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
ARM icon
26
PUT
Arm
ARM
$286B
$302M 0.55%
2,112,000
+457,000
+28% +$64.9M
ARM icon
27
CALL
Arm
ARM
$286B
$293M 0.53%
2,052,100
-83,500
-4% -$11.9M
NFLX icon
28
PUT
Netflix
NFLX
$318B
$283M 0.51%
3,987,000
-471,000
-11% -$31.5M
JPM icon
29
PUT
JPMorgan Chase
JPM
$956B
$279M 0.51%
1,324,700
+73,400
+6% +$15.5M
V icon
30
CALL
Visa
V
$675B
$272M 0.5%
989,500
+673,900
+214% +$182M
BAC icon
31
PUT
Bank of America
BAC
$447B
$266M 0.48%
6,711,300
+452,800
+7% +$18.1M
MSFT icon
32
PUT
Microsoft
MSFT
$3.76T
$261M 0.48%
606,800
+53,600
+10% +$22.9M
CVNA icon
33
PUT
Carvana
CVNA
$81.5B
$260M 0.47%
7,453,500
+6,263,500
+526% +$180M
TSLA icon
34
CALL
Tesla
TSLA
$1.31T
$252M 0.46%
961,500
-149,900
-13% -$34.2M
EEM icon
35
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.8B
$248M 0.45%
5,414,400
+3,159,600
+140% +$136M
PDD icon
36
CALL
Pinduoduo
PDD
$132B
$247M 0.45%
1,831,000
+1,150,500
+169% +$141M
BAC icon
37
CALL
Bank of America
BAC
$447B
$245M 0.45%
6,161,900
+1,632,500
+36% +$65.4M
C icon
38
CALL
Citigroup
C
$227B
$242M 0.44%
3,863,400
+759,100
+24% +$46.9M
GOOGL icon
39
PUT
Alphabet (Google) Class A
GOOGL
$4.37T
$232M 0.42%
1,396,000
+299,000
+27% +$50.2M
MS icon
40
PUT
Morgan Stanley
MS
$338B
$226M 0.41%
2,170,200
+818,000
+60% +$82.4M
ORCL icon
41
PUT
Oracle
ORCL
$435B
$223M 0.41%
1,309,300
+209,700
+19% +$30.4M
XLE icon
42
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
$223M 0.41%
5,081,600
+1,026,800
+25% +$45.9M
RCL icon
43
PUT
Royal Caribbean
RCL
$82.4B
$209M 0.38%
1,178,800
+338,700
+40% +$54.9M
META icon
44
Meta Platforms (Facebook)
META
$1.52T
$203M 0.37%
355,133
+94,451
+36% +$48.6M
TLT icon
45
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.5B
$199M 0.36%
2,033,200
-1,285,600
-39% -$124M
AVGO icon
46
PUT
Broadcom
AVGO
$2.01T
$195M 0.35%
1,129,500
+274,500
+32% +$44M
EEM icon
47
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.8B
$194M 0.35%
4,236,100
+1,712,900
+68% +$73.9M
NKE icon
48
PUT
Nike
NKE
$62.5B
$193M 0.35%
2,185,800
+1,260,300
+136% +$98.8M
UBER icon
49
PUT
Uber
UBER
$159B
$192M 0.35%
2,559,000
+925,400
+57% +$65.1M
AXP icon
50
CALL
American Express
AXP
$229B
$185M 0.34%
682,100
+192,500
+39% +$47.9M
1
2
3 4 5

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.