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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$104B
AUM Growth
+$31B
(+42%)
Cap. Flow
+$32.9B
Cap. Flow
% of AUM
31.63%
Top 10 Holdings %
Top 10 Hldgs %
50.96%
Holding
2,377
New
829
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $21.1B | 20.26% |
49,073,800
+8,479,900
| +21% | +$3.74B |
|
2
PUT
Invesco QQQ Trust
QQQ
$445B
| $5.71B | 5.5% |
+15,959,800
| New | +$5.88B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $5.34B | 5.14% |
24,423,300
+4,870,200
| +25% | +$1.08B |
|
|
4
PUT
Tesla
TSLA
$1.21T
| $3.9B | 3.75% |
15,092,100
+6,993,300
| +86% | +$1.65B |
|
|
5
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $3.86B | 3.71% |
8,985,900
-1,315,300
| -13% | -$580M |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$445B
| $3.57B | 3.44% |
+9,977,800
| New | +$3.67B |
|
|
7
CALL
Tesla
TSLA
$1.21T
| $2.91B | 2.8% |
11,261,700
-2,970,600
| -21% | -$699M |
|
|
8
PUT
Microsoft
MSFT
$2.92T
| $2.74B | 2.63% |
9,701,700
+6,472,300
| +200% | +$1.88B |
|
|
9
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $2.26B | 2.17% |
10,311,200
+6,989,400
| +210% | +$1.55B |
|
|
10
PUT
Meta Platforms (Facebook)
META
$1.51T
| $1.62B | 1.56% |
+4,785,700
| New | +$1.72B |
|
11
PUT
NVIDIA
NVDA
$4.77T
| $937M | 0.9% |
45,237,000
-1,087,000
| -2% | -$22.6M |
|
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $851M | 0.82% |
9,730,600
-4,582,400
| -32% | -$402M |
|
|
13
CALL
Meta Platforms (Facebook)
META
$1.51T
| $804M | 0.77% |
+2,370,300
| New | +$854M |
|
|
14
Microsoft
MSFT
$2.92T
| $647M | 0.62% |
2,295,067
+1,212,774
| +112% | +$353M |
|
15
PUT
PayPal
PYPL
$50.3B
| $642M | 0.62% |
2,468,500
+1,397,700
| +131% | +$397M |
|
16
CALL
SPDR Gold Trust
GLD
$131B
| $642M | 0.62% |
3,909,600
-2,352,700
| -38% | -$394M |
|
|
17
CALL
Microsoft
MSFT
$2.92T
| $616M | 0.59% |
2,185,500
+491,600
| +29% | +$143M |
|
18
PUT
Netflix
NFLX
$301B
| $602M | 0.58% |
9,859,000
-77,000
| -0.8% | -$4.24M |
|
19
PUT
Micron Technology
MU
$927B
| $523M | 0.5% |
7,369,600
+4,448,300
| +152% | +$334M |
|
|
20
Meta Platforms (Facebook)
META
$1.51T
| $469M | 0.45% |
+1,381,068
| New | +$497M |
|
21
PUT
Qualcomm
QCOM
$172B
| $424M | 0.41% |
3,290,300
+668,700
| +26% | +$94.9M |
|
22
PUT
Uber
UBER
$144B
| $408M | 0.39% |
9,111,900
+3,722,400
| +69% | +$163M |
|
23
PUT
Moderna
MRNA
$22.1B
| $407M | 0.39% |
1,058,700
+679,900
| +179% | +$251M |
|
|
24
CALL
Moderna
MRNA
$22.1B
| $407M | 0.39% |
1,057,100
+786,800
| +291% | +$290M |
|
|
25
PUT
SPDR Gold Trust
GLD
$131B
| $395M | 0.38% |
2,407,100
-1,481,100
| -38% | -$248M |
|
Similar funds
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 829 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 829 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.