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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 | |
|---|---|---|---|---|---|---|
326
CALL
Sabre
SABR
$835M
| $33.6M | 0.03% |
2,834,400
+463,600
| +20% | +$5.26M |
|
327
PUT
iShares Semiconductor ETF
SOXX
$44.8B
| $33.4M | 0.03% |
224,700
+222,600
| +10,600% | +$33.8M |
|
328
PUT
Zscaler
ZS
$28.6B
| $33.4M | 0.03% |
127,300
+59,400
| +87% | +$14.9M |
|
329
CALL
Okta
OKTA
$26.2B
| $33.2M | 0.03% |
140,000
| – | – |
|
330
Lowe's Companies
LOW
$123B
| $33.2M | 0.03% |
163,777
+144,898
| +768% | +$28.9M |
|
331
PUT
Palantir
PLTR
$421B
| $33.2M | 0.03% |
1,379,700
-1,798,700
| -57% | -$43.9M |
|
332
CALL
Intuit
INTU
$91.5B
| $33.1M | 0.03% |
+61,400
| New | +$33.1M |
|
333
CALL
Petrobras
PBR
$118B
| $33.1M | 0.03% |
3,203,200
-1,586,900
| -33% | -$16.9M |
|
334
TSMC
TSM
$2.17T
| $32.6M | 0.03% |
292,266
-8,615
| -3% | -$1.01M |
|
335
CALL
MetLife
MET
$61.7B
| $32.4M | 0.03% |
525,200
-31,700
| -6% | -$1.91M |
|
|
INOV
336
PUT
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $32.2M | 0.03% |
+800,000
| New | +$30.2M |
|
337
CALL
EOG Resources
EOG
$74.6B
| $32M | 0.03% |
+398,800
| New | +$29.1M |
|
338
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $31.7M | 0.03% |
275,000
-20,000
| -7% | -$2.34M |
|
|
BBBY
339
PUT
Bed Bath & Beyond
BBBY
$423M
| $31.6M | 0.03% |
446,270
+361,350
| +426% | +$25M |
|
340
CALL
iShares MSCI Brazil ETF
EWZ
$8.91B
| $31.5M | 0.03% |
+980,000
| New | +$35.8M |
|
|
INOV
341
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $31.3M | 0.03% |
+775,761
| New | +$29.3M |
|
342
CALL
TJX Companies
TJX
$175B
| $31.2M | 0.03% |
472,400
+209,100
| +79% | +$14.6M |
|
343
CALL
International Paper
IP
$21.9B
| $31M | 0.03% |
+585,658
| New | +$32.6M |
|
344
CALL
Marathon Digital Holdings
MARA
$3.69B
| $31M | 0.03% |
981,500
+571,200
| +139% | +$18.6M |
|
345
CALL
Labcorp
LH
$26.1B
| $31M | 0.03% |
128,040
+69,840
| +120% | +$17.6M |
|
|
WWE
346
CALL
DELISTED
World Wrestling Entertainment
WWE
| $30.9M | 0.03% |
549,500
+24,600
| +5% | +$1.28M |
|
347
PUT
ON Semiconductor
ON
$31.1B
| $30.9M | 0.03% |
675,300
+343,500
| +104% | +$14.7M |
|
348
Las Vegas Sands
LVS
$29.4B
| $30.8M | 0.03% |
842,474
+781,226
| +1,276% | +$33.5M |
|
349
PUT
Roku
ROKU
$22.5B
| $30.8M | 0.03% |
98,400
-59,400
| -38% | -$22.4M |
|
350
CALL
Home Depot
HD
$350B
| $30.6M | 0.03% |
+93,100
| New | +$30.6M |
|
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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.