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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 | |
|---|---|---|---|---|---|---|
951
CALL
Cleveland-Cliffs
CLF
$6.99B
| $3.27M | 0.01% |
160,300
+68,900
| +75% | +$1.18M |
|
952
PUT
Hyatt Hotels
H
$16.7B
| $3.26M | 0.01% |
+25,000
| New | +$2.84M |
|
953
PUT
Dell
DELL
$293B
| $3.26M | 0.01% |
42,600
-1,100
| -3% | -$77.7K |
|
954
PUT
iShares MSCI Mexico ETF
EWW
$1.92B
| $3.26M | 0.01% |
+48,000
| New | +$2.9M |
|
955
CALL
HSBC
HSBC
$356B
| $3.23M | 0.01% |
+79,600
| New | +$3.08M |
|
956
PUT
Royal Gold
RGLD
$19.5B
| $3.22M | 0.01% |
26,600
-20,600
| -44% | -$2.33M |
|
|
BBBY
957
CALL
Bed Bath & Beyond
BBBY
$442M
| $3.21M | 0.01% |
127,710
| – | – |
|
958
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $3.21M | 0.01% |
+84,588
| New | +$2.99M |
|
959
CALL
Atlassian
TEAM
$37.8B
| $3.19M | 0.01% |
13,400
-7,400
| -36% | -$1.45M |
|
960
iQIYI
IQ
$1.28B
| $3.18M | 0.01% |
651,466
-65,969
| -9% | -$312K |
|
961
PUT
3D Systems Corp
DDD
$613M
| $3.17M | 0.01% |
500,000
| – | – |
|
962
Five Below
FIVE
$13.5B
| $3.17M | 0.01% |
+14,872
| New | +$2.73M |
|
963
CALL
Levi Strauss
LEVI
$9.39B
| $3.17M | 0.01% |
191,600
| – | – |
|
964
PUT
Dutch Bros
BROS
$9.26B
| $3.17M | 0.01% |
100,000
| – | – |
|
965
CALL
Philip Morris
PM
$295B
| $3.16M | 0.01% |
33,600
-70,600
| -68% | -$6.5M |
|
966
US Global Jets ETF
JETS
$849M
| $3.16M | 0.01% |
166,008
-138,663
| -46% | -$2.34M |
|
|
FISV
967
CALL
Fiserv Inc
FISV
$27.9B
| $3.14M | 0.01% |
23,600
+15,700
| +199% | +$1.93M |
|
968
Compañía de Minas Buenaventura
BVN
$8.67B
| $3.13M | 0.01% |
205,590
-58,000
| -22% | -$560K |
|
969
CALL
VanEck Oil Services ETF
OIH
$1.84B
| $3.13M | 0.01% |
10,100
+2,200
| +28% | +$706K |
|
970
CALL
Restaurant Brands International
QSR
$25.8B
| $3.13M | 0.01% |
+40,000
| New | +$2.78M |
|
|
971
PUT
Restaurant Brands International
QSR
$25.8B
| $3.13M | 0.01% |
40,000
-200
| -0.5% | -$13.9K |
|
972
Generac Holdings
GNRC
$12.5B
| $3.11M | 0.01% |
24,079
+23,160
| +2,520% | +$2.54M |
|
973
PUT
argenx
ARGX
$54.1B
| $3.08M | 0.01% |
+8,100
| New | +$3.77M |
|
974
CALL
Nutrien
NTR
$30.7B
| $3.08M | 0.01% |
54,700
-160,100
| -75% | -$9.05M |
|
975
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $3.07M | 0.01% |
101,794
-17,700
| -15% | -$664K |
|
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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.