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
+7.29%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
571
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
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$436B
$5.09B 10.96%
10,623,300
+2,338,900
+28% +$1.05B
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$4.13B 8.88%
7,583,500
+2,706,100
+55% +$1.42B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79.1B
$2.2B 4.74%
10,850,600
+5,190,300
+92% +$1.05B
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$436B
$1.12B 2.42%
2,341,400
-415,000
-15% -$187M
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$79.1B
$1.12B 2.41%
5,506,300
-411,100
-7% -$83.1M
NVDA icon
6
PUT
NVIDIA
NVDA
$4.6T
$1.06B 2.27%
8,553,100
-769,900
-8% -$77.8M
META icon
7
CALL
Meta Platforms (Facebook)
META
$1.49T
$946M 2.04%
1,877,000
-71,500
-4% -$34.8M
META icon
8
PUT
Meta Platforms (Facebook)
META
$1.49T
$823M 1.77%
1,631,600
-332,300
-17% -$162M
GLD icon
9
CALL
SPDR Gold Trust
GLD
$131B
$613M 1.32%
2,849,800
-1,090,200
-28% -$236M
NVDA icon
10
NVIDIA
NVDA
$4.6T
$507M 1.09%
4,104,022
+1,275,922
+45% +$129M
AAPL icon
11
CALL
Apple
AAPL
$4.97T
$440M 0.95%
2,090,100
+1,144,300
+121% +$213M
KRE icon
12
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$393M 0.85%
8,012,800
+2,772,300
+53% +$134M
XLF icon
13
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$383M 0.83%
9,324,000
+565,500
+6% +$23.3M
TSM icon
14
PUT
TSMC
TSM
$1.94T
$383M 0.82%
2,204,500
+1,377,600
+167% +$209M
ARM icon
15
CALL
Arm
ARM
$240B
$349M 0.75%
2,135,600
+1,595,100
+295% +$198M
PANW icon
16
PUT
Palo Alto Networks
PANW
$256B
$335M 0.72%
1,973,800
-391,000
-17% -$58.5M
TSLA icon
17
PUT
Tesla
TSLA
$1.18T
$334M 0.72%
1,686,100
-1,060,100
-39% -$185M
AAPL icon
18
PUT
Apple
AAPL
$4.97T
$329M 0.71%
1,563,700
-655,700
-30% -$122M
XLF icon
19
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$321M 0.69%
7,809,600
-2,689,500
-26% -$111M
TLT icon
20
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$305M 0.66%
3,318,800
+113,600
+4% +$10.4M
NFLX icon
21
PUT
Netflix
NFLX
$307B
$301M 0.65%
4,458,000
-711,000
-14% -$44.4M
BRK.B icon
22
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$296M 0.64%
727,600
-21,500
-3% -$8.79M
SMH icon
23
PUT
VanEck Semiconductor ETF
SMH
$60.8B
$290M 0.62%
1,110,500
+809,000
+268% +$190M
ARM icon
24
PUT
Arm
ARM
$240B
$271M 0.58%
1,655,000
+925,300
+127% +$115M
TLT icon
25
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$266M 0.57%
2,896,300
-3,884,900
-57% -$354M
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
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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, 571 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.