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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 | |
|---|---|---|---|---|---|---|
|
SBNY
601
PUT
DELISTED
Signature Bank
SBNY
| $10.9M | 0.01% |
40,000
+13,400
| +50% | +$3.36M |
|
602
General Motors
GM
$77.5B
| $10.9M | 0.01% |
+206,604
| New | +$11M |
|
603
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $10.9M | 0.01% |
1,060,300
+1,048,400
| +8,810% | +$13.8M |
|
604
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $10.8M | 0.01% |
120,800
-178,600
| -60% | -$16.2M |
|
605
KraneShares CSI China Internet ETF
KWEB
$5.75B
| $10.8M | 0.01% |
227,803
+169,343
| +290% | +$8.88M |
|
|
MRSH
606
PUT
Marsh
MRSH
$90.9B
| $10.8M | 0.01% |
71,000
+67,300
| +1,819% | +$10.2M |
|
607
CALL
Paychex
PAYX
$42.8B
| $10.7M | 0.01% |
94,800
-65,100
| -41% | -$7.31M |
|
608
CALL
Tencent Music
TME
$16.2B
| $10.7M | 0.01% |
1,469,700
-870,200
| -37% | -$8.53M |
|
609
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
| $10.5M | 0.01% |
+70,000
| New | +$10.7M |
|
610
PUT
Pultegroup
PHM
$24.7B
| $10.5M | 0.01% |
227,900
+38,700
| +20% | +$2.01M |
|
611
CALL
iShares Global Clean Energy ETF
ICLN
$2.08B
| $10.5M | 0.01% |
482,800
-169,100
| -26% | -$3.85M |
|
612
PUT
Virgin Galactic
SPCE
$402M
| $10.4M | 0.01% |
20,635
-3,980
| -16% | -$2.36M |
|
613
PUT
VF Corp
VFC
$5.85B
| $10.4M | 0.01% |
155,800
+136,800
| +720% | +$10.5M |
|
|
RDS.A
614
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $10.4M | 0.01% |
233,600
-92,600
| -28% | -$3.74M |
|
615
CALL
ProShares UltraPro QQQ
TQQQ
$37.1B
| $10.4M | 0.01% |
333,200
+332,800
| +83,200% | +$11.4M |
|
616
CALL
United Microelectronic
UMC
$47.5B
| $10.3M | 0.01% |
897,700
+260,400
| +41% | +$2.79M |
|
617
Plug Power
PLUG
$2.93B
| $10.2M | 0.01% |
400,981
-24,298
| -6% | -$651K |
|
618
Microchip Technology
MCHP
$44.6B
| $10.2M | 0.01% |
133,310
+66,776
| +100% | +$5.01M |
|
619
Take-Two Interactive
TTWO
$47.3B
| $10.2M | 0.01% |
66,107
+44,689
| +209% | +$7.24M |
|
|
620
PUT
ProShares UltraPro QQQ
TQQQ
$37.1B
| $10.2M | 0.01% |
+326,400
| New | +$11.2M |
|
621
CALL
New Oriental
EDU
$9.17B
| $10.1M | 0.01% |
494,210
+146,050
| +42% | +$4.64M |
|
622
Travel + Leisure Co
TNL
$4.5B
| $10.1M | 0.01% |
+185,684
| New | +$10.2M |
|
623
CALL
United States Natural Gas Fund
UNG
$499M
| $10.1M | 0.01% |
125,550
-29,800
| -19% | -$1.8M |
|
|
624
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $10.1M | 0.01% |
112,600
-315,600
| -74% | -$28.7M |
|
625
PUT
State Street
STT
$51B
| $10.1M | 0.01% |
119,300
+8,900
| +8% | +$774K |
|
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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.