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 | |
|---|---|---|---|---|---|---|
1076
CALL
Zoetis
ZTS
$30B
| $2.27M | ﹤0.01% |
11,500
+6,300
| +121% | +$1.12M |
|
1077
PUT
MicroSectors FANG+ ETNs due Jan 8 2038
FNGS
$606M
| $2.27M | ﹤0.01% |
+60,100
| New | +$2.08M |
|
1078
PUT
Tenet Healthcare
THC
$21.1B
| $2.27M | ﹤0.01% |
30,000
| – | – |
|
1079
CALL
Vanguard FTSE Developed Markets ETF
VEA
$237B
| $2.27M | ﹤0.01% |
+47,300
| New | +$2.12M |
|
1080
Deutsche Bank
DB
$71.5B
| $2.26M | ﹤0.01% |
167,014
+11,029
| +7% | +$130K |
|
1081
CALL
Sunrun
RUN
$2.46B
| $2.26M | ﹤0.01% |
115,100
+115,000
| +115,000% | +$1.46M |
|
1082
Synchrony
SYF
$25.6B
| $2.25M | ﹤0.01% |
58,970
+13,564
| +30% | +$429K |
|
1083
CALL
Cadence Design Systems
CDNS
$93.4B
| $2.23M | ﹤0.01% |
8,200
+2,000
| +32% | +$515K |
|
1084
CALL
Southwest Airlines
LUV
$23B
| $2.22M | ﹤0.01% |
76,900
+61,400
| +396% | +$1.6M |
|
1085
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.43B
| $2.22M | ﹤0.01% |
16,200
-22,800
| -58% | -$3.21M |
|
1086
CALL
Mercado Libre
MELI
$92.3B
| $2.2M | ﹤0.01% |
+1,400
| New | +$1.98M |
|
1087
PUT
Generac Holdings
GNRC
$12.5B
| $2.2M | ﹤0.01% |
17,000
-900
| -5% | -$98.7K |
|
1088
Franco-Nevada
FNV
$46B
| $2.19M | ﹤0.01% |
19,764
-9,006
| -31% | -$1.1M |
|
1089
CALL
Harley-Davidson
HOG
$2.71B
| $2.19M | ﹤0.01% |
59,400
| – | – |
|
1090
PUT
Tapestry
TPR
$32.8B
| $2.19M | ﹤0.01% |
59,400
+57,700
| +3,394% | +$1.78M |
|
1091
PUT
NXP Semiconductors
NXPI
$60.4B
| $2.18M | ﹤0.01% |
9,500
+4,700
| +98% | +$946K |
|
1092
CALL
Rocket Companies
RKT
$38.9B
| $2.17M | ﹤0.01% |
+149,800
| New | +$1.43M |
|
1093
US Foods
USFD
$24B
| $2.16M | ﹤0.01% |
+47,548
| New | +$1.97M |
|
1094
PUT
CleanSpark
CLSK
$3.16B
| $2.16M | ﹤0.01% |
+195,700
| New | +$1.22M |
|
|
FYBR
1095
PUT
DELISTED
Frontier Communications
FYBR
| $2.15M | ﹤0.01% |
85,000
| – | – |
|
1096
PUT
Manchester United
MANU
$3.73B
| $2.14M | ﹤0.01% |
+105,100
| New | +$1.99M |
|
1097
iShares MSCI Mexico ETF
EWW
$1.92B
| $2.14M | ﹤0.01% |
+31,547
| New | +$1.91M |
|
1098
CALL
3M
MMM
$94.3B
| $2.13M | ﹤0.01% |
23,322
-101,301
| -81% | -$8.13M |
|
1099
ICICI Bank
IBN
$108B
| $2.13M | ﹤0.01% |
+89,295
| New | +$2.06M |
|
1100
Vale
VALE
$62.6B
| $2.12M | ﹤0.01% |
133,945
-12,179
| -8% | -$175K |
|
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.