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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 | |
|---|---|---|---|---|---|---|
151
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $61.8M | 0.13% |
692,400
+330,500
| +91% | +$24.5M |
|
152
PUT
Marvell Technology
MRVL
$189B
| $60.2M | 0.12% |
998,700
-630,600
| -39% | -$34.1M |
|
153
CALL
UnitedHealth
UNH
$367B
| $60.1M | 0.12% |
114,200
+4,700
| +4% | +$2.51M |
|
154
CALL
American Express
AXP
$231B
| $59.2M | 0.12% |
315,800
+237,500
| +303% | +$38.2M |
|
155
CALL
PNC Financial Services
PNC
$101B
| $58.8M | 0.12% |
380,000
+47,000
| +14% | +$6.09M |
|
156
PUT
T-Mobile US
TMUS
$193B
| $58.3M | 0.12% |
363,900
-185,100
| -34% | -$27.4M |
|
157
CALL
Qualcomm
QCOM
$168B
| $57.3M | 0.12% |
396,100
-510,800
| -56% | -$63.3M |
|
158
PUT
Zscaler
ZS
$26.3B
| $56.6M | 0.12% |
255,500
+43,900
| +21% | +$8.13M |
|
159
CALL
Salesforce
CRM
$153B
| $56M | 0.11% |
212,700
+22,800
| +12% | +$5.16M |
|
160
CALL
Johnson Controls International
JCI
$93.6B
| $55.9M | 0.11% |
969,800
+694,600
| +252% | +$36.5M |
|
161
CALL
IBM
IBM
$220B
| $55.9M | 0.11% |
341,600
+57,700
| +20% | +$8.72M |
|
162
CALL
Merck
MRK
$317B
| $55.5M | 0.11% |
509,300
-355,400
| -41% | -$36.9M |
|
163
CALL
lululemon athletica
LULU
$14.2B
| $55.2M | 0.11% |
107,900
+93,700
| +660% | +$40.5M |
|
164
CALL
Abbott
ABT
$187B
| $54.1M | 0.11% |
491,700
+361,600
| +278% | +$36.1M |
|
165
CALL
Wells Fargo
WFC
$265B
| $53.9M | 0.11% |
1,094,100
+292,600
| +37% | +$12.6M |
|
166
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.2B
| $53.7M | 0.11% |
1,334,400
-1,208,500
| -48% | -$46.7M |
|
167
CALL
Chevron
CVX
$371B
| $53.3M | 0.11% |
357,100
-297,600
| -45% | -$45M |
|
168
CALL
McDonald's
MCD
$196B
| $53.2M | 0.11% |
179,500
+117,300
| +189% | +$31.9M |
|
169
CALL
Mastercard
MA
$505B
| $53.1M | 0.11% |
124,600
+28,500
| +30% | +$11.4M |
|
170
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $53M | 0.11% |
550,000
+500,000
| +1,000% | +$46.2M |
|
171
PUT
Coca-Cola
KO
$374B
| $52.1M | 0.11% |
884,700
+450,700
| +104% | +$25.6M |
|
172
CALL
VanEck Semiconductor ETF
SMH
$71.8B
| $51.3M | 0.1% |
293,200
+105,600
| +56% | +$16.5M |
|
173
PUT
United Parcel Service
UPS
$87.7B
| $51.2M | 0.1% |
325,800
-3,500
| -1% | -$529K |
|
|
174
Microsoft
MSFT
$3.71T
| $51.2M | 0.1% |
136,033
-196,986
| -59% | -$70.1M |
|
175
PUT
Booking.com
BKNG
$156B
| $51.1M | 0.1% |
+360,000
| New | +$44.9M |
|
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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.