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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 | |
|---|---|---|---|---|---|---|
2001
CALL
Celestica
CLS
$36.2B
| – | – |
-45,100
| Closed | -$2.59M |
|
|
2002
Celestica
CLS
$36.2B
| – | – |
-7,778
| Closed | -$446K |
|
|
2003
PUT
Celestica
CLS
$36.2B
| – | – |
-400
| Closed | -$22.9K |
|
|
CMA
2004
DELISTED
Comerica
CMA
| – | – |
-41,654
| Closed | -$2.3M |
|
|
GPGI
2005
GPGI Inc
GPGI
$4.29B
| – | – |
-18,060
| Closed | -$153K |
|
2006
CALL
Cinemark Holdings
CNK
$4.28B
| – | – |
-111,100
| Closed | -$2.4M |
|
2007
CALL
Cohu
COHU
$2.49B
| – | – |
-26,500
| Closed | -$877K |
|
2008
Cooper Companies
COO
$14.5B
| – | – |
-3,242
| Closed | -$283K |
|
|
2009
PUT
Cooper Companies
COO
$14.5B
| – | – |
-21,200
| Closed | -$1.85M |
|
2010
PUT
Coupang
CPNG
$29.4B
| – | – |
-161,300
| Closed | -$3.38M |
|
2011
CALL
CRH
CRH
$66.8B
| – | – |
-80,000
| Closed | -$6M |
|
2012
PUT
Charles River Laboratories
CRL
$12.5B
| – | – |
-1,300
| Closed | -$269K |
|
2013
Salesforce
CRM
$157B
| – | – |
-59,238
| Closed | -$15.2M |
|
2014
Cerence
CRNC
$408M
| – | – |
-9,307
| Closed | -$26.3K |
|
|
2015
PUT
Cerence
CRNC
$408M
| – | – |
-19,900
| Closed | -$56.3K |
|
2016
Crocs
CROX
$6.64B
| – | – |
-14,957
| Closed | -$2.04M |
|
2017
PUT
Carpenter Technology
CRS
$28.4B
| – | – |
-170,000
| Closed | -$18.6M |
|
2018
Criteo S.A. Ordinary Shares
CRTO
$914M
| – | – |
-48,667
| Closed | -$1.84M |
|
2019
CALL
Corteva
CTVA
$51.4B
| – | – |
-59,800
| Closed | -$3.23M |
|
|
2020
PUT
Corteva
CTVA
$51.4B
| – | – |
-14,500
| Closed | -$782K |
|
2021
Chevron
CVX
$367B
| – | – |
-33,647
| Closed | -$5.01M |
|
2022
Dave Inc
DAVE
$4.2B
| – | – |
-14,231
| Closed | -$515K |
|
2023
Designer Brands
DBI
$332M
| – | – |
-59,883
| Closed | -$419K |
|
2024
DuPont de Nemours
DD
$19.5B
| – | – |
-19,937
| Closed | -$2.03M |
|
|
2025
PUT
DuPont de Nemours
DD
$19.5B
| – | – |
-797
| Closed | -$80.5K |
|
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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.