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Parallax Volatility Advisers

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
Cap. Flow
+$32.9B
Cap. Flow %
31.62%
Top 10 Hldgs %
50.96%
Holding
2,377
New
828
Increased
595
Reduced
468
Closed
350

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$497M
2
MSFT icon
Microsoft
MSFT
+$353M
3
ZM icon
Zoom
ZM
+$214M
4
PTON icon
Peloton Interactive
PTON
+$179M
5
NKE icon
Nike
NKE
+$165M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$188M
2
TSLA icon
Tesla
TSLA
+$138M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$97M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$83.6M
5
CRM icon
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
EOG icon
276
PUT
EOG Resources
EOG
$74.6B
$45.6M 0.04%
+567,600
New +$41.4M
TAN icon
277
CALL
Invesco Solar ETF
TAN
$1.36B
$45.2M 0.04%
+565,100
New +$47.6M
NEM icon
278
CALL
Newmont
NEM
$124B
$44.9M 0.04%
827,500
+521,800
+171% +$30.8M
NIO icon
279
PUT
NIO
NIO
$12.1B
$44.9M 0.04%
1,259,000
-958,600
-43% -$39.4M
XLV icon
280
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44B
$44.5M 0.04%
349,300
+288,900
+478% +$38.2M
JCI icon
281
CALL
Johnson Controls International
JCI
$91.3B
$44.4M 0.04%
652,000
-132,000
-17% -$9.54M
HAL icon
282
PUT
Halliburton
HAL
$28B
$44.2M 0.04%
+2,044,400
New +$41.9M
MRK icon
283
PUT
Merck
MRK
$323B
$43.7M 0.04%
581,500
-90,100
-13% -$6.85M
MS icon
284
CALL
Morgan Stanley
MS
$338B
$43.4M 0.04%
446,100
-1,486,500
-77% -$147M
HAL icon
285
CALL
Halliburton
HAL
$28B
$43.4M 0.04%
+2,005,500
New +$41.1M
TAN icon
286
PUT
Invesco Solar ETF
TAN
$1.36B
$43.3M 0.04%
+542,000
New +$45.6M
UNP icon
287
PUT
Union Pacific
UNP
$174B
$43.3M 0.04%
220,700
+69,700
+46% +$15.1M
RH icon
288
CALL
RH
RH
$3.47B
$43.2M 0.04%
64,800
+31,800
+96% +$21.9M
PG icon
289
PUT
Procter & Gamble
PG
$340B
$43.1M 0.04%
308,500
+108,100
+54% +$15.3M
PEP icon
290
CALL
PepsiCo
PEP
$188B
$43.1M 0.04%
286,300
-211,400
-42% -$32.7M
MPC icon
291
CALL
Marathon Petroleum
MPC
$90B
$41.7M 0.04%
675,200
-853,800
-56% -$49.1M
LMT icon
292
CALL
Lockheed Martin
LMT
$139B
$41.1M 0.04%
119,100
+18,200
+18% +$6.59M
SE icon
293
Sea Limited
SE
$70.3B
$41M 0.04%
+128,689
New +$39.5M
ULTA icon
294
CALL
Ulta Beauty
ULTA
$23.6B
$40.6M 0.04%
112,500
-69,800
-38% -$25.2M
ORCL icon
295
CALL
Oracle
ORCL
$435B
$40.5M 0.04%
464,600
+82,300
+22% +$7.27M
IBM icon
296
CALL
IBM
IBM
$223B
$40.1M 0.04%
+302,294
New +$40.4M
NIO icon
297
CALL
NIO
NIO
$12.1B
$40M 0.04%
1,121,400
-544,000
-33% -$22.3M
NEWR
298
DELISTED
New Relic, Inc.
NEWR
$39.2M 0.04%
546,551
+34,606
+7% +$2.56M
KSS icon
299
PUT
Kohl's
KSS
$2.16B
$38.9M 0.04%
825,700
+428,300
+108% +$22.9M
TTWO icon
300
PUT
Take-Two Interactive
TTWO
$47.4B
$38.7M 0.04%
251,500
+82,900
+49% +$13.4M
10 11
12
13 14

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.