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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 | |
|---|---|---|---|---|---|---|
376
PUT
NetEase
NTES
$85.4B
| $27M | 0.03% |
316,300
+162,900
| +106% | +$15.4M |
|
377
KE Holdings
BEKE
$19.5B
| $26.8M | 0.03% |
1,467,169
+841,113
| +134% | +$20.5M |
|
378
FedEx
FDX
$76.9B
| $26.7M | 0.03% |
+121,870
| New | +$33.1M |
|
379
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $26.4M | 0.03% |
827,800
+527,200
| +175% | +$17.6M |
|
380
CALL
Williams Companies
WMB
$87.9B
| $26.4M | 0.03% |
1,017,000
-646,400
| -39% | -$16.3M |
|
|
SCHW
381
PUT
Charles Schwab
SCHW
$188B
| $26.1M | 0.03% |
358,000
-13,500
| -4% | -$964K |
|
382
CALL
Gilead Sciences
GILD
$165B
| $26M | 0.03% |
+371,800
| New | +$26.1M |
|
383
CALL
Palantir
PLTR
$421B
| $25.7M | 0.02% |
1,068,500
+728,700
| +214% | +$17.8M |
|
384
PUT
Green Plains
GPRE
$1.06B
| $25.6M | 0.02% |
+785,300
| New | +$26.9M |
|
385
CALL
Virgin Galactic
SPCE
$415M
| $25.4M | 0.02% |
50,285
-46,520
| -48% | -$27.6M |
|
386
Royal Bank of Canada
RY
$293B
| $25.4M | 0.02% |
+255,657
| New | +$26.1M |
|
|
RDFN
387
PUT
DELISTED
Redfin
RDFN
| $24.7M | 0.02% |
494,000
+18,300
| +4% | +$989K |
|
388
PUT
PNC Financial Services
PNC
$100B
| $24.7M | 0.02% |
126,300
+25,700
| +26% | +$4.85M |
|
389
CALL
FIVE9
FIVN
$2.58B
| $24.6M | 0.02% |
+154,100
| New | +$28.1M |
|
390
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $24.4M | 0.02% |
1,327,391
+319,900
| +32% | +$5.61M |
|
|
NEWR
391
PUT
DELISTED
New Relic, Inc.
NEWR
| $24.3M | 0.02% |
339,200
| – | – |
|
392
PUT
Linde
LIN
$227B
| $24.1M | 0.02% |
82,300
-13,600
| -14% | -$4.13M |
|
393
PUT
ZIM Integrated Shipping Services
ZIM
$3.04B
| $24.1M | 0.02% |
+475,100
| New | +$22.2M |
|
394
PUT
iShares Russell 2000 Value ETF
IWN
$14.5B
| $24M | 0.02% |
150,000
+75,000
| +100% | +$12M |
|
|
395
CALL
NetEase
NTES
$85.4B
| $24M | 0.02% |
280,600
+151,500
| +117% | +$14.3M |
|
396
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.54B
| $23.8M | 0.02% |
621,500
-23,500
| -4% | -$1.01M |
|
|
PARA
397
DELISTED
Paramount Global Class B
PARA
| $23.8M | 0.02% |
601,650
+254,670
| +73% | +$10.4M |
|
|
X
398
CALL
DELISTED
US Steel
X
| $23.7M | 0.02% |
1,077,300
+1,034,500
| +2,417% | +$25.9M |
|
399
NextEra Energy
NEE
$177B
| $23.6M | 0.02% |
+300,884
| New | +$24.3M |
|
400
PUT
PVH
PVH
$4.02B
| $23.6M | 0.02% |
229,600
+61,200
| +36% | +$6.59M |
|
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.