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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 | |
|---|---|---|---|---|---|---|
251
CALL
United Airlines
UAL
$40.2B
| $50.4M | 0.05% |
1,059,600
+204,500
| +24% | +$9.64M |
|
252
PUT
Seagate
STX
$182B
| $50M | 0.05% |
606,000
+372,100
| +159% | +$32.4M |
|
253
PUT
VanEck Gold Miners ETF
GDX
$27.6B
| $49.8M | 0.05% |
1,688,400
+112,400
| +7% | +$3.66M |
|
254
PUT
Lockheed Martin
LMT
$139B
| $49.6M | 0.05% |
143,600
+111,900
| +353% | +$40.5M |
|
255
CALL
NextEra Energy
NEE
$177B
| $49.1M | 0.05% |
624,700
+80,000
| +15% | +$6.45M |
|
256
CALL
Take-Two Interactive
TTWO
$47.4B
| $48.8M | 0.05% |
316,800
+283,400
| +849% | +$45.9M |
|
257
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.5B
| $48.7M | 0.05% |
498,200
-350,000
| -41% | -$36M |
|
258
CALL
Nokia
NOK
$51B
| $48.6M | 0.05% |
8,914,500
-1,960,800
| -18% | -$11.4M |
|
259
CALL
SolarEdge
SEDG
$1.98B
| $48.4M | 0.05% |
182,500
+125,700
| +221% | +$34.2M |
|
260
Wynn Resorts
WYNN
$10.6B
| $48.4M | 0.05% |
571,030
+477,724
| +512% | +$47.2M |
|
261
PUT
McDonald's
MCD
$194B
| $48.1M | 0.05% |
199,400
+117,300
| +143% | +$28M |
|
262
PUT
Live Nation Entertainment
LYV
$43B
| $48.1M | 0.05% |
527,500
+228,000
| +76% | +$19.2M |
|
|
SPLK
263
CALL
DELISTED
Splunk Inc
SPLK
| $48.1M | 0.05% |
332,200
+55,100
| +20% | +$8.02M |
|
264
PUT
Toronto Dominion Bank
TD
$200B
| $48M | 0.05% |
+725,000
| New | +$48.3M |
|
265
PUT
Marriott International
MAR
$90.9B
| $47.8M | 0.05% |
322,900
-65,000
| -17% | -$9.07M |
|
266
CALL
PNC Financial Services
PNC
$100B
| $47.8M | 0.05% |
244,400
+164,200
| +205% | +$31M |
|
267
PUT
Kroger
KR
$34.6B
| $47.7M | 0.05% |
1,178,800
+564,800
| +92% | +$23.7M |
|
268
CALL
United Rentals
URI
$70.8B
| $47.5M | 0.05% |
135,300
+86,800
| +179% | +$29.1M |
|
269
Pfizer
PFE
$154B
| $46.9M | 0.05% |
1,091,114
+974,064
| +832% | +$43.2M |
|
270
PUT
XPeng
XPEV
$11.5B
| $46.9M | 0.05% |
1,318,400
+159,900
| +14% | +$6.35M |
|
271
PUT
The Mosaic Company
MOS
$7.46B
| $46.8M | 0.05% |
1,308,900
+869,700
| +198% | +$27.8M |
|
272
PUT
lululemon athletica
LULU
$14.5B
| $46.6M | 0.04% |
115,300
+24,400
| +27% | +$9.77M |
|
273
Fidelity National Information Services
FIS
$21.9B
| $46.6M | 0.04% |
+382,606
| New | +$51.3M |
|
274
CALL
Goldman Sachs
GS
$301B
| $45.9M | 0.04% |
+121,400
| New | +$47.4M |
|
275
PUT
Roblox
RBLX
$26.5B
| $45.6M | 0.04% |
604,100
-186,700
| -24% | -$15.3M |
|
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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.