We are live on
!
Find out more
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
(+9.3%)
Cap. Flow
-$2.19B
Cap. Flow
% of AUM
-4.47%
Top 10 Holdings %
Top 10 Hldgs %
27.26%
Holding
2,634
New
385
Increased
693
Reduced
766
Closed
516
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$246M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$234M |
| 3 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$122M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$69.9M |
| 5 |
Micron Technology
MU
|
+$47.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$160M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$84M |
| 3 |
Microsoft
MSFT
|
+$70.1M |
| 4 |
Meta Platforms (Facebook)
META
|
+$37.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
PUT
Unity
U
$18.9B
| $27.5M | 0.06% |
671,900
-756,800
| -53% | -$23.3M |
|
302
PUT
Carvana
CVNA
$77.9B
| $27.3M | 0.06% |
2,582,500
-125,000
| -5% | -$936K |
|
303
Coinbase
COIN
$40.5B
| $27.2M | 0.06% |
156,554
-55,843
| -26% | -$6.1M |
|
304
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $27.2M | 0.06% |
62,300
| – | – |
|
305
PUT
US Global Jets ETF
JETS
$800M
| $27.1M | 0.06% |
1,425,100
-1,786,900
| -56% | -$30.2M |
|
306
Delta Air Lines
DAL
$60.1B
| $27.1M | 0.06% |
673,937
+396,444
| +143% | +$14.4M |
|
307
CALL
Comcast
CMCSA
$90B
| $26.7M | 0.05% |
609,700
+294,700
| +94% | +$12.6M |
|
308
PUT
Home Depot
HD
$355B
| $26.6M | 0.05% |
76,900
+49,000
| +176% | +$15.2M |
|
309
Costco
COST
$420B
| $26.5M | 0.05% |
40,104
+21,696
| +118% | +$12.9M |
|
310
PUT
AT&T
T
$163B
| $26.3M | 0.05% |
1,569,800
+247,100
| +19% | +$3.9M |
|
311
PUT
Synchrony
SYF
$25.6B
| $26.2M | 0.05% |
687,100
-11,900
| -2% | -$377K |
|
312
CALL
Snap
SNAP
$9.01B
| $26.1M | 0.05% |
1,540,300
-364,800
| -19% | -$4.47M |
|
313
CALL
Progressive
PGR
$125B
| $26M | 0.05% |
163,100
+42,400
| +35% | +$6.64M |
|
314
TJX Companies
TJX
$178B
| $25.7M | 0.05% |
274,312
+170,180
| +163% | +$15.3M |
|
315
PUT
VanEck Semiconductor ETF
SMH
$73.2B
| $25.7M | 0.05% |
147,000
-109,900
| -43% | -$17.2M |
|
316
CALL
RTX Corp
RTX
$301B
| $25.7M | 0.05% |
305,000
-530,000
| -63% | -$41.9M |
|
317
PUT
Deere & Co
DE
$168B
| $25.6M | 0.05% |
64,100
+600
| +0.9% | +$226K |
|
318
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $25.6M | 0.05% |
267,700
-689,600
| -72% | -$56.1M |
|
319
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $25.2M | 0.05% |
70,600
+3,100
| +5% | +$1.09M |
|
320
CALL
Zscaler
ZS
$27.3B
| $25.1M | 0.05% |
113,200
+33,300
| +42% | +$6.17M |
|
321
PUT
Freeport-McMoran
FCX
$97.5B
| $25M | 0.05% |
586,900
-297,600
| -34% | -$11M |
|
|
MRO
322
CALL
DELISTED
Marathon Oil Corporation
MRO
| $25M | 0.05% |
1,033,500
-251,700
| -20% | -$6.48M |
|
323
CALL
Palantir
PLTR
$413B
| $24.9M | 0.05% |
1,453,000
+379,400
| +35% | +$6.76M |
|
324
CALL
Fidelity National Information Services
FIS
$22.1B
| $24.8M | 0.05% |
412,700
+345,600
| +515% | +$19M |
|
325
PUT
GE Aerospace
GE
$384B
| $24.8M | 0.05% |
243,333
+98,110
| +68% | +$9.09M |
|
Similar funds
HF
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.