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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 | |
|---|---|---|---|---|---|---|
126
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.7B
| $121M | 0.12% |
835,500
-2,679,800
| -76% | -$398M |
|
127
CALL
Wayfair
W
$14.3B
| $119M | 0.11% |
466,900
-36,000
| -7% | -$10.2M |
|
128
CALL
ExxonMobil
XOM
$659B
| $119M | 0.11% |
+2,027,600
| New | +$116M |
|
129
PUT
GE Aerospace
GE
$385B
| $119M | 0.11% |
+1,857,529
| New | +$119M |
|
130
PUT
Wynn Resorts
WYNN
$10.6B
| $119M | 0.11% |
1,405,300
+882,400
| +169% | +$87.1M |
|
131
PUT
Expedia Group
EXPE
$38B
| $119M | 0.11% |
+724,500
| New | +$112M |
|
132
PUT
UnitedHealth
UNH
$369B
| $118M | 0.11% |
302,300
+52,300
| +21% | +$21.7M |
|
133
CALL
Qualcomm
QCOM
$171B
| $117M | 0.11% |
910,200
+193,300
| +27% | +$27.4M |
|
134
PUT
Teladoc Health
TDOC
$1.29B
| $116M | 0.11% |
916,600
+110,200
| +14% | +$16M |
|
|
135
PUT
ExxonMobil
XOM
$659B
| $116M | 0.11% |
+1,969,600
| New | +$112M |
|
136
PUT
Novavax
NVAX
$1.32B
| $115M | 0.11% |
553,700
+454,500
| +458% | +$100M |
|
137
CALL
Pfizer
PFE
$154B
| $114M | 0.11% |
2,659,500
+533,300
| +25% | +$23.6M |
|
138
CALL
Wells Fargo
WFC
$267B
| $113M | 0.11% |
2,438,600
-253,800
| -9% | -$11.7M |
|
139
CALL
Thermo Fisher Scientific
TMO
$223B
| $112M | 0.11% |
195,200
+62,000
| +47% | +$34M |
|
|
140
CALL
UnitedHealth
UNH
$369B
| $110M | 0.11% |
281,700
+6,800
| +2% | +$2.82M |
|
141
PUT
KraneShares CSI China Internet ETF
KWEB
$5.57B
| $109M | 0.1% |
2,296,200
+1,961,100
| +585% | +$103M |
|
142
PUT
Occidental Petroleum
OXY
$59B
| $109M | 0.1% |
3,671,800
+1,721,600
| +88% | +$46M |
|
143
PUT
Mastercard
MA
$495B
| $108M | 0.1% |
310,900
+28,800
| +10% | +$10.5M |
|
144
CALL
iShares Silver Trust
SLV
$31.6B
| $106M | 0.1% |
+5,180,000
| New | +$116M |
|
145
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $106M | 0.1% |
842,800
+459,000
| +120% | +$59.1M |
|
|
PARA
146
CALL
DELISTED
Paramount Global Class B
PARA
| $104M | 0.1% |
2,644,400
+530,000
| +25% | +$21.6M |
|
147
PUT
Magnite
MGNI
$3.49B
| $104M | 0.1% |
3,729,000
-2,048,200
| -35% | -$61.6M |
|
148
PUT
Oracle
ORCL
$420B
| $104M | 0.1% |
1,193,400
+1,002,900
| +526% | +$88.6M |
|
|
SGI
149
CALL
Somnigroup International
SGI
$14B
| $104M | 0.1% |
2,236,900
+2,156,800
| +2,693% | +$94.2M |
|
150
PUT
Walmart Inc
WMT
$898B
| $103M | 0.1% |
2,209,500
+1,394,700
| +171% | +$67.2M |
|
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.