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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 | |
|---|---|---|---|---|---|---|
76
CALL
Pinterest
PINS
$13.7B
| $170M | 0.16% |
3,331,000
+883,100
| +36% | +$54.3M |
|
77
CALL
Micron Technology
MU
$972B
| $170M | 0.16% |
2,388,600
-677,100
| -22% | -$50.8M |
|
78
PUT
Wells Fargo
WFC
$265B
| $169M | 0.16% |
3,645,500
-117,300
| -3% | -$5.43M |
|
79
CALL
Uber
UBER
$161B
| $169M | 0.16% |
3,773,000
+1,033,900
| +38% | +$45.2M |
|
|
80
CALL
Salesforce
CRM
$163B
| $167M | 0.16% |
617,000
+343,200
| +125% | +$87.2M |
|
81
PUT
Morgan Stanley
MS
$337B
| $167M | 0.16% |
1,718,700
+72,300
| +4% | +$7.16M |
|
|
82
Zoom
ZM
$31.4B
| $166M | 0.16% |
+635,535
| New | +$214M |
|
83
CALL
Upstart Holdings
UPST
$2.91B
| $166M | 0.16% |
+523,800
| New | +$103M |
|
84
PUT
Lowe's Companies
LOW
$125B
| $166M | 0.16% |
816,700
+636,700
| +354% | +$127M |
|
85
NVIDIA
NVDA
$5.34T
| $166M | 0.16% |
7,991,890
+6,607,770
| +477% | +$137M |
|
|
86
CALL
Nike
NKE
$61.4B
| $164M | 0.16% |
1,132,100
+673,000
| +147% | +$110M |
|
|
87
PUT
Pinterest
PINS
$13.7B
| $163M | 0.16% |
3,199,600
+333,800
| +12% | +$20.5M |
|
88
PUT
Etsy
ETSY
$7.26B
| $160M | 0.15% |
+770,500
| New | +$156M |
|
89
PUT
Shopify
SHOP
$198B
| $158M | 0.15% |
1,168,000
-326,000
| -22% | -$48.8M |
|
|
PARA
90
PUT
DELISTED
Paramount Global Class B
PARA
| $157M | 0.15% |
3,975,200
+650,800
| +20% | +$26.5M |
|
91
CALL
JPMorgan Chase
JPM
$957B
| $152M | 0.15% |
931,600
-79,100
| -8% | -$12.4M |
|
92
CALL
S&P Global
SPGI
$121B
| $150M | 0.14% |
353,900
+196,200
| +124% | +$85M |
|
93
CALL
Pinduoduo
PDD
$129B
| $150M | 0.14% |
1,657,100
-389,800
| -19% | -$37.9M |
|
94
PUT
Target
TGT
$70.1B
| $150M | 0.14% |
655,100
-304,500
| -32% | -$76.3M |
|
95
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $148M | 0.14% |
1,162,700
+762,500
| +191% | +$101M |
|
96
CALL
Workday
WDAY
$45.5B
| $146M | 0.14% |
582,500
+20,000
| +4% | +$4.95M |
|
97
PUT
ServiceNow
NOW
$133B
| $145M | 0.14% |
1,166,500
-209,500
| -15% | -$25.4M |
|
98
PUT
JD.com
JD
$43.1B
| $143M | 0.14% |
1,976,000
+330,200
| +20% | +$24.3M |
|
|
99
PUT
Upstart Holdings
UPST
$2.91B
| $142M | 0.14% |
+450,300
| New | +$88.8M |
|
100
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $141M | 0.14% |
3,766,000
+525,500
| +16% | +$19.7M |
|
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.