We are live on ! Find out more
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
+6.82%
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
$54.9B
AUM Growth
+$8.49B
Cap. Flow
+$5.44B
Cap. Flow %
9.91%
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 Technology 1.77%
2 Communication Services 0.77%
3 Financials 0.69%
4 Industrials 0.59%
5 Consumer Discretionary 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LRCX icon
401
CALL
Lam Research
LRCX
$385B
$15.1M 0.03%
185,000
+100,000
+118% +$8.69M
MRNA icon
402
PUT
Moderna
MRNA
$23.7B
$15.1M 0.03%
225,600
+167,300
+287% +$15.4M
ON icon
403
PUT
ON Semiconductor
ON
$31.6B
$15.1M 0.03%
207,500
-661,200
-76% -$48.1M
ISRG icon
404
Intuitive Surgical
ISRG
$138B
$14.9M 0.03%
30,365
+25,988
+594% +$12.1M
NUE icon
405
CALL
Nucor
NUE
$62.7B
$14.8M 0.03%
98,600
+16,100
+20% +$2.42M
FSK icon
406
PUT
FS KKR Capital
FSK
$3.34B
$14.8M 0.03%
750,000
– –
XOP icon
407
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
$14.8M 0.03%
112,400
-47,600
-30% -$6.58M
MSTR icon
408
CALL
Strategy Inc
MSTR
$37.1B
$14.7M 0.03%
86,900
-64,100
-42% -$9.16M
XLE icon
409
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$14.6M 0.03%
333,420
+333,418
+16,670,900% +$14.9M
QSR icon
410
CALL
Restaurant Brands International
QSR
$25.5B
$14.6M 0.03%
+202,600
New +$14.2M
CYBR
411
DELISTED
CyberArk
CYBR
$14.6M 0.03%
49,996
+15,277
+44% +$4.13M
FICO icon
412
CALL
Fair Isaac
FICO
$22.6B
$14.6M 0.03%
+7,500
New +$12.8M
XYZ
413
Block Inc
XYZ
$47.7B
$14.4M 0.03%
215,177
-347,617
-62% -$22.5M
X
414
CALL
DELISTED
US Steel
X
$14.4M 0.03%
407,300
-28,100
-6% -$1.07M
MCK icon
415
CALL
McKesson
MCK
$103B
$14.4M 0.03%
+29,100
New +$16.2M
CMA
416
CALL
DELISTED
Comerica
CMA
$14.4M 0.03%
239,900
-313,600
-57% -$17.3M
XLP icon
417
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$14.3M 0.03%
172,500
+35,000
+25% +$2.81M
SLB icon
418
SLB Ltd
SLB
$78.7B
$14.2M 0.03%
338,838
+246,635
+267% +$11M
ETSY icon
419
CALL
Etsy
ETSY
$7.56B
$14.2M 0.03%
254,900
+172,800
+210% +$9.81M
MMM icon
420
PUT
3M
MMM
$93.7B
$14.1M 0.03%
103,200
+72,700
+238% +$8.9M
AMAT icon
421
PUT
Applied Materials
AMAT
$420B
$14.1M 0.03%
69,700
+27,400
+65% +$5.62M
LW icon
422
PUT
Lamb Weston
LW
$7.11B
$14M 0.03%
216,900
+29,900
+16% +$1.97M
PAYX icon
423
CALL
Paychex
PAYX
$42.8B
$14M 0.03%
104,300
-6,500
-6% -$825K
JWN
424
PUT
DELISTED
Nordstrom
JWN
$13.9M 0.03%
620,000
– –
ROP icon
425
CALL
Roper Technologies
ROP
$39.9B
$13.9M 0.03%
25,000
– –
15 16
17
18 19

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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 deployed $5.44B of net new capital in Q3 2024, opening 384 new positions and adding to 694 existing holdings. Its largest new stake was IBM: 242,688 shares worth $53.7M.

By sector, the portfolio is most concentrated in Technology at 1.8% of assets, down from 2.2% a quarter earlier, followed by Communication Services and Financials.

On the sell side, the largest reduction was Goldman Sachs, an estimated $62.5M trimmed.

  • 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.