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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 | |
|---|---|---|---|---|---|---|
|
ZNGA
401
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $23.6M | 0.02% |
3,129,500
+215,600
| +7% | +$1.96M |
|
402
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.5B
| $23.4M | 0.02% |
239,600
-394,300
| -62% | -$40.5M |
|
403
PUT
Medtronic
MDT
$114B
| $23.4M | 0.02% |
186,300
-69,000
| -27% | -$8.93M |
|
404
PUT
Steel Dynamics
STLD
$38.5B
| $23.2M | 0.02% |
396,300
+1,100
| +0.3% | +$70.3K |
|
405
CALL
Nucor
NUE
$62.5B
| $23.2M | 0.02% |
235,200
+155,500
| +195% | +$16.5M |
|
|
XYZ
406
Block Inc
XYZ
$47.5B
| $23.1M | 0.02% |
96,450
+8,796
| +10% | +$2.26M |
|
407
PUT
TC Energy
TRP
$66B
| $22.8M | 0.02% |
+475,000
| New | +$23M |
|
408
PUT
Nutanix
NTNX
$17.4B
| $22.8M | 0.02% |
605,300
-58,700
| -9% | -$2.22M |
|
409
PUT
MSCI
MSCI
$40.9B
| $22.5M | 0.02% |
37,000
+36,800
| +18,400% | +$22.5M |
|
410
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $22.3M | 0.02% |
100,600
+200
| +0.2% | +$45.6K |
|
|
WBA
411
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $22.3M | 0.02% |
474,800
-70,300
| -13% | -$3.39M |
|
412
CALL
ServiceNow
NOW
$132B
| $22.3M | 0.02% |
179,500
-208,500
| -54% | -$25.2M |
|
413
CALL
Novavax
NVAX
$1.3B
| $22.3M | 0.02% |
107,500
+83,700
| +352% | +$18.4M |
|
414
CALL
TripAdvisor
TRIP
$1.26B
| $21.8M | 0.02% |
643,700
+374,300
| +139% | +$13.4M |
|
415
CALL
Kohl's
KSS
$2.16B
| $21.8M | 0.02% |
462,500
+191,200
| +70% | +$10.2M |
|
416
CALL
Shopify
SHOP
$200B
| $21.4M | 0.02% |
158,000
-539,000
| -77% | -$80.8M |
|
417
Texas Instruments
TXN
$256B
| $21.4M | 0.02% |
111,282
-163,904
| -60% | -$31.2M |
|
|
418
CALL
Steel Dynamics
STLD
$38.5B
| $21.4M | 0.02% |
365,100
-12,400
| -3% | -$793K |
|
419
CALL
TAL Education Group
TAL
$6.93B
| $21.3M | 0.02% |
4,404,700
+3,692,700
| +519% | +$32.8M |
|
420
PUT
Tencent Music
TME
$16.2B
| $21.1M | 0.02% |
2,907,900
-4,202,700
| -59% | -$41.2M |
|
421
PUT
Li Auto
LI
$12.6B
| $21M | 0.02% |
798,100
-978,900
| -55% | -$29.4M |
|
422
PUT
Marathon Digital Holdings
MARA
$3.69B
| $21M | 0.02% |
663,400
+437,000
| +193% | +$14.2M |
|
423
PUT
Prudential Financial
PRU
$42.1B
| $20.8M | 0.02% |
197,200
-49,700
| -20% | -$5.12M |
|
424
PUT
S&P Global
SPGI
$121B
| $20.6M | 0.02% |
48,600
-16,900
| -26% | -$7.32M |
|
|
425
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.4B
| $20.6M | 0.02% |
60,800
-200,800
| -77% | -$70.1M |
|
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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.