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 | |
|---|---|---|---|---|---|---|
|
LSXMA
1701
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $229K | ﹤0.01% |
+7,979
| New | +$209K |
|
1702
CALL
Herbalife
HLF
$1.29B
| $229K | ﹤0.01% |
15,000
| – | – |
|
1703
H&R Block
HRB
$5.86B
| $228K | ﹤0.01% |
+4,723
| New | +$211K |
|
1704
CALL
Leidos
LDOS
$17.3B
| $227K | ﹤0.01% |
2,100
+1,700
| +425% | +$173K |
|
1705
PUT
Arch Capital
ACGL
$33.6B
| $223K | ﹤0.01% |
+3,000
| New | +$245K |
|
1706
CALL
Alamos Gold
AGI
$13.9B
| $222K | ﹤0.01% |
+16,500
| New | +$216K |
|
1707
CALL
Best Buy
BBY
$17.3B
| $219K | ﹤0.01% |
2,800
-9,200
| -77% | -$648K |
|
1708
Global Payments
GPN
$22.8B
| $217K | ﹤0.01% |
1,708
-258
| -13% | -$29.9K |
|
1709
PUT
Molina Healthcare
MOH
$10.3B
| $217K | ﹤0.01% |
600
-1,700
| -74% | -$600K |
|
1710
PUT
Welltower
WELL
$171B
| $216K | ﹤0.01% |
2,400
-2,000
| -45% | -$174K |
|
1711
PUT
Eversource Energy
ES
$27.2B
| $216K | ﹤0.01% |
+3,500
| New | +$202K |
|
1712
PUT
Verisk Analytics
VRSK
$25B
| $215K | ﹤0.01% |
900
-1,400
| -61% | -$331K |
|
1713
CALL
Burlington
BURL
$23.2B
| $214K | ﹤0.01% |
1,100
-200
| -15% | -$29.8K |
|
|
HTT
1714
CALL
High Templar Tech Ltd
HTT
$391M
| $213K | ﹤0.01% |
+104,200
| New | +$196K |
|
1715
CALL
American Water Works
AWK
$26.9B
| $211K | ﹤0.01% |
+1,600
| New | +$202K |
|
1716
CALL
Paycom
PAYC
$9.69B
| $207K | ﹤0.01% |
1,000
-400
| -29% | -$84.6K |
|
1717
PUT
International Paper
IP
$22B
| $206K | ﹤0.01% |
5,700
-53,000
| -90% | -$1.85M |
|
|
GRMN
1718
PUT
Garmin
GRMN
$60B
| $206K | ﹤0.01% |
1,600
-600
| -27% | -$69.6K |
|
1719
CALL
Marriott Vacations Worldwide
VAC
$4.25B
| $204K | ﹤0.01% |
+2,400
| New | +$205K |
|
1720
Opko Health
OPK
$1.02B
| $203K | ﹤0.01% |
+134,280
| New | +$194K |
|
1721
Nasdaq
NDAQ
$52.9B
| $202K | ﹤0.01% |
3,479
+1,374
| +65% | +$72.4K |
|
1722
CALL
Beam Therapeutics
BEAM
$2.84B
| $201K | ﹤0.01% |
+7,400
| New | +$184K |
|
1723
CALL
Neogen
NEOG
$2.5B
| $201K | ﹤0.01% |
+10,000
| New | +$169K |
|
1724
LyondellBasell Industries
LYB
$19.2B
| $201K | ﹤0.01% |
+2,110
| New | +$197K |
|
1725
PUT
Applied Digital
APLD
$8.41B
| $198K | ﹤0.01% |
29,400
-406,200
| -93% | -$2.18M |
|
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.