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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
+16.45%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$44.7B
AUM Growth
-$4.33B
(-8.8%)
Cap. Flow
-$8.97B
Cap. Flow
% of AUM
-20.08%
Top 10 Holdings %
Top 10 Hldgs %
31.53%
Holding
2,516
New
408
Increased
465
Reduced
765
Closed
754
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$184M |
| 2 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$81.5M |
| 3 |
Arm
ARM
|
+$79.1M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$76.7M |
| 5 |
CrowdStrike
CRWD
|
+$57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$266M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$264M |
| 3 |
Micron Technology
MU
|
+$86.3M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$70.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
Invesco QQQ Trust
QQQ
$453B
| $3.68B | 8.24% |
8,284,400
+1,458,900
| +21% | +$626M |
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $2.55B | 5.71% |
4,877,400
+500,000
| +11% | +$249M |
|
|
3
CALL
iShares Russell 2000 ETF
IWM
$79.8B
| $1.24B | 2.79% |
5,917,400
+642,200
| +12% | +$128M |
|
|
4
CALL
Invesco QQQ Trust
QQQ
$453B
| $1.22B | 2.74% |
2,756,400
+477,200
| +21% | +$205M |
|
|
5
PUT
iShares Russell 2000 ETF
IWM
$79.8B
| $1.19B | 2.67% |
5,660,300
+631,900
| +13% | +$126M |
|
|
6
PUT
Meta Platforms (Facebook)
META
$1.42T
| $954M | 2.14% |
1,963,900
+43,300
| +2% | +$19.3M |
|
|
7
CALL
Meta Platforms (Facebook)
META
$1.42T
| $946M | 2.12% |
1,948,500
-1,009,800
| -34% | -$450M |
|
|
8
PUT
NVIDIA
NVDA
$4.86T
| $842M | 1.89% |
9,323,000
-7,927,000
| -46% | -$575M |
|
9
CALL
SPDR Gold Trust
GLD
$131B
| $811M | 1.82% |
3,940,000
+1,952,100
| +98% | +$375M |
|
10
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $642M | 1.44% |
6,781,200
+4,720,400
| +229% | +$446M |
|
|
11
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $574M | 1.29% |
1,098,100
-2,922,900
| -73% | -$1.46B |
|
12
PUT
Tesla
TSLA
$1.23T
| $483M | 1.08% |
2,746,200
-1,206,400
| -31% | -$236M |
|
13
CALL
JPMorgan Chase
JPM
$935B
| $466M | 1.04% |
2,327,000
+1,296,900
| +126% | +$234M |
|
14
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $442M | 0.99% |
10,499,100
+5,480,300
| +109% | +$216M |
|
|
15
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $426M | 0.95% |
9,029,800
-1,700,000
| -16% | -$73M |
|
16
PUT
Apple
AAPL
$4.54T
| $381M | 0.85% |
2,219,400
-190,700
| -8% | -$34.7M |
|
|
17
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $369M | 0.83% |
8,758,500
+4,753,900
| +119% | +$188M |
|
|
18
CALL
NVIDIA
NVDA
$4.86T
| $347M | 0.78% |
3,841,000
-3,008,000
| -44% | -$218M |
|
19
PUT
Palo Alto Networks
PANW
$270B
| $336M | 0.75% |
2,364,800
-428,000
| -15% | -$67.5M |
|
20
PUT
Coinbase
COIN
$38.5B
| $317M | 0.71% |
1,196,500
-752,500
| -39% | -$135M |
|
21
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $315M | 0.71% |
749,100
+481,800
| +180% | +$190M |
|
|
22
PUT
Netflix
NFLX
$299B
| $314M | 0.7% |
5,169,000
-1,127,000
| -18% | -$63.5M |
|
|
23
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $303M | 0.68% |
3,205,200
+981,900
| +44% | +$92.9M |
|
24
PUT
Advanced Micro Devices
AMD
$776B
| $291M | 0.65% |
1,613,300
-12,700
| -0.8% | -$2.22M |
|
25
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
| $271M | 0.61% |
1,796,800
+204,300
| +13% | +$29.2M |
|
Similar funds
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.