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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 | |
|---|---|---|---|---|---|---|
51
CALL
General Motors
GM
$78.5B
| $242M | 0.23% |
+4,588,500
| New | +$244M |
|
|
52
PUT
Peloton Interactive
PTON
$2.45B
| $238M | 0.23% |
2,738,700
+1,468,500
| +116% | +$162M |
|
53
PUT
Lam Research
LRCX
$392B
| $232M | 0.22% |
4,070,000
+1,290,000
| +46% | +$78.5M |
|
54
PUT
Freeport-McMoran
FCX
$96.7B
| $228M | 0.22% |
+7,018,200
| New | +$247M |
|
55
PUT
Royal Caribbean
RCL
$82B
| $223M | 0.21% |
2,504,200
+1,135,200
| +83% | +$91.8M |
|
56
PUT
Snowflake
SNOW
$117B
| $221M | 0.21% |
729,700
-254,400
| -26% | -$72.4M |
|
57
PUT
Goldman Sachs
GS
$301B
| $218M | 0.21% |
+577,500
| New | +$226M |
|
58
PUT
VanEck Semiconductor ETF
SMH
$71B
| $217M | 0.21% |
1,689,600
+472,600
| +39% | +$62.3M |
|
|
TWTR
59
PUT
DELISTED
Twitter, Inc.
TWTR
| $216M | 0.21% |
3,582,000
+1,172,500
| +49% | +$77M |
|
60
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $210M | 0.2% |
5,608,100
+2,151,500
| +62% | +$80.5M |
|
61
CALL
Sea Limited
SE
$80.2B
| $210M | 0.2% |
659,400
+36,000
| +6% | +$11M |
|
62
PUT
Mercado Libre
MELI
$96.8B
| $208M | 0.2% |
123,700
+23,400
| +23% | +$40.5M |
|
|
63
CALL
Zoom
ZM
$31.4B
| $203M | 0.2% |
776,900
-247,600
| -24% | -$83.5M |
|
64
CALL
Intel
INTC
$491B
| $202M | 0.19% |
+3,796,900
| New | +$206M |
|
65
CALL
Unity
U
$19B
| $200M | 0.19% |
1,582,300
-464,100
| -23% | -$54.9M |
|
|
66
Nike
NKE
$61.4B
| $195M | 0.19% |
1,340,969
+1,013,373
| +309% | +$165M |
|
67
PUT
Pfizer
PFE
$153B
| $191M | 0.18% |
4,441,600
+2,411,000
| +119% | +$107M |
|
68
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
| $183M | 0.18% |
1,375,900
-1,566,400
| -53% | -$212M |
|
69
Netflix
NFLX
$317B
| $182M | 0.18% |
2,985,750
+1,944,180
| +187% | +$107M |
|
70
PUT
Intuit
INTU
$92.1B
| $179M | 0.17% |
+331,000
| New | +$178M |
|
|
71
CALL
Royal Caribbean
RCL
$82B
| $175M | 0.17% |
1,964,100
+1,659,100
| +544% | +$134M |
|
|
72
PUT
Salesforce
CRM
$163B
| $174M | 0.17% |
641,670
-196,500
| -23% | -$49.9M |
|
73
PUT
Starbucks
SBUX
$121B
| $172M | 0.17% |
1,562,000
+642,200
| +70% | +$75.2M |
|
74
PUT
Texas Instruments
TXN
$259B
| $172M | 0.17% |
896,100
+471,900
| +111% | +$89.9M |
|
75
PUT
FedEx
FDX
$76.6B
| $171M | 0.16% |
+780,000
| New | +$212M |
|
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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.