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 | |
|---|---|---|---|---|---|---|
1151
CALL
SoFi Technologies
SOFI
$23.7B
| $1.82M | ﹤0.01% |
182,900
+60,600
| +50% | +$482K |
|
1152
DigitalOcean
DOCN
$14.6B
| $1.81M | ﹤0.01% |
+49,338
| New | +$1.36M |
|
1153
CALL
Tower Semiconductor
TSEM
$28.5B
| $1.81M | ﹤0.01% |
59,300
+27,900
| +89% | +$728K |
|
|
FITB
1154
Fifth Third Bancorp
FITB
$51.8B
| $1.81M | ﹤0.01% |
52,407
+37,219
| +245% | +$1.03M |
|
1155
PUT
NetApp
NTAP
$37.2B
| $1.81M | ﹤0.01% |
20,500
-4,700
| -19% | -$378K |
|
1156
PUT
Copart
CPRT
$27.5B
| $1.79M | ﹤0.01% |
36,600
-33,600
| -48% | -$1.59M |
|
1157
CALL
Universal Technical Institute
UTI
$1.59B
| $1.78M | ﹤0.01% |
142,000
+96,000
| +209% | +$974K |
|
1158
Pitney Bowes
PBI
$2.39B
| $1.76M | ﹤0.01% |
399,992
-9
| -0% | -$35 |
|
1159
PUT
Kroger
KR
$34.8B
| $1.76M | ﹤0.01% |
38,500
-36,000
| -48% | -$1.6M |
|
1160
PUT
KB Home
KBH
$3.59B
| $1.74M | ﹤0.01% |
27,900
| – | – |
|
1161
CALL
Baxter International
BAX
$14.2B
| $1.74M | ﹤0.01% |
45,000
| – | – |
|
1162
CALL
Newell Brands
NWL
$2.56B
| $1.74M | ﹤0.01% |
+200,200
| New | +$1.53M |
|
1163
PUT
Church & Dwight Co
CHD
$24.5B
| $1.72M | ﹤0.01% |
18,200
-4,200
| -19% | -$384K |
|
1164
PUT
Alcoa
AA
$13.2B
| $1.72M | ﹤0.01% |
50,600
-37,800
| -43% | -$1.02M |
|
1165
CALL
Arista Networks
ANET
$238B
| $1.72M | ﹤0.01% |
29,200
-23,200
| -44% | -$1.22M |
|
1166
Public Service Enterprise Group
PEG
$37.7B
| $1.72M | ﹤0.01% |
+28,068
| New | +$1.72M |
|
|
CTRA
1167
DELISTED
Coterra Energy
CTRA
| $1.71M | ﹤0.01% |
67,063
+58,898
| +721% | +$1.58M |
|
|
LSXMA
1168
PUT
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $1.7M | ﹤0.01% |
+59,300
| New | +$1.55M |
|
1169
CALL
Hewlett Packard
HPE
$70.5B
| $1.7M | ﹤0.01% |
100,000
-600
| -0.6% | -$9.78K |
|
|
PPL
1170
PPL Corp
PPL
$26.7B
| $1.7M | ﹤0.01% |
62,617
-61,704
| -50% | -$1.56M |
|
1171
PUT
First Majestic Silver
AG
$9.07B
| $1.69M | ﹤0.01% |
275,100
-2,900
| -1% | -$16K |
|
1172
Horizon Bancorp
HBNC
$1.04B
| $1.69M | ﹤0.01% |
118,171
-7,702
| -6% | -$86.9K |
|
1173
PUT
HSBC
HSBC
$356B
| $1.68M | ﹤0.01% |
+41,400
| New | +$1.6M |
|
1174
Aramark
ARMK
$14.7B
| $1.68M | ﹤0.01% |
+59,708
| New | +$1.62M |
|
1175
PUT
Illinois Tool Works
ITW
$84.5B
| $1.68M | ﹤0.01% |
6,400
-2,500
| -28% | -$599K |
|
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.