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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 | |
|---|---|---|---|---|---|---|
51
PUT
Carnival Corporation Ltd
CCL
$40.6B
| $159M | 0.33% |
8,592,000
-3,090,900
| -26% | -$44.9M |
|
52
CALL
Intel
INTC
$510B
| $158M | 0.32% |
3,143,800
+377,000
| +14% | +$15.3M |
|
|
53
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $153M | 0.31% |
1,545,522
+1,352,894
| +702% | +$122M |
|
54
CALL
Citigroup
C
$231B
| $152M | 0.31% |
2,959,400
+2,334,000
| +373% | +$103M |
|
55
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.6B
| $151M | 0.31% |
4,004,600
+820,200
| +26% | +$28.4M |
|
56
PUT
Broadcom
AVGO
$1.99T
| $146M | 0.3% |
1,304,000
-269,000
| -17% | -$25.5M |
|
57
CALL
Palo Alto Networks
PANW
$296B
| $143M | 0.29% |
966,600
-307,600
| -24% | -$41.1M |
|
58
CALL
Thermo Fisher Scientific
TMO
$214B
| $142M | 0.29% |
266,800
+72,500
| +37% | +$35.1M |
|
|
59
PUT
Micron Technology
MU
$1.01T
| $141M | 0.29% |
1,647,300
-2,185,300
| -57% | -$162M |
|
60
CALL
Becton Dickinson
BDX
$47B
| $139M | 0.28% |
568,800
+45,500
| +9% | +$11.2M |
|
61
CALL
Danaher
DHR
$140B
| $133M | 0.27% |
575,300
+10,962
| +2% | +$2.33M |
|
|
62
PUT
Citigroup
C
$231B
| $128M | 0.26% |
2,488,100
-64,400
| -3% | -$2.85M |
|
63
CALL
TSMC
TSM
$2.15T
| $128M | 0.26% |
1,227,800
+85,700
| +8% | +$8.17M |
|
64
CALL
Royal Caribbean
RCL
$87.6B
| $126M | 0.26% |
974,700
-89,200
| -8% | -$9.09M |
|
|
65
PUT
TSMC
TSM
$2.15T
| $126M | 0.26% |
1,209,700
+363,900
| +43% | +$34.7M |
|
66
PUT
JPMorgan Chase
JPM
$955B
| $124M | 0.25% |
731,600
-976,600
| -57% | -$148M |
|
67
CALL
Boeing
BA
$190B
| $123M | 0.25% |
470,900
+234,300
| +99% | +$50.1M |
|
68
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $121M | 0.25% |
1,561,100
-1,409,100
| -47% | -$105M |
|
69
CALL
Bank of America
BAC
$442B
| $119M | 0.24% |
3,521,300
+1,514,700
| +75% | +$44.1M |
|
70
CALL
VanEck Gold Miners ETF
GDX
$25.5B
| $117M | 0.24% |
3,777,500
+1,198,500
| +46% | +$35.1M |
|
71
CALL
Alphabet (Google) Class C
GOOG
$4.4T
| $116M | 0.24% |
820,800
-598,400
| -42% | -$81.2M |
|
72
CALL
T-Mobile US
TMUS
$186B
| $110M | 0.22% |
683,900
-170,100
| -20% | -$25.2M |
|
|
73
CALL
Caterpillar
CAT
$401B
| $107M | 0.22% |
362,500
+77,900
| +27% | +$20.2M |
|
|
74
PUT
Intel
INTC
$510B
| $105M | 0.21% |
2,087,900
-3,361,900
| -62% | -$137M |
|
75
CALL
AbbVie
ABBV
$435B
| $104M | 0.21% |
672,800
+273,000
| +68% | +$39.8M |
|
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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.