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 | |
|---|---|---|---|---|---|---|
1451
Invesco Solar ETF
TAN
$1.36B
| $741K | ﹤0.01% |
13,896
+2,883
| +26% | +$135K |
|
1452
NewMarket
NEU
$8.37B
| $741K | ﹤0.01% |
+1,358
| New | +$683K |
|
1453
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $735K | ﹤0.01% |
23,200
+16,400
| +241% | +$501K |
|
1454
CALL
Aon
AON
$75.7B
| $728K | ﹤0.01% |
2,500
-500
| -17% | -$160K |
|
1455
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $727K | ﹤0.01% |
30,400
-100
| -0.3% | -$2.47K |
|
|
PARA
1456
PUT
DELISTED
Paramount Global Class B
PARA
| $726K | ﹤0.01% |
49,100
-31,200
| -39% | -$418K |
|
1457
ARK Genomic Revolution ETF
ARKG
$1.78B
| $719K | ﹤0.01% |
21,922
-8,057
| -27% | -$219K |
|
1458
CALL
Citizens Financial Group
CFG
$30.6B
| $719K | ﹤0.01% |
21,700
+21,100
| +3,517% | +$581K |
|
1459
DoubleVerify
DV
$2.03B
| $717K | ﹤0.01% |
19,506
-7,086
| -27% | -$221K |
|
1460
PUT
Equifax
EFX
$21.3B
| $717K | ﹤0.01% |
2,900
+800
| +38% | +$162K |
|
1461
PUT
Nutanix
NTNX
$17.4B
| $715K | ﹤0.01% |
+15,000
| New | +$607K |
|
|
P
1462
PUT
Everpure Inc
P
$32.6B
| $713K | ﹤0.01% |
20,000
| – | – |
|
1463
PUT
Caesars Entertainment
CZR
$6.13B
| $713K | ﹤0.01% |
15,200
-29,400
| -66% | -$1.31M |
|
1464
PUT
Riot Platforms
RIOT
$7.34B
| $701K | ﹤0.01% |
45,300
-54,600
| -55% | -$659K |
|
1465
iShares MSCI South Korea ETF
EWY
$25.2B
| $698K | ﹤0.01% |
10,658
+1,481
| +16% | +$90.1K |
|
1466
PUT
Lincoln National
LNC
$8.75B
| $693K | ﹤0.01% |
25,700
-7,000
| -21% | -$168K |
|
1467
PUT
Cognizant
CTSH
$26.3B
| $687K | ﹤0.01% |
9,100
-2,100
| -19% | -$145K |
|
1468
PUT
Omnicom Group
OMC
$23.2B
| $683K | ﹤0.01% |
7,900
-1,400
| -15% | -$110K |
|
1469
PUT
ADT
ADT
$5.49B
| $682K | ﹤0.01% |
100,000
-100,000
| -50% | -$623K |
|
1470
PUT
Xenon Pharmaceuticals
XENE
$6.21B
| $677K | ﹤0.01% |
+14,700
| New | +$519K |
|
1471
Annaly Capital Management
NLY
$17.3B
| $676K | ﹤0.01% |
34,912
| – | – |
|
|
1472
CALL
Caesars Entertainment
CZR
$6.13B
| $675K | ﹤0.01% |
14,400
-26,700
| -65% | -$1.19M |
|
1473
PUT
Royalty Pharma
RPRX
$25.8B
| $674K | ﹤0.01% |
24,000
+21,500
| +860% | +$591K |
|
1474
iShares Russell 2000 Value ETF
IWN
$14.5B
| $670K | ﹤0.01% |
4,313
-32,615
| -88% | -$4.52M |
|
1475
PUT
Moody's
MCO
$82.8B
| $664K | ﹤0.01% |
1,700
-11,300
| -87% | -$3.93M |
|
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.