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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
-4.72%
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
$104B
AUM Growth
+$31B
(+42%)
Cap. Flow
+$32.9B
Cap. Flow
% of AUM
31.62%
Top 10 Holdings %
Top 10 Hldgs %
50.96%
Holding
2,377
New
828
Increased
595
Reduced
468
Closed
350
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$497M |
| 2 |
Microsoft
MSFT
|
+$353M |
| 3 |
Zoom
ZM
|
+$214M |
| 4 |
Peloton Interactive
PTON
|
+$179M |
| 5 |
Nike
NKE
|
+$165M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$188M |
| 2 |
Tesla
TSLA
|
+$138M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$97M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$83.6M |
| 5 |
Salesforce
CRM
|
+$59.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.97% |
| 2 | Consumer Discretionary | 0.95% |
| 3 | Communication Services | 0.79% |
| 4 | Financials | 0.37% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
CALL
Starbucks
SBUX
$119B
| $38.6M | 0.04% |
350,000
-35,000
| -9% | -$4.1M |
|
302
JPMorgan Chase
JPM
$956B
| $38.6M | 0.04% |
235,694
-13,249
| -5% | -$2.08M |
|
|
GAP
303
PUT
The Gap Inc
GAP
$7.74B
| $38.5M | 0.04% |
+1,697,800
| New | +$46.9M |
|
304
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.8B
| $38.3M | 0.04% |
427,024
-528,632
| -55% | -$48M |
|
305
PUT
iShares MSCI Brazil ETF
EWZ
$8.91B
| $38M | 0.04% |
+1,181,600
| New | +$43.2M |
|
306
CALL
Expedia Group
EXPE
$37.7B
| $37.9M | 0.04% |
+231,300
| New | +$35.8M |
|
307
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $37.6M | 0.04% |
503,200
+347,600
| +223% | +$26.8M |
|
308
CALL
XPeng
XPEV
$11.5B
| $37.5M | 0.04% |
1,053,800
-44,900
| -4% | -$1.78M |
|
309
CALL
NXP Semiconductors
NXPI
$58.9B
| $37.2M | 0.04% |
190,100
+64,400
| +51% | +$13.4M |
|
310
PUT
KLA
KLAC
$252B
| $36.9M | 0.04% |
1,103,000
+182,000
| +20% | +$6.08M |
|
311
CALL
Fiverr
FVRR
$327M
| $36.4M | 0.04% |
+199,500
| New | +$40.2M |
|
312
CALL
Live Nation Entertainment
LYV
$43B
| $35.7M | 0.03% |
391,800
-20,600
| -5% | -$1.73M |
|
313
PUT
iShares Global Clean Energy ETF
ICLN
$2.08B
| $35.6M | 0.03% |
1,645,400
-179,500
| -10% | -$4.09M |
|
314
CALL
Wynn Resorts
WYNN
$10.6B
| $35.1M | 0.03% |
414,300
+230,700
| +126% | +$22.8M |
|
315
Thermo Fisher Scientific
TMO
$222B
| $34.9M | 0.03% |
61,126
+11,945
| +24% | +$6.56M |
|
316
PUT
Spotify
SPOT
$105B
| $34.8M | 0.03% |
154,600
+46,800
| +43% | +$11M |
|
317
PUT
Synchrony
SYF
$25.4B
| $34.6M | 0.03% |
708,300
-44,500
| -6% | -$2.16M |
|
318
CALL
US Bancorp
USB
$100B
| $34.6M | 0.03% |
582,000
-116,200
| -17% | -$6.62M |
|
319
PUT
Macy's
M
$6.55B
| $34.5M | 0.03% |
1,526,800
+861,500
| +129% | +$17.2M |
|
320
Western Digital
WDC
$151B
| $34.5M | 0.03% |
808,816
+683,187
| +544% | +$32.5M |
|
321
PUT
United States Oil Fund
USO
$1.78B
| $34.1M | 0.03% |
648,284
-254,900
| -28% | -$12.5M |
|
322
PUT
Nucor
NUE
$62.5B
| $33.9M | 0.03% |
344,500
+263,100
| +323% | +$28M |
|
323
Marriott International
MAR
$90.9B
| $33.8M | 0.03% |
228,560
+70,182
| +44% | +$9.8M |
|
|
324
United States Oil Fund
USO
$1.78B
| $33.8M | 0.03% |
643,092
+63,734
| +11% | +$3.12M |
|
|
325
PUT
Fiverr
FVRR
$327M
| $33.7M | 0.03% |
+184,200
| New | +$37.1M |
|
Similar funds
HF
Parallax Volatility Advisers's Q3 2021 Portfolio in Review
As of Q3 2021, Parallax Volatility Advisers held 2,377 positions worth $104B, up 42% from $73B the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Parallax Volatility Advisers deployed $32.9B of net new capital in Q3 2021, opening 828 new positions and adding to 595 existing holdings. Its largest new stake was Meta Platforms (Facebook): 1,381,068 shares worth $469M.
By sector, the portfolio is most concentrated in Technology at 2% of assets, up from 1.2% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $188M trimmed.
- Parallax Volatility Advisers's largest Q3 2021 buy was Meta Platforms (Facebook): 1,381,068 shares worth $469M.
- Parallax Volatility Advisers added most to Microsoft in Q3 2021, an estimated $353M increase.
- Parallax Volatility Advisers's biggest Q3 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $188M.
- Parallax Volatility Advisers fully exited Wells Fargo in Q3 2021, selling an estimated $53.6M.
- Parallax Volatility Advisers's ten largest holdings make up 51% of its $104B portfolio in Q3 2021.
- Parallax Volatility Advisers opened 828 new positions and closed 350 in Q3 2021.
- Parallax Volatility Advisers's portfolio value rose 42% quarter-over-quarter to $104B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2021, filed 15 Nov 2021.