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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
+6.82%
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
$54.9B
AUM Growth
+$8.49B
Cap. Flow
-$748M
Cap. Flow %
-1.36%
Top 10 Hldgs %
36.91%
Holding
2,334
New
384
Increased
694
Reduced
605
Closed
345

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$72.3M
2
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$65.6M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$52.8M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$50M
5
META icon
Meta Platforms (Facebook)
META
+$48.6M

Top Sells

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$62.5M
2
NVDA icon
NVIDIA
NVDA
+$57.5M
3
PDD icon
Pinduoduo
PDD
+$51.7M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$51.6M
5
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$48.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.04%
2 Technology 1.77%
3 Communication Services 0.77%
4 Financials 0.69%
5 Industrials 0.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$7.73B 14.08%
13,478,400
+5,894,900
+78% +$3.26B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$490B
$4.48B 8.15%
9,178,000
-1,445,300
-14% -$684M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$1.73B 3.15%
7,832,800
-3,017,800
-28% -$646M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$490B
$1.31B 2.38%
2,680,100
+338,700
+14% +$160M
NVDA icon
5
PUT
NVIDIA
NVDA
$5.45T
$1.2B 2.19%
9,921,900
+1,368,800
+16% +$162M
META icon
6
CALL
Meta Platforms (Facebook)
META
$1.56T
$983M 1.79%
1,717,500
-159,500
-8% -$82.1M
IWM icon
7
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$891M 1.62%
4,035,200
-1,471,100
-27% -$315M
GLD icon
8
CALL
SPDR Gold Trust
GLD
$148B
$719M 1.31%
2,959,400
+109,600
+4% +$25.1M
AAPL icon
9
PUT
Apple
AAPL
$4.61T
$616M 1.12%
2,642,000
+1,078,300
+69% +$241M
META icon
10
PUT
Meta Platforms (Facebook)
META
$1.56T
$614M 1.12%
1,073,100
-558,500
-34% -$287M
AAPL icon
11
CALL
Apple
AAPL
$4.61T
$584M 1.06%
2,504,800
+414,700
+20% +$92.6M
SPY icon
12
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$503M 0.92%
876,600
+454,400
+108% +$251M
TSLA icon
13
PUT
Tesla
TSLA
$1.45T
$462M 0.84%
1,767,500
+81,400
+5% +$18.6M
NVDA icon
14
NVIDIA
NVDA
$5.45T
$439M 0.8%
3,617,297
-486,725
-12% -$57.5M
TSM icon
15
PUT
TSMC
TSM
$2.28T
$434M 0.79%
2,498,700
+294,200
+13% +$50.1M
XLF icon
16
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$426M 0.78%
9,400,800
+1,591,200
+20% +$69.4M
KRE icon
17
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
$419M 0.76%
7,408,000
-604,800
-8% -$33.2M
XLF icon
18
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$410M 0.75%
9,052,800
-271,200
-3% -$11.8M
NVDA icon
19
CALL
NVIDIA
NVDA
$5.45T
$395M 0.72%
3,256,200
+1,670,100
+105% +$197M
SMH icon
20
PUT
VanEck Semiconductor ETF
SMH
$69.8B
$360M 0.65%
1,465,000
+354,500
+32% +$86.2M
JPM icon
21
CALL
JPMorgan Chase
JPM
$940B
$337M 0.61%
1,597,600
+616,300
+63% +$130M
MSFT icon
22
CALL
Microsoft
MSFT
$3.67T
$334M 0.61%
776,300
+374,900
+93% +$160M
PANW icon
23
PUT
Palo Alto Networks
PANW
$275B
$330M 0.6%
1,932,800
-41,000
-2% -$6.9M
BRK.B icon
24
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$322M 0.59%
700,200
-27,400
-4% -$12.1M
COIN icon
25
PUT
Coinbase
COIN
$47.2B
$320M 0.58%
1,795,000
+628,400
+54% +$126M
1
2 3 4 5

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Parallax Volatility Advisers's Q3 2024 Portfolio in Review

As of Q3 2024, Parallax Volatility Advisers held 2,334 positions worth $54.9B, up 18% from $46.5B the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Parallax Volatility Advisers's Q3 2024 filing shows 384 new, 694 increased, 605 reduced and 345 closed positions. Its largest new stake was IBM: 242,688 shares worth $53.7M. The largest sale was Goldman Sachs, an estimated $62.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Communication Services.

  • Parallax Volatility Advisers's largest Q3 2024 buy was IBM: 242,688 shares worth $53.7M.
  • Parallax Volatility Advisers added most to iShares 20+ Year Treasury Bond ETF in Q3 2024, an estimated $72.3M increase.
  • Parallax Volatility Advisers's biggest Q3 2024 reduction was Goldman Sachs, cutting an estimated $62.5M.
  • Parallax Volatility Advisers fully exited Pinduoduo in Q3 2024, selling an estimated $51.7M.
  • Parallax Volatility Advisers's ten largest holdings make up 37% of its $54.9B portfolio in Q3 2024.
  • Parallax Volatility Advisers opened 384 new positions and closed 345 in Q3 2024.
  • Parallax Volatility Advisers's portfolio value rose 18% quarter-over-quarter to $54.9B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2024, filed 14 Nov 2024.