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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 | |
|---|---|---|---|---|---|---|
|
XYZ
26
PUT
Block Inc
XYZ
$47.6B
| $392M | 0.38% |
1,635,900
-257,800
| -14% | -$66.2M |
|
27
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $389M | 0.37% |
4,980,300
+2,379,700
| +92% | +$190M |
|
28
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $383M | 0.37% |
4,377,400
+3,478,900
| +387% | +$305M |
|
29
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $377M | 0.36% |
7,488,800
+1,830,000
| +32% | +$95.3M |
|
30
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $365M | 0.35% |
2,529,100
+328,100
| +15% | +$48.7M |
|
31
PUT
Zillow
Z
$7.76B
| $365M | 0.35% |
4,138,900
-6,400
| -0.2% | -$647K |
|
32
CALL
NVIDIA
NVDA
$5.28T
| $364M | 0.35% |
17,594,000
-8,878,000
| -34% | -$184M |
|
33
PUT
Sea Limited
SE
$80.2B
| $359M | 0.35% |
1,126,300
+280,000
| +33% | +$85.9M |
|
|
34
PUT
Nike
NKE
$60.7B
| $358M | 0.34% |
2,464,500
+1,919,000
| +352% | +$313M |
|
35
CALL
Target
TGT
$69B
| $354M | 0.34% |
1,547,900
+386,000
| +33% | +$96.7M |
|
|
36
PUT
Zoom
ZM
$31.1B
| $336M | 0.32% |
1,286,100
-299,800
| -19% | -$101M |
|
37
PUT
Visa
V
$680B
| $330M | 0.32% |
1,483,400
+833,600
| +128% | +$195M |
|
|
38
CALL
Visa
V
$680B
| $327M | 0.31% |
1,468,100
+519,700
| +55% | +$122M |
|
39
PUT
JPMorgan Chase
JPM
$963B
| $325M | 0.31% |
1,988,500
+371,900
| +23% | +$58.3M |
|
40
PUT
General Motors
GM
$78.5B
| $312M | 0.3% |
+5,912,000
| New | +$314M |
|
41
PUT
TSMC
TSM
$2.19T
| $310M | 0.3% |
2,779,600
-1,344,000
| -33% | -$158M |
|
42
PUT
Intel
INTC
$494B
| $288M | 0.28% |
+5,408,900
| New | +$293M |
|
|
43
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $285M | 0.27% |
5,666,100
+1,015,200
| +22% | +$52.8M |
|
44
PUT
Workday
WDAY
$44.9B
| $285M | 0.27% |
1,138,500
+372,300
| +49% | +$92.2M |
|
45
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.61B
| $280M | 0.27% |
4,135,700
+3,428,500
| +485% | +$220M |
|
46
CALL
Netflix
NFLX
$312B
| $267M | 0.26% |
4,367,000
-615,000
| -12% | -$33.8M |
|
47
PUT
Snap
SNAP
$9.23B
| $256M | 0.25% |
3,463,500
+1,989,400
| +135% | +$144M |
|
48
CALL
Palo Alto Networks
PANW
$313B
| $253M | 0.24% |
3,167,400
-226,200
| -7% | -$15.9M |
|
|
49
PUT
Palo Alto Networks
PANW
$313B
| $247M | 0.24% |
3,091,200
+1,255,800
| +68% | +$88.2M |
|
50
CALL
Snowflake
SNOW
$116B
| $242M | 0.23% |
800,300
-252,600
| -24% | -$71.8M |
|
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HF
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.