We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+12.97%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49B
AUM Growth
+$4.18B
Cap. Flow
-$56.9M
Cap. Flow %
-0.12%
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 Miscellaneous 95.36%
2 Technology 1.5%
3 Financials 0.8%
4 Consumer Discretionary 0.56%
5 Communication Services 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LEN icon
1226
Lennar Class A
LEN
$19.4B
$1.45M ﹤0.01%
10,023
+752
+8% +$90.6K
ELF icon
1227
CALL
e.l.f. Beauty
ELF
$6.16B
$1.44M ﹤0.01%
+10,000
New +$1.15M
KEY icon
1228
CALL
KeyCorp
KEY
$23.3B
$1.44M ﹤0.01%
100,000
– –
GPN icon
1229
PUT
Global Payments
GPN
$23.7B
$1.44M ﹤0.01%
11,300
-2,000
-15% -$232K
RDN icon
1230
PUT
Radian Group
RDN
$4.77B
$1.43M ﹤0.01%
+50,200
New +$1.32M
VLO icon
1231
PUT
Valero Energy
VLO
$110B
$1.43M ﹤0.01%
11,000
-5,200
-32% -$662K
JBLU icon
1232
JetBlue
JBLU
$1.71B
$1.43M ﹤0.01%
257,519
-117,986
-31% -$553K
HTZ icon
1233
PUT
Hertz
HTZ
$781M
$1.43M ﹤0.01%
137,500
– –
HRB icon
1234
PUT
H&R Block
HRB
$5.66B
$1.43M ﹤0.01%
29,500
– –
XRAY icon
1235
CALL
Dentsply Sirona
XRAY
$2.19B
$1.42M ﹤0.01%
40,000
-3,200
-7% -$102K
VIPS icon
1236
PUT
Vipshop
VIPS
$6.2B
$1.42M ﹤0.01%
80,000
-95,000
-54% -$1.48M
MO icon
1237
CALL
Altria Group
MO
$114B
$1.42M ﹤0.01%
35,200
-16,900
-32% -$699K
SOXX icon
1238
iShares Semiconductor ETF
SOXX
$43.5B
$1.41M ﹤0.01%
7,359
-2,922
-28% -$490K
S icon
1239
PUT
SentinelOne
S
$6.76B
$1.41M ﹤0.01%
51,400
-50,400
-50% -$976K
DAY
1240
CALL
DELISTED
Dayforce
DAY
$1.41M ﹤0.01%
+21,000
New +$1.43M
SJM icon
1241
PUT
J.M. Smucker
SJM
$13.3B
$1.4M ﹤0.01%
11,100
+8,100
+270% +$939K
CMA
1242
PUT
DELISTED
Comerica
CMA
$1.4M ﹤0.01%
25,000
– –
HUBS icon
1243
PUT
HubSpot
HUBS
$12B
$1.39M ﹤0.01%
2,400
+2,000
+500% +$962K
XLY icon
1244
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$1.39M ﹤0.01%
15,566
+15,564
+778,200% +$1.29M
JBLU icon
1245
CALL
JetBlue
JBLU
$1.71B
$1.39M ﹤0.01%
250,700
+250,000
+35,714% +$1.17M
ZBH icon
1246
PUT
Zimmer Biomet
ZBH
$18B
$1.39M ﹤0.01%
11,400
-6,300
-36% -$703K
INTU icon
1247
Intuit
INTU
$87.2B
$1.38M ﹤0.01%
+2,207
New +$1.22M
COR icon
1248
PUT
Cencora
COR
$62B
$1.38M ﹤0.01%
6,700
-800
-11% -$156K
GEN icon
1249
PUT
Gen Digital
GEN
$17.8B
$1.38M ﹤0.01%
60,300
– –
PPG icon
1250
PUT
PPG Industries
PPG
$24.4B
$1.38M ﹤0.01%
9,200
-8,000
-47% -$1.08M
48 49
50
51 52

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 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's Q4 2023 filing shows 385 new, 693 increased, 766 reduced and 516 closed positions. Its largest new stake was Invesco QQQ Trust: 615,330 shares worth $252M. The largest sale was iShares Russell 2000 ETF, an estimated $160M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 96% a quarter earlier, followed by Technology and Financials.

  • 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.