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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
+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
KSS icon
526
CALL
Kohl's
KSS
$2.18B
$10.1M 0.02%
480,900
+380,900
+381% +$7.76M
VLO icon
527
PUT
Valero Energy
VLO
$89.6B
$10.1M 0.02%
74,900
-78,100
-51% -$11.3M
ZS icon
528
CALL
Zscaler
ZS
$28.5B
$10.1M 0.02%
59,100
-73,100
-55% -$13.3M
LW icon
529
CALL
Lamb Weston
LW
$7.13B
$10.1M 0.02%
155,600
+125,600
+419% +$8.29M
CHWY icon
530
CALL
Chewy
CHWY
$9.47B
$10.1M 0.02%
343,700
+209,900
+157% +$5.6M
PNC icon
531
PUT
PNC Financial Services
PNC
$101B
$10M 0.02%
54,100
+1,900
+4% +$333K
REGN icon
532
PUT
Regeneron Pharmaceuticals
REGN
$82B
$9.99M 0.02%
9,500
-600
-6% -$668K
VKTX icon
533
CALL
Viking Therapeutics
VKTX
$4.04B
$9.98M 0.02%
157,700
+106,500
+208% +$6.25M
ZM icon
534
PUT
Zoom
ZM
$31B
$9.96M 0.02%
142,800
-15,000
-10% -$938K
WDAY icon
535
PUT
Workday
WDAY
$45.1B
$9.87M 0.02%
40,400
-130,500
-76% -$30.8M
VIPS icon
536
CALL
Vipshop
VIPS
$7.49B
$9.87M 0.02%
627,700
+518,100
+473% +$6.93M
IEF icon
537
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$9.81M 0.02%
+100,000
New +$9.67M
IP icon
538
CALL
International Paper
IP
$21.9B
$9.77M 0.02%
200,000
-168,800
-46% -$7.86M
DHI icon
539
PUT
D.R. Horton
DHI
$41B
$9.77M 0.02%
51,200
+49,800
+3,557% +$8.75M
BILI icon
540
CALL
Bilibili
BILI
$7.87B
$9.75M 0.02%
416,900
-664,600
-61% -$10.3M
SHEL icon
541
CALL
Shell
SHEL
$248B
$9.73M 0.02%
147,500
-75,400
-34% -$5.34M
TECK icon
542
PUT
Teck Resources
TECK
$32.8B
$9.72M 0.02%
186,000
+15,800
+9% +$752K
INSM icon
543
Insmed
INSM
$29.1B
$9.68M 0.02%
132,558
-50,447
-28% -$3.72M
TSCO icon
544
CALL
Tractor Supply
TSCO
$17.9B
$9.6M 0.02%
165,000
+115,000
+230% +$6.18M
HSY icon
545
PUT
Hershey
HSY
$36.5B
$9.59M 0.02%
50,000
-100
-0.2% -$19.4K
RF icon
546
CALL
Regions Financial
RF
$26.7B
$9.58M 0.02%
410,700
+5,200
+1% +$114K
ALTR
547
PUT
DELISTED
Altair Engineering Inc
ALTR
$9.56M 0.02%
100,100
+100
+0.1% +$9.08K
OBDC icon
548
PUT
Blue Owl Capital
OBDC
$5.65B
$9.56M 0.02%
655,800
+30,000
+5% +$450K
DVN icon
549
CALL
Devon Energy
DVN
$49.2B
$9.53M 0.02%
243,500
+92,200
+61% +$4.06M
LHX icon
550
PUT
L3Harris
LHX
$54.6B
$9.51M 0.02%
+40,000
New +$9.23M
20 21
22
23 24

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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 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.