
$9.53B
$50.1M 0.1%
+369,100
New +$45M
AFRM icon
180
PUT
Affirm
AFRM
$25.6B
$49.9M 0.1%
1,016,000
+232,700
+30% +$6.73M
CELH icon
181
CALL
Celsius Holdings
CELH
$6.08B
$49.7M 0.1%
912,300
+898,800
+6,658% +$48M
XLI icon
182
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
$49.2M 0.1%
431,246
+431,245
+43,124,500% +$45.3M
SNOW icon
183
CALL
Snowflake
SNOW
$110B
$49M 0.1%
246,200
-96,400
-28% -$16.3M
TRIP icon
184
PUT
TripAdvisor
TRIP
$1.21B
$48.9M 0.1%
2,272,500
-330,000
-13% -$5.79M
ABNB icon
185
CALL
Airbnb
ABNB
$90B
$47.9M 0.1%
352,000
+184,400
+110% +$23.8M
XYZ
186
PUT
Block Inc
XYZ
$47B
$47.9M 0.1%
618,700
+109,900
+22% +$6.21M
EFA icon
187
PUT
iShares MSCI EAFE ETF
EFA
$79.4B
$47.7M 0.1%
633,300
+194,500
+44% +$13.7M
AEM icon
188
CALL
Agnico Eagle Mines
AEM
$85B
$47.5M 0.1%
865,700
+149,600
+21% +$7.48M
MSTR icon
189
PUT
Strategy Inc
MSTR
$37.2B
$47.4M 0.1%
750,000
+710,000
+1,775% +$33.7M
GILD icon
190
CALL
Gilead Sciences
GILD
$162B
$47.1M 0.1%
581,600
+314,300
+118% +$24.5M
TBT icon
191
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
$46.9M 0.1%
1,553,400
+638,400
+70% +$23.9M
NOW icon
192
PUT
ServiceNow
NOW
$121B
$46.7M 0.1%
330,500
+123,000
+59% +$15.5M
LULU icon
193
lululemon athletica
LULU
$14.2B
$46.6M 0.1%
91,049
+27,282
+43% +$11.8M
DDOG icon
194
PUT
Datadog
DDOG
$81.6B
$46.4M 0.09%
382,400
-184,200
-33% -$19M
NEE icon
195
CALL
NextEra Energy
NEE
$176B
$46.3M 0.09%
762,700
-160,300
-17% -$9.14M
KVUE icon
196
CALL
Kenvue
KVUE
$36.8B
$46.3M 0.09%
2,151,100
+2,101,100
+4,202% +$42.1M
U icon
197
CALL
Unity
U
$17.8B
$46.3M 0.09%
1,131,500
+628,200
+125% +$19.4M
WGO icon
198
PUT
Winnebago Industries
WGO
$885M
$46M 0.09%
631,500
+110,000
+21% +$7.06M
HON icon
199
CALL
Honeywell
HON
$76.3B
$45.9M 0.09%
232,465
-159,468
-41% -$28.8M
UNP icon
200
CALL
Union Pacific
UNP
$175B
$45.1M 0.09%
183,700
+72,900
+66% +$16M
6 7
8
9 10

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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
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HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.