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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 | |
|---|---|---|---|---|---|---|
|
101
Peloton Interactive
PTON
$2.44B
| $141M | 0.14% |
+1,623,426
| New | +$179M |
|
102
PUT
United Airlines
UAL
$40.7B
| $139M | 0.13% |
2,930,000
-54,100
| -2% | -$2.55M |
|
103
CALL
Occidental Petroleum
OXY
$59B
| $139M | 0.13% |
4,711,100
+2,501,300
| +113% | +$66.8M |
|
104
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $139M | 0.13% |
4,346,600
+2,819,400
| +185% | +$94.2M |
|
105
Micron Technology
MU
$968B
| $139M | 0.13% |
1,953,095
+1,953,020
| +2,604,027% | +$147M |
|
106
PayPal
PYPL
$50.8B
| $139M | 0.13% |
532,715
+240,554
| +82% | +$68.3M |
|
107
CALL
Match Group
MTCH
$8.45B
| $137M | 0.13% |
873,100
+762,300
| +688% | +$116M |
|
108
PUT
United Parcel Service
UPS
$89.5B
| $136M | 0.13% |
746,200
+62,100
| +9% | +$12.3M |
|
109
CALL
Merck
MRK
$325B
| $134M | 0.13% |
1,786,100
+847,100
| +90% | +$64.4M |
|
110
PUT
RH
RH
$3.52B
| $133M | 0.13% |
199,000
+25,700
| +15% | +$17.7M |
|
111
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
| $133M | 0.13% |
996,800
-1,061,400
| -52% | -$143M |
|
|
XYZ
112
CALL
Block Inc
XYZ
$47.7B
| $131M | 0.13% |
547,100
+39,200
| +8% | +$10.1M |
|
113
Uber
UBER
$160B
| $131M | 0.13% |
2,927,250
+1,810,515
| +162% | +$79.1M |
|
|
114
CALL
United Parcel Service
UPS
$89.5B
| $131M | 0.13% |
719,700
-239,700
| -25% | -$47.3M |
|
|
115
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $130M | 0.12% |
4,985,692
-3,374,518
| -40% | -$83.6M |
|
116
PUT
Thermo Fisher Scientific
TMO
$223B
| $127M | 0.12% |
223,000
+95,700
| +75% | +$52.5M |
|
117
PUT
Pinduoduo
PDD
$129B
| $127M | 0.12% |
1,402,100
-574,500
| -29% | -$55.9M |
|
118
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.59B
| $124M | 0.12% |
1,834,300
+1,371,200
| +296% | +$88.2M |
|
119
CALL
Procter & Gamble
PG
$336B
| $124M | 0.12% |
885,500
+265,400
| +43% | +$37.6M |
|
120
PUT
Wayfair
W
$14.3B
| $124M | 0.12% |
484,100
-150,400
| -24% | -$42.4M |
|
121
CALL
Freeport-McMoran
FCX
$97.8B
| $123M | 0.12% |
+3,767,100
| New | +$133M |
|
122
CALL
Mastercard
MA
$495B
| $122M | 0.12% |
351,200
+237,900
| +210% | +$86.5M |
|
|
123
CALL
Peloton Interactive
PTON
$2.44B
| $122M | 0.12% |
1,399,400
-14,500
| -1% | -$1.6M |
|
124
CALL
GE Aerospace
GE
$385B
| $121M | 0.12% |
+1,883,699
| New | +$121M |
|
125
CALL
Etsy
ETSY
$7.25B
| $121M | 0.12% |
+579,900
| New | +$118M |
|
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.