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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
KWEB icon
426
KraneShares CSI China Internet ETF
KWEB
$5.67B
$16.9M 0.03%
624,438
+620,817
+17,145% +$16.8M
LMT icon
427
PUT
Lockheed Martin
LMT
$136B
$16.8M 0.03%
37,100
+7,600
+26% +$3.37M
ABNB icon
428
Airbnb
ABNB
$107B
$16.8M 0.03%
123,433
-76,115
-38% -$9.81M
BP icon
429
PUT
BP
BP
$107B
$16.8M 0.03%
474,400
-41,400
-8% -$1.52M
REGN icon
430
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
$16.7M 0.03%
19,000
+3,700
+24% +$3.05M
LUV icon
431
Southwest Airlines
LUV
$23B
$16.6M 0.03%
574,507
+549,375
+2,186% +$14.3M
MET icon
432
CALL
MetLife
MET
$62.1B
$16.6M 0.03%
250,700
-35,500
-12% -$2.22M
EL icon
433
PUT
Estee Lauder
EL
$32B
$16.5M 0.03%
112,700
-10,000
-8% -$1.33M
MCD icon
434
PUT
McDonald's
MCD
$195B
$16.4M 0.03%
55,300
-43,300
-44% -$11.8M
BSX icon
435
PUT
Boston Scientific
BSX
$71.5B
$16.4M 0.03%
283,400
+59,800
+27% +$3.19M
APA icon
436
PUT
APA Corp
APA
$13.2B
$16.4M 0.03%
455,700
-63,500
-12% -$2.4M
WYNN icon
437
CALL
Wynn Resorts
WYNN
$10.6B
$16.3M 0.03%
178,900
+115,300
+181% +$10.2M
CHTR icon
438
CALL
Charter Communications
CHTR
$18.2B
$16M 0.03%
41,100
-81,400
-66% -$33.2M
OKTA icon
439
CALL
Okta
OKTA
$25.8B
$15.9M 0.03%
176,100
+86,500
+97% +$6.6M
NEM icon
440
PUT
Newmont
NEM
$119B
$15.9M 0.03%
383,000
-17,500
-4% -$676K
BGS icon
441
PUT
B&G Foods
BGS
$286M
$15.8M 0.03%
1,505,100
+5,100
+0.3% +$47.2K
EFA icon
442
iShares MSCI EAFE ETF
EFA
$80.2B
$15.8M 0.03%
+209,533
New +$14.8M
KR icon
443
CALL
Kroger
KR
$34.8B
$15.8M 0.03%
344,700
+179,500
+109% +$7.97M
GEO icon
444
PUT
The GEO Group
GEO
$4.04B
$15.7M 0.03%
1,451,200
+300,000
+26% +$2.87M
XBI icon
445
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$15.7M 0.03%
175,700
-14,500
-8% -$1.08M
DLTR icon
446
CALL
Dollar Tree
DLTR
$25.2B
$15.5M 0.03%
108,900
-40,900
-27% -$4.84M
DKNG icon
447
PUT
DraftKings
DKNG
$11.9B
$15.4M 0.03%
436,200
+357,600
+455% +$12M
EXPE icon
448
PUT
Expedia Group
EXPE
$37.3B
$15.3M 0.03%
100,700
-23,800
-19% -$2.91M
AMD icon
449
Advanced Micro Devices
AMD
$789B
$15.3M 0.03%
+103,683
New +$12.2M
XOP icon
450
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$15.3M 0.03%
111,600
+57,100
+105% +$8.03M
16 17
18
19 20

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Carson Wealth (CWM LLC)
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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.