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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+16.45%
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
$44.7B
AUM Growth
-$4.33B
Cap. Flow
-$8.97B
Cap. Flow %
-20.08%
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 Technology 1.83%
2 Communication Services 0.96%
3 Financials 0.92%
4 Industrials 0.46%
5 Consumer Discretionary 0.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BKNG icon
176
PUT
Booking.com
BKNG
$156B
$44.6M 0.1%
307,500
-52,500
-15% -$7.48M
SYF icon
177
PUT
Synchrony
SYF
$25.6B
$44.6M 0.1%
1,034,800
+347,700
+51% +$13.8M
MRK icon
178
CALL
Merck
MRK
$317B
$44.5M 0.1%
337,400
-171,900
-34% -$21.2M
USB icon
179
PUT
US Bancorp
USB
$99.4B
$44.2M 0.1%
989,700
+330,700
+50% +$14M
CRWD icon
180
PUT
CrowdStrike
CRWD
$211B
$44.1M 0.1%
550,000
-87,600
-14% -$6.71M
ANF icon
181
PUT
Abercrombie & Fitch
ANF
$4.91B
$43.9M 0.1%
350,000
-150,600
-30% -$17.2M
DHR icon
182
CALL
Danaher
DHR
$141B
$43.2M 0.1%
172,900
-402,400
-70% -$98.2M
KWEB icon
183
PUT
KraneShares CSI China Internet ETF
KWEB
$5.62B
$41.4M 0.09%
1,578,900
+1,311,900
+491% +$33.1M
TGT icon
184
CALL
Target
TGT
$66.8B
$41.4M 0.09%
233,800
-247,100
-51% -$37.6M
W icon
185
PUT
Wayfair
W
$14.3B
$40.7M 0.09%
600,000
+49,600
+9% +$2.8M
BMY icon
186
CALL
Bristol-Myers Squibb
BMY
$131B
$40.2M 0.09%
741,300
-625,600
-46% -$31.9M
AZN icon
187
CALL
AstraZeneca
AZN
$250B
$40M 0.09%
295,100
+49,950
+20% +$6.61M
UNH icon
188
PUT
UnitedHealth
UNH
$367B
$39.8M 0.09%
80,400
+47,100
+141% +$23.9M
APO icon
189
CALL
Apollo Global Management
APO
$73.7B
$39.4M 0.09%
350,300
-7,600
-2% -$802K
JPM icon
190
JPMorgan Chase
JPM
$947B
$39.2M 0.09%
+195,851
New +$35.3M
KWEB icon
191
CALL
KraneShares CSI China Internet ETF
KWEB
$5.62B
$38.8M 0.09%
1,479,700
+299,100
+25% +$7.54M
ETN icon
192
CALL
Eaton
ETN
$174B
$38.7M 0.09%
123,700
-143,200
-54% -$39.2M
CVX icon
193
PUT
Chevron
CVX
$371B
$38.7M 0.09%
245,200
-192,100
-44% -$29M
SLB icon
194
PUT
SLB Ltd
SLB
$76.5B
$38.7M 0.09%
705,300
+356,600
+102% +$18M
SPR
195
PUT
DELISTED
Spirit AeroSystems
SPR
$38.7M 0.09%
1,071,700
-500
-0% -$15.2K
FDX icon
196
CALL
FedEx
FDX
$74.7B
$38.6M 0.09%
133,100
+56,100
+73% +$14M
LLY icon
197
PUT
Eli Lilly
LLY
$1.06T
$38M 0.09%
48,900
-3,700
-7% -$2.63M
KO icon
198
CALL
Coca-Cola
KO
$374B
$37.9M 0.08%
619,200
-887,400
-59% -$53.3M
GOOG icon
199
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$37.5M 0.08%
246,300
-574,500
-70% -$82.9M
PGR icon
200
CALL
Progressive
PGR
$125B
$37.1M 0.08%
179,300
+16,200
+10% +$3.01M
6 7
8
9 10

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Credit Agricole
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Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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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 withdrew a net $8.97B in Q1 2024, closing 754 positions and reducing 765 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $264M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.8% of assets, up from 1.5% a quarter earlier, followed by Communication Services and Financials.

Against the trend, Parallax Volatility Advisers opened a new position in Meta Platforms (Facebook) worth $200M.

  • 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.