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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 | |
|---|---|---|---|---|---|---|
551
Magnite
MGNI
$3.55B
| $10.6M | 0.02% |
1,139,705
-583,432
| -34% | -$4.61M |
|
552
PUT
Blackstone Mortgage Trust
BXMT
$2.38B
| $10.6M | 0.02% |
+500,000
| New | +$10.8M |
|
553
CALL
iShares China Large-Cap ETF
FXI
$4.31B
| $10.6M | 0.02% |
441,700
-552,200
| -56% | -$14M |
|
554
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $10.6M | 0.02% |
500,000
| – | – |
|
555
PUT
Aflac
AFL
$62.6B
| $10.6M | 0.02% |
128,100
-17,300
| -12% | -$1.39M |
|
556
CALL
MGM Resorts International
MGM
$11.2B
| $10.5M | 0.02% |
234,600
+140,400
| +149% | +$5.51M |
|
557
PUT
Teck Resources
TECK
$32.6B
| $10.5M | 0.02% |
247,800
-180,000
| -42% | -$6.91M |
|
558
CALL
Yum! Brands
YUM
$41.1B
| $10.5M | 0.02% |
80,100
+80,000
| +80,000% | +$9.98M |
|
559
PUT
Diamondback Energy
FANG
$52.7B
| $10.4M | 0.02% |
67,100
-476,900
| -88% | -$74.7M |
|
560
PUT
TJX Companies
TJX
$178B
| $10.3M | 0.02% |
109,800
+59,300
| +117% | +$5.32M |
|
561
PUT
Dollar Tree
DLTR
$25.2B
| $10.3M | 0.02% |
72,200
+3,200
| +5% | +$379K |
|
562
PUT
Paycom
PAYC
$9.69B
| $10.3M | 0.02% |
49,600
-21,400
| -30% | -$4.52M |
|
563
CALL
Williams-Sonoma
WSM
$29.6B
| $10.3M | 0.02% |
101,600
+74,000
| +268% | +$6.41M |
|
564
PUT
LyondellBasell Industries
LYB
$19.2B
| $10.2M | 0.02% |
107,400
+7,900
| +8% | +$739K |
|
|
DISH
565
PUT
DELISTED
DISH Network Corp.
DISH
| $10.1M | 0.02% |
1,758,700
-297,000
| -14% | -$1.33M |
|
566
CALL
Toronto Dominion Bank
TD
$200B
| $10.1M | 0.02% |
156,700
| – | – |
|
567
CALL
FIVE9
FIVN
$2.54B
| $10.1M | 0.02% |
128,000
+74,900
| +141% | +$5.22M |
|
568
PUT
MP Materials
MP
$9.1B
| $10.1M | 0.02% |
507,000
+502,000
| +10,040% | +$8.56M |
|
569
Hilton Worldwide
HLT
$71.5B
| $10M | 0.02% |
+55,149
| New | +$9M |
|
570
PUT
TAL Education Group
TAL
$6.87B
| $10M | 0.02% |
795,000
+178,100
| +29% | +$1.84M |
|
571
PUT
United States Oil Fund
USO
$1.84B
| $10M | 0.02% |
+150,000
| New | +$10.9M |
|
572
CALL
US Global Jets ETF
JETS
$800M
| $9.9M | 0.02% |
520,000
+348,400
| +203% | +$5.88M |
|
573
Cigna
CI
$74.6B
| $9.78M | 0.02% |
32,672
-14,889
| -31% | -$4.35M |
|
574
CALL
Willis Towers Watson
WTW
$32B
| $9.77M | 0.02% |
40,500
+40,200
| +13,400% | +$9.3M |
|
575
CALL
Halliburton
HAL
$26.6B
| $9.76M | 0.02% |
270,000
-139,300
| -34% | -$5.36M |
|
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.