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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+16.45%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.7B
AUM Growth
-$4.33B
Cap. Flow
-$861M
Cap. Flow %
-1.93%
Top 10 Hldgs %
31.53%
Holding
2,516
New
408
Increased
465
Reduced
765
Closed
754

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$184M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$81.5M
3
ARM icon
Arm
ARM
+$79.1M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$76.7M
5
CRWD icon
CrowdStrike
CRWD
+$57M

Top Sells

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$266M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$264M
3
MU icon
Micron Technology
MU
+$86.3M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$70.3M
5
NFLX icon
Netflix
NFLX
+$69.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.61%
2 Technology 1.83%
3 Communication Services 0.96%
4 Financials 0.92%
5 Industrials 0.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ORCL icon
51
PUT
Oracle
ORCL
$466B
$142M 0.32%
1,128,800
-490,700
-30% -$56.2M
TSLA icon
52
CALL
Tesla
TSLA
$1.45T
$139M 0.31%
789,600
-969,900
-55% -$189M
TLT icon
53
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$133M 0.3%
1,408,378
-137,144
-9% -$13M
AMGN icon
54
CALL
Amgen
AMGN
$212B
$132M 0.3%
465,800
+199,300
+75% +$58.3M
HYG icon
55
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$132M 0.29%
1,694,500
+133,400
+9% +$10.3M
GS icon
56
PUT
Goldman Sachs
GS
$300B
$129M 0.29%
309,000
+121,900
+65% +$47.3M
AXP icon
57
CALL
American Express
AXP
$217B
$127M 0.28%
556,000
+240,200
+76% +$49.8M
AMZN icon
58
PUT
Amazon
AMZN
$2.72T
$126M 0.28%
700,800
-947,500
-57% -$158M
ORCL icon
59
CALL
Oracle
ORCL
$466B
$126M 0.28%
1,003,200
+179,000
+22% +$20.5M
AVGO icon
60
PUT
Broadcom
AVGO
$1.73T
$126M 0.28%
950,000
-354,000
-27% -$43.9M
PYPL icon
61
PUT
PayPal
PYPL
$44.6B
$125M 0.28%
1,860,400
+445,700
+32% +$27.4M
UBER icon
62
PUT
Uber
UBER
$145B
$124M 0.28%
1,613,000
-1,440,600
-47% -$103M
RCL icon
63
CALL
Royal Caribbean
RCL
$69.5B
$123M 0.28%
888,100
-86,600
-9% -$10.8M
GE icon
64
CALL
GE Aerospace
GE
$338B
$122M 0.27%
867,577
+465,489
+116% +$54.9M
ASML icon
65
CALL
ASML
ASML
$664B
$120M 0.27%
123,900
+109,700
+773% +$97.3M
SMCI icon
66
PUT
Super Micro Computer
SMCI
$25.5B
$119M 0.27%
+1,175,000
New +$86.1M
EEM icon
67
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$117M 0.26%
2,856,100
+1,521,700
+114% +$60.6M
TSM icon
68
CALL
TSMC
TSM
$2.26T
$117M 0.26%
857,800
-370,000
-30% -$46M
CAT icon
69
CALL
Caterpillar
CAT
$375B
$116M 0.26%
317,900
-44,600
-12% -$14.3M
DIA icon
70
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$116M 0.26%
291,800
-238,200
-45% -$91.8M
SPOT icon
71
PUT
Spotify
SPOT
$108B
$116M 0.26%
438,100
-25,000
-5% -$5.87M
RCL icon
72
PUT
Royal Caribbean
RCL
$69.5B
$115M 0.26%
830,700
-2,055,200
-71% -$257M
GE icon
73
PUT
GE Aerospace
GE
$338B
$113M 0.25%
804,426
+561,093
+231% +$66.1M
TSM icon
74
PUT
TSMC
TSM
$2.26T
$112M 0.25%
826,900
-382,800
-32% -$47.5M
AMZN icon
75
CALL
Amazon
AMZN
$2.72T
$112M 0.25%
622,000
-1,038,700
-63% -$173M
1 2
3
4 5

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Parallax Volatility Advisers's Q1 2024 Portfolio in Review

As of Q1 2024, Parallax Volatility Advisers held 2,516 positions worth $44.7B, down 8.8% from $49B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Parallax Volatility Advisers's Q1 2024 filing shows 408 new, 465 increased, 765 reduced and 754 closed positions. Its largest new stake was Meta Platforms (Facebook): 412,293 shares worth $200M. The largest sale was NVIDIA, an estimated $266M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, down from 95% a quarter earlier, followed by Technology and Communication Services.

  • Parallax Volatility Advisers's largest Q1 2024 buy was Meta Platforms (Facebook): 412,293 shares worth $200M.
  • Parallax Volatility Advisers added most to CrowdStrike in Q1 2024, an estimated $57M increase.
  • Parallax Volatility Advisers's biggest Q1 2024 reduction was NVIDIA, cutting an estimated $266M.
  • Parallax Volatility Advisers fully exited Invesco QQQ Trust in Q1 2024, selling an estimated $264M.
  • Parallax Volatility Advisers's ten largest holdings make up 32% of its $44.7B portfolio in Q1 2024.
  • Parallax Volatility Advisers opened 408 new positions and closed 754 in Q1 2024.
  • Parallax Volatility Advisers's portfolio value fell 8.8% quarter-over-quarter to $44.7B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2024, filed 15 May 2024.