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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 | |
|---|---|---|---|---|---|---|
|
TWNKW
451
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
| $18.9M | 0.02% |
+6,344,105
| New | +$15.3M |
|
452
PUT
Teck Resources
TECK
$32.8B
| $18.9M | 0.02% |
758,800
+367,500
| +94% | +$8.42M |
|
453
Live Nation Entertainment
LYV
$43B
| $18.9M | 0.02% |
207,297
+202,297
| +4,046% | +$17M |
|
454
PUT
Verizon
VZ
$195B
| $18.8M | 0.02% |
348,500
+31,800
| +10% | +$1.76M |
|
455
CALL
KLA
KLAC
$252B
| $18.8M | 0.02% |
561,000
+425,000
| +313% | +$14.2M |
|
456
PUT
TripAdvisor
TRIP
$1.26B
| $18.7M | 0.02% |
553,300
+387,500
| +234% | +$13.9M |
|
457
PUT
Philip Morris
PM
$290B
| $18.7M | 0.02% |
197,600
+70,800
| +56% | +$7.12M |
|
458
PUT
Vale
VALE
$63.4B
| $18.6M | 0.02% |
1,334,100
+176,300
| +15% | +$3.46M |
|
|
JMIA
459
CALL
Jumia Technologies
JMIA
$743M
| $18.6M | 0.02% |
999,900
-401,000
| -29% | -$8.48M |
|
|
FISV
460
PUT
Fiserv Inc
FISV
$27.8B
| $18.5M | 0.02% |
+170,600
| New | +$19.1M |
|
461
PUT
Oneok
OKE
$56.9B
| $18.5M | 0.02% |
318,200
+118,900
| +60% | +$6.39M |
|
462
Tencent Music
TME
$16.2B
| $18.4M | 0.02% |
2,543,563
-1,484,006
| -37% | -$14.5M |
|
463
CALL
Rocket Companies
RKT
$39B
| $18.4M | 0.02% |
1,147,600
-637,900
| -36% | -$11.1M |
|
|
PCGU
464
DELISTED
PG&E Corporation
PCGU
| $18.3M | 0.02% |
89,635
-190,000
| -68% | -$18M |
|
465
CALL
Vipshop
VIPS
$7.4B
| $18.3M | 0.02% |
1,643,100
-5,271,900
| -76% | -$82.9M |
|
466
PUT
Fastly Inc
FSLY
$4.42B
| $18.2M | 0.02% |
+450,400
| New | +$20.8M |
|
|
SI
467
CALL
DELISTED
Silvergate Capital Corporation
SI
| $18.2M | 0.02% |
157,600
+148,800
| +1,691% | +$15.9M |
|
468
PUT
iShares MSCI Canada ETF
EWC
$6.48B
| $18.1M | 0.02% |
+500,000
| New | +$18.6M |
|
469
CALL
PVH
PVH
$4.02B
| $18M | 0.02% |
175,000
+121,900
| +230% | +$13.1M |
|
470
PUT
Williams-Sonoma
WSM
$29.5B
| $17.9M | 0.02% |
201,800
+90,800
| +82% | +$7.68M |
|
471
CALL
US Global Jets ETF
JETS
$821M
| $17.8M | 0.02% |
+751,600
| New | +$17.3M |
|
472
CALL
SiriusXM
SIRI
$9.7B
| $17.5M | 0.02% |
286,960
-9,900
| -3% | -$622K |
|
473
Mastercard
MA
$493B
| $17.3M | 0.02% |
49,812
+48,260
| +3,110% | +$17.5M |
|
474
PUT
Gen Digital
GEN
$17.5B
| $17.2M | 0.02% |
678,700
+150,100
| +28% | +$3.91M |
|
|
GFLU
475
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
| $17M | 0.02% |
+100,000
| New | +$8.01M |
|
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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.