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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 | |
|---|---|---|---|---|---|---|
151
CALL
Walmart Inc
WMT
$897B
| $102M | 0.1% |
2,201,400
+868,500
| +65% | +$41.8M |
|
152
CALL
PayPal
PYPL
$50.5B
| $102M | 0.1% |
392,600
+104,800
| +36% | +$29.7M |
|
153
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $101M | 0.1% |
802,900
+90,800
| +13% | +$11.7M |
|
154
CALL
TSMC
TSM
$2.17T
| $100M | 0.1% |
898,700
-168,300
| -16% | -$19.8M |
|
155
PUT
Lyft
LYFT
$6.53B
| $99.3M | 0.1% |
1,853,300
+1,046,000
| +130% | +$55.5M |
|
156
CALL
JD.com
JD
$45.2B
| $96.5M | 0.09% |
1,335,400
+667,200
| +100% | +$49.2M |
|
157
CALL
VanEck Semiconductor ETF
SMH
$70.1B
| $95.1M | 0.09% |
742,400
+423,600
| +133% | +$55.8M |
|
158
CALL
Johnson & Johnson
JNJ
$631B
| $93.9M | 0.09% |
581,600
-1,480,000
| -72% | -$252M |
|
159
PUT
First Solar
FSLR
$25.7B
| $93.8M | 0.09% |
+982,100
| New | +$91.2M |
|
160
CALL
FedEx
FDX
$76.9B
| $93.5M | 0.09% |
+426,500
| New | +$116M |
|
161
PUT
Match Group
MTCH
$8.43B
| $91.3M | 0.09% |
581,700
+383,200
| +193% | +$58.3M |
|
162
PUT
United Rentals
URI
$70.8B
| $90.5M | 0.09% |
258,000
+94,700
| +58% | +$31.8M |
|
|
163
CALL
First Solar
FSLR
$25.7B
| $87.9M | 0.08% |
+920,900
| New | +$85.5M |
|
164
PUT
Ford
F
$55.8B
| $87.2M | 0.08% |
+6,160,100
| New | +$83.8M |
|
|
165
Salesforce
CRM
$162B
| $86.9M | 0.08% |
320,444
-235,126
| -42% | -$59.7M |
|
166
Intuit
INTU
$91.5B
| $85.3M | 0.08% |
+158,153
| New | +$85.2M |
|
|
167
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $84.5M | 0.08% |
3,246,400
-3,816,000
| -54% | -$94.5M |
|
168
CALL
RTX Corp
RTX
$302B
| $83.4M | 0.08% |
969,800
-481,200
| -33% | -$41.2M |
|
169
PUT
iShares China Large-Cap ETF
FXI
$4.35B
| $81.8M | 0.08% |
2,101,100
-2,906,900
| -58% | -$120M |
|
170
PUT
Las Vegas Sands
LVS
$29.4B
| $81.7M | 0.08% |
2,233,200
+1,828,600
| +452% | +$78.4M |
|
171
PUT
MongoDB
MDB
$33.5B
| $80.4M | 0.08% |
170,600
+85,000
| +99% | +$34.2M |
|
172
PUT
US Bancorp
USB
$100B
| $80.4M | 0.08% |
1,352,000
-571,700
| -30% | -$32.6M |
|
173
PUT
Twilio
TWLO
$38.4B
| $80.3M | 0.08% |
251,700
-149,400
| -37% | -$54.4M |
|
174
CALL
Zillow
Z
$7.59B
| $80.3M | 0.08% |
911,000
+49,800
| +6% | +$5.04M |
|
175
CALL
Hilton Worldwide
HLT
$70B
| $79.8M | 0.08% |
+603,900
| New | +$76.3M |
|
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.