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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
EGHT icon
1376
8x8 Inc
EGHT
$324M
$945K ﹤0.01%
250,055
-28
-0% -$83
CHWY icon
1377
CALL
Chewy
CHWY
$9.25B
$945K ﹤0.01%
40,000
-55,200
-58% -$1.09M
F icon
1378
Ford
F
$55.8B
$944K ﹤0.01%
77,419
-123,581
-61% -$1.38M
SHEL icon
1379
CALL
Shell
SHEL
$249B
$941K ﹤0.01%
14,300
-1,000
-7% -$65.6K
LNG icon
1380
PUT
Cheniere Energy
LNG
$54.9B
$939K ﹤0.01%
5,500
-202,600
-97% -$34.8M
FYBR
1381
CALL
DELISTED
Frontier Communications
FYBR
$938K ﹤0.01%
+37,000
New +$747K
VTR icon
1382
PUT
Ventas
VTR
$47.2B
$937K ﹤0.01%
+18,800
New +$842K
NVAX icon
1383
PUT
Novavax
NVAX
$1.3B
$936K ﹤0.01%
195,000
-1,600
-0.8% -$9.79K
RMBS icon
1384
CALL
Rambus
RMBS
$10.4B
$935K ﹤0.01%
+13,700
New +$853K
CPE
1385
PUT
DELISTED
Callon Petroleum Company
CPE
$933K ﹤0.01%
28,800
+18,600
+182% +$637K
PPC icon
1386
Pilgrim's Pride
PPC
$6.31B
$933K ﹤0.01%
+33,733
New +$859K
INSM icon
1387
PUT
Insmed
INSM
$29.4B
$933K ﹤0.01%
+30,100
New +$781K
VIPS icon
1388
CALL
Vipshop
VIPS
$7.4B
$932K ﹤0.01%
52,500
+52,200
+17,400% +$814K
RGLD icon
1389
Royal Gold
RGLD
$19.8B
$932K ﹤0.01%
7,701
-28,004
-78% -$3.16M
APD icon
1390
PUT
Air Products & Chemicals
APD
$68.6B
$931K ﹤0.01%
3,400
+2,700
+386% +$742K
VRSN icon
1391
PUT
VeriSign
VRSN
$26.5B
$927K ﹤0.01%
4,500
-4,400
-49% -$916K
STZ icon
1392
PUT
Constellation Brands
STZ
$22.8B
$919K ﹤0.01%
3,800
-2,200
-37% -$523K
TOST icon
1393
PUT
Toast
TOST
$20.6B
$915K ﹤0.01%
50,100
-4,800
-9% -$78.7K
HBI
1394
DELISTED
Hanesbrands
HBI
$914K ﹤0.01%
205,026
+38,066
+23% +$155K
IRBT
1395
CALL
DELISTED
iRobot
IRBT
$913K ﹤0.01%
23,600
– –
MSCI icon
1396
MSCI
MSCI
$40.9B
$911K ﹤0.01%
1,611
+161
+11% +$83.1K
SNDX icon
1397
Syndax Pharmaceuticals
SNDX
$1.82B
$907K ﹤0.01%
41,985
+28,197
+205% +$433K
LTHM
1398
PUT
DELISTED
Livent Corporation
LTHM
$903K ﹤0.01%
50,200
+48,500
+2,853% +$756K
APH icon
1399
Amphenol
APH
$207B
$900K ﹤0.01%
+18,152
New +$802K
AGNC icon
1400
AGNC Investment
AGNC
$12.8B
$893K ﹤0.01%
91,026
-2,910
-3% -$25.6K
54 55
56
57 58

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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.