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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
(+18%)
Cap. Flow
+$5.44B
Cap. Flow
% of AUM
9.91%
Top 10 Holdings %
Top 10 Hldgs %
36.91%
Holding
2,334
New
384
Increased
694
Reduced
605
Closed
345
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$72.3M |
| 2 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$65.6M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$52.8M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$50M |
| 5 |
Meta Platforms (Facebook)
META
|
+$48.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$62.5M |
| 2 |
NVIDIA
NVDA
|
+$57.5M |
| 3 |
Pinduoduo
PDD
|
+$51.7M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$51.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1276
PUT
Toll Brothers
TOL
$14.5B
| $1.13M | ﹤0.01% |
7,300
-13,400
| -65% | -$1.82M |
|
1277
CALL
Krispy Kreme
DNUT
$577M
| $1.13M | ﹤0.01% |
105,000
| – | – |
|
1278
JetBlue
JBLU
$2.29B
| $1.12M | ﹤0.01% |
170,634
-73,643
| -30% | -$415K |
|
1279
CALL
Magnite
MGNI
$3.55B
| $1.12M | ﹤0.01% |
80,800
| – | – |
|
1280
PUT
Domino's
DPZ
$11.6B
| $1.12M | ﹤0.01% |
2,600
-1,600
| -38% | -$695K |
|
1281
CALL
Novartis
NVS
$297B
| $1.12M | ﹤0.01% |
9,700
-20,200
| -68% | -$2.29M |
|
|
MRSH
1282
PUT
Marsh
MRSH
$91.5B
| $1.12M | ﹤0.01% |
5,000
-1,000
| -17% | -$222K |
|
1283
CALL
Under Armour
UAA
$2.6B
| $1.11M | ﹤0.01% |
+125,000
| New | +$930K |
|
1284
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$188M
| $1.1M | ﹤0.01% |
38,200
| – | – |
|
1285
CALL
Dropbox
DBX
$8.12B
| $1.1M | ﹤0.01% |
43,200
+13,200
| +44% | +$310K |
|
1286
CALL
CenterPoint Energy
CNP
$26.8B
| $1.1M | ﹤0.01% |
37,300
| – | – |
|
1287
iQIYI
IQ
$1.28B
| $1.1M | ﹤0.01% |
+382,942
| New | +$1.11M |
|
1288
PUT
Tilray
TLRY
$622M
| $1.09M | ﹤0.01% |
61,990
+18,270
| +42% | +$329K |
|
1289
PUT
Levi Strauss
LEVI
$9.39B
| $1.09M | ﹤0.01% |
+50,000
| New | +$946K |
|
1290
PUT
Nutrien
NTR
$30.7B
| $1.08M | ﹤0.01% |
22,500
| – | – |
|
1291
MGM Resorts International
MGM
$11.2B
| $1.07M | ﹤0.01% |
27,398
+8,130
| +42% | +$322K |
|
1292
CALL
Upstart Holdings
UPST
$3.03B
| $1.07M | ﹤0.01% |
26,700
| – | – |
|
1293
CALL
Capri Holdings
CPRI
$1.74B
| $1.06M | ﹤0.01% |
25,000
-42,600
| -63% | -$1.49M |
|
1294
PUT
SL Green Realty
SLG
$3.99B
| $1.06M | ﹤0.01% |
15,200
-352,600
| -96% | -$22.6M |
|
1295
PUT
MasterCraft Boat Holdings
MCFT
$590M
| $1.05M | ﹤0.01% |
57,700
+22,500
| +64% | +$428K |
|
1296
PUT
Molson Coors Class B
TAP
$8.09B
| $1.05M | ﹤0.01% |
+18,200
| New | +$974K |
|
1297
PUT
Qorvo
QRVO
$8.74B
| $1.04M | ﹤0.01% |
10,100
-400
| -4% | -$44.9K |
|
1298
PUT
Dominion Energy
D
$59.3B
| $1.03M | ﹤0.01% |
17,900
-100
| -0.6% | -$5.46K |
|
|
B
1299
DELISTED
Barnes Group Inc.
B
| $1.03M | ﹤0.01% |
25,524
+13,662
| +115% | +$538K |
|
|
HES
1300
CALL
DELISTED
Hess
HES
| $1.02M | ﹤0.01% |
7,500
-25,000
| -77% | -$3.48M |
|
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HF
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.