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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 | |
|---|---|---|---|---|---|---|
101
PUT
PayPal
PYPL
$51.1B
| $86.9M | 0.18% |
1,414,700
-232,600
| -14% | -$13.3M |
|
102
CALL
Alibaba
BABA
$304B
| $86.8M | 0.18% |
1,119,900
+162,900
| +17% | +$13M |
|
|
103
Micron Technology
MU
$996B
| $85.7M | 0.17% |
1,003,825
+642,880
| +178% | +$47.8M |
|
104
CALL
Eli Lilly
LLY
$1.06T
| $84.9M | 0.17% |
145,700
+61,100
| +72% | +$35.7M |
|
105
CALL
Starbucks
SBUX
$120B
| $84.9M | 0.17% |
884,200
+715,500
| +424% | +$69.6M |
|
106
PUT
iShares Silver Trust
SLV
$29.8B
| $84.4M | 0.17% |
3,877,200
+302,600
| +8% | +$6.44M |
|
107
PUT
Snowflake
SNOW
$110B
| $82M | 0.17% |
412,000
+155,800
| +61% | +$26.3M |
|
108
CALL
Freeport-McMoran
FCX
$95.5B
| $81.6M | 0.17% |
1,917,900
+613,900
| +47% | +$22.7M |
|
109
PUT
Delta Air Lines
DAL
$60.5B
| $81.5M | 0.17% |
2,027,000
+1,360,200
| +204% | +$49.3M |
|
110
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $81.3M | 0.17% |
1,050,000
+830,000
| +377% | +$61.9M |
|
111
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $81.2M | 0.17% |
1,126,800
+820,500
| +268% | +$56.8M |
|
112
CALL
ConocoPhillips
COP
$142B
| $80.9M | 0.17% |
697,200
+313,800
| +82% | +$36.7M |
|
113
PUT
Salesforce
CRM
$153B
| $80.8M | 0.17% |
307,100
+104,400
| +52% | +$23.6M |
|
114
CALL
Goldman Sachs
GS
$301B
| $80.5M | 0.16% |
208,800
+46,700
| +29% | +$15.6M |
|
115
PUT
Visa
V
$692B
| $80.2M | 0.16% |
308,100
-27,900
| -8% | -$6.88M |
|
116
PUT
Applied Materials
AMAT
$419B
| $79.4M | 0.16% |
489,800
-322,000
| -40% | -$47.3M |
|
|
XYZ
117
CALL
Block Inc
XYZ
$47B
| $79M | 0.16% |
1,021,800
+720,000
| +239% | +$40.7M |
|
118
CALL
Marvell Technology
MRVL
$189B
| $78.5M | 0.16% |
1,301,200
+1,050,500
| +419% | +$56.7M |
|
119
CALL
MongoDB
MDB
$29.8B
| $77.8M | 0.16% |
190,200
+19,200
| +11% | +$7.28M |
|
|
120
CALL
iShares Silver Trust
SLV
$29.8B
| $77.5M | 0.16% |
3,556,700
-810,500
| -19% | -$17.3M |
|
121
CALL
Datadog
DDOG
$81.6B
| $77.3M | 0.16% |
636,800
-8,900
| -1% | -$917K |
|
122
CALL
Amgen
AMGN
$219B
| $76.8M | 0.16% |
266,500
+153,900
| +137% | +$41.9M |
|
123
Sprott Physical Gold and Silver Trust
CEF
$7.83B
| $76.5M | 0.16% |
3,995,433
| – | – |
|
124
CALL
Broadcom
AVGO
$2T
| $76.4M | 0.16% |
684,000
-635,000
| -48% | -$60.1M |
|
125
CALL
Cigna
CI
$72.7B
| $76.2M | 0.16% |
254,500
-31,500
| -11% | -$9.21M |
|
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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.