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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
+7.29%
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
$46.5B
AUM Growth
+$1.79B
Cap. Flow
-$156M
Cap. Flow %
-0.33%
Top 10 Hldgs %
37.89%
Holding
2,344
New
584
Increased
570
Reduced
629
Closed
401

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$129M
2
GE icon
GE Aerospace
GE
+$57.5M
3
PDD icon
Pinduoduo
PDD
+$57M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$48.9M
5
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$47.8M

Top Sells

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$101M
2
ARM icon
Arm
ARM
+$92.8M
3
META icon
Meta Platforms (Facebook)
META
+$73.7M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$65.7M
5
AAPL icon
Apple
AAPL
+$65.7M

Sector Composition

Rank Sector Weight
1 Technology 2.16%
2 Financials 1.23%
3 Communication Services 0.88%
4 Industrials 0.72%
5 Consumer Discretionary 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
COIN icon
26
PUT
Coinbase
COIN
$40.5B
$259M 0.56%
1,166,600
-29,900
-2% -$6.88M
JPM icon
27
PUT
JPMorgan Chase
JPM
$950B
$253M 0.54%
1,251,300
+330,300
+36% +$64.6M
BAC icon
28
PUT
Bank of America
BAC
$442B
$249M 0.54%
6,258,500
-375,400
-6% -$14.4M
MSFT icon
29
PUT
Microsoft
MSFT
$3.71T
$247M 0.53%
553,200
-79,200
-13% -$33.4M
SPY icon
30
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$823B
$230M 0.49%
422,200
-675,900
-62% -$354M
TSLA icon
31
CALL
Tesla
TSLA
$1.3T
$220M 0.47%
1,111,400
+321,800
+41% +$56.2M
AMD icon
32
PUT
Advanced Micro Devices
AMD
$789B
$219M 0.47%
1,350,200
-263,100
-16% -$42.3M
BA icon
33
PUT
Boeing
BA
$185B
$211M 0.45%
1,158,200
+85,400
+8% +$15.2M
GS icon
34
PUT
Goldman Sachs
GS
$303B
$208M 0.45%
460,600
+151,600
+49% +$66.5M
GOOGL icon
35
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
$200M 0.43%
1,097,000
-699,800
-39% -$118M
JPM icon
36
CALL
JPMorgan Chase
JPM
$950B
$198M 0.43%
981,300
-1,345,700
-58% -$263M
C icon
37
CALL
Citigroup
C
$226B
$197M 0.42%
3,104,300
-97,800
-3% -$6.03M
NVDA icon
38
CALL
NVIDIA
NVDA
$5.42T
$196M 0.42%
1,586,100
-2,254,900
-59% -$228M
XLE icon
39
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
$185M 0.4%
4,054,800
-4,975,000
-55% -$232M
BAC icon
40
CALL
Bank of America
BAC
$442B
$180M 0.39%
4,529,400
-1,206,600
-21% -$46.2M
WFC icon
41
PUT
Wells Fargo
WFC
$264B
$180M 0.39%
3,030,400
-81,700
-3% -$4.82M
HYG icon
42
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$180M 0.39%
2,329,800
+635,300
+37% +$48.8M
MSFT icon
43
CALL
Microsoft
MSFT
$3.71T
$179M 0.39%
401,400
-119,200
-23% -$50.3M
QCOM icon
44
PUT
Qualcomm
QCOM
$176B
$174M 0.38%
875,000
-564,500
-39% -$107M
CAT icon
45
PUT
Caterpillar
CAT
$387B
$170M 0.37%
510,500
+284,700
+126% +$98.7M
KRE icon
46
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
$167M 0.36%
3,401,400
+2,952,400
+658% +$142M
ORCL icon
47
PUT
Oracle
ORCL
$423B
$155M 0.33%
1,099,600
-29,200
-3% -$3.63M
QCOM icon
48
CALL
Qualcomm
QCOM
$176B
$152M 0.33%
764,600
+315,900
+70% +$59.7M
RTX icon
49
CALL
RTX Corp
RTX
$301B
$152M 0.33%
1,511,500
+1,322,200
+698% +$137M
XBI icon
50
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$151M 0.32%
1,624,600
+1,305,300
+409% +$117M
1
2
3 4 5

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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Parallax Volatility Advisers's Q2 2024 Portfolio in Review

As of Q2 2024, Parallax Volatility Advisers held 2,344 positions worth $46.5B, up 4% from $44.7B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Parallax Volatility Advisers's Q2 2024 filing shows 584 new, 570 increased, 629 reduced and 401 closed positions. Its largest new stake was Pinduoduo: 420,980 shares worth $56M. The largest sale was iShares 20+ Year Treasury Bond ETF, an estimated $101M.

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

  • Parallax Volatility Advisers's largest Q2 2024 buy was Pinduoduo: 420,980 shares worth $56M.
  • Parallax Volatility Advisers added most to NVIDIA in Q2 2024, an estimated $129M increase.
  • Parallax Volatility Advisers's biggest Q2 2024 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $101M.
  • Parallax Volatility Advisers fully exited Arm in Q2 2024, selling an estimated $92.8M.
  • Parallax Volatility Advisers's ten largest holdings make up 38% of its $46.5B portfolio in Q2 2024.
  • Parallax Volatility Advisers opened 584 new positions and closed 401 in Q2 2024.
  • Parallax Volatility Advisers's portfolio value rose 4% quarter-over-quarter to $46.5B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2024, filed 14 Aug 2024.