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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 | |
|---|---|---|---|---|---|---|
226
PUT
SolarEdge
SEDG
$1.98B
| $55.8M | 0.05% |
210,300
+127,500
| +154% | +$34.7M |
|
227
PUT
Royal Bank of Canada
RY
$293B
| $55.7M | 0.05% |
+560,100
| New | +$57.1M |
|
228
CALL
Lam Research
LRCX
$383B
| $55.6M | 0.05% |
977,000
+25,000
| +3% | +$1.52M |
|
229
PUT
RTX Corp
RTX
$302B
| $55.1M | 0.05% |
641,300
-618,300
| -49% | -$52.9M |
|
230
CALL
Norwegian Cruise Line
NCLH
$8.52B
| $55.1M | 0.05% |
2,062,600
+499,700
| +32% | +$12.7M |
|
231
CALL
United States Oil Fund
USO
$1.78B
| $54.9M | 0.05% |
1,044,800
+521,300
| +100% | +$25.5M |
|
232
PUT
Hilton Worldwide
HLT
$70B
| $54.6M | 0.05% |
+413,600
| New | +$52.3M |
|
|
FTCH
233
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $54.4M | 0.05% |
+1,450,500
| New | +$64.3M |
|
234
PUT
NXP Semiconductors
NXPI
$58.9B
| $54.1M | 0.05% |
276,300
+9,900
| +4% | +$2.06M |
|
235
CALL
Medtronic
MDT
$114B
| $54.1M | 0.05% |
431,200
+9,100
| +2% | +$1.18M |
|
236
CALL
Roblox
RBLX
$26.5B
| $53.5M | 0.05% |
708,400
-1,101,500
| -61% | -$90.4M |
|
237
CALL
ON Semiconductor
ON
$31.1B
| $52.9M | 0.05% |
1,156,200
+659,200
| +133% | +$28.2M |
|
238
PUT
iShares Silver Trust
SLV
$32B
| $52.7M | 0.05% |
+2,570,000
| New | +$57.8M |
|
239
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $52.7M | 0.05% |
2,872,000
-47,000
| -2% | -$824K |
|
|
240
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
| $52.3M | 0.05% |
2,009,800
+1,105,800
| +122% | +$27.4M |
|
|
XLNX
241
PUT
DELISTED
Xilinx Inc
XLNX
| $52.1M | 0.05% |
345,100
+321,400
| +1,356% | +$47.1M |
|
242
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $52M | 0.05% |
+594,701
| New | +$52.2M |
|
243
PUT
MGM Resorts International
MGM
$10.9B
| $52M | 0.05% |
1,204,400
-201,400
| -14% | -$8.21M |
|
244
CALL
VanEck Gold Miners ETF
GDX
$27.6B
| $51.6M | 0.05% |
1,750,800
-504,400
| -22% | -$16.4M |
|
|
XLNX
245
DELISTED
Xilinx Inc
XLNX
| $51.3M | 0.05% |
339,947
+328,018
| +2,750% | +$48.1M |
|
246
PUT
Valero Energy
VLO
$90.7B
| $51.3M | 0.05% |
726,500
+418,400
| +136% | +$27.8M |
|
247
CALL
Exelon
EXC
$45.8B
| $51.2M | 0.05% |
+1,485,840
| New | +$50.8M |
|
248
PUT
Marathon Petroleum
MPC
$90B
| $51.2M | 0.05% |
828,200
+338,600
| +69% | +$19.5M |
|
249
PUT
Futu Holdings
FUTU
$15.2B
| $50.9M | 0.05% |
+559,200
| New | +$61.7M |
|
250
PUT
Okta
OKTA
$26.2B
| $50.5M | 0.05% |
212,900
+182,900
| +610% | +$45.4M |
|
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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.