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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 | |
|---|---|---|---|---|---|---|
201
PUT
Intuitive Surgical
ISRG
$139B
| $66.4M | 0.06% |
+200,400
| New | +$67.3M |
|
202
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
| $66.2M | 0.06% |
684,800
+352,200
| +106% | +$30M |
|
203
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $66.1M | 0.06% |
885,600
-13,800
| -2% | -$1.06M |
|
204
PUT
Vanguard S&P 500 ETF
VOO
$1.03T
| $66M | 0.06% |
167,300
+66,700
| +66% | +$27.1M |
|
205
CALL
Lyft
LYFT
$6.53B
| $65.5M | 0.06% |
1,222,300
+605,200
| +98% | +$32.1M |
|
206
CALL
KraneShares CSI China Internet ETF
KWEB
$5.76B
| $65.1M | 0.06% |
1,376,200
+1,353,500
| +5,963% | +$71M |
|
207
PUT
IBM
IBM
$223B
| $64.8M | 0.06% |
+488,064
| New | +$65.2M |
|
|
SGI
208
PUT
Somnigroup International
SGI
$13.6B
| $64.5M | 0.06% |
1,390,000
+1,309,000
| +1,616% | +$57.2M |
|
209
PUT
Norwegian Cruise Line
NCLH
$8.52B
| $63.6M | 0.06% |
2,380,200
+65,100
| +3% | +$1.66M |
|
210
PUT
Home Depot
HD
$350B
| $63M | 0.06% |
+191,900
| New | +$63M |
|
211
iShares Russell 2000 ETF
IWM
$81.5B
| $62.5M | 0.06% |
285,540
+77,113
| +37% | +$17.1M |
|
212
PUT
PepsiCo
PEP
$188B
| $61.6M | 0.06% |
409,900
+83,300
| +26% | +$12.9M |
|
213
CALL
SLB Ltd
SLB
$78.9B
| $61.6M | 0.06% |
2,076,600
+743,400
| +56% | +$21.3M |
|
214
CALL
Ford
F
$55.8B
| $60.5M | 0.06% |
+4,271,200
| New | +$58.1M |
|
215
PUT
KE Holdings
BEKE
$19.5B
| $60.3M | 0.06% |
3,299,900
+2,094,100
| +174% | +$51.1M |
|
216
CALL
Mercado Libre
MELI
$92.5B
| $59.8M | 0.06% |
35,600
+8,400
| +31% | +$14.5M |
|
217
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $59.8M | 0.06% |
3,257,000
-465,100
| -12% | -$8.15M |
|
218
Shopify
SHOP
$200B
| $59.7M | 0.06% |
+440,450
| New | +$66M |
|
219
PUT
Eli Lilly
LLY
$1.1T
| $59.4M | 0.06% |
256,900
-42,600
| -14% | -$10.5M |
|
220
CALL
LyondellBasell Industries
LYB
$20.2B
| $59.2M | 0.06% |
630,900
+279,700
| +80% | +$27.4M |
|
221
PUT
MetLife
MET
$61.7B
| $58.9M | 0.06% |
954,800
+273,300
| +40% | +$16.5M |
|
222
Qualcomm
QCOM
$170B
| $58.7M | 0.06% |
455,311
-53,065
| -10% | -$7.53M |
|
223
Pinduoduo
PDD
$132B
| $57.4M | 0.06% |
633,478
+111,924
| +21% | +$10.9M |
|
|
224
CALL
Eli Lilly
LLY
$1.1T
| $57M | 0.05% |
246,700
-87,100
| -26% | -$21.5M |
|
225
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.59B
| $56M | 0.05% |
+656,600
| New | +$56.6M |
|
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.