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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 | |
|---|---|---|---|---|---|---|
551
CALL
Synchrony
SYF
$25.4B
| $12.8M | 0.01% |
262,300
-32,800
| -11% | -$1.59M |
|
552
PUT
Trip.com Group
TCOM
$29.6B
| $12.8M | 0.01% |
416,800
-55,800
| -12% | -$1.61M |
|
553
Royal Caribbean
RCL
$82.2B
| $12.8M | 0.01% |
143,741
-67,217
| -32% | -$5.44M |
|
554
PUT
Lennar Class A
LEN
$20.7B
| $12.8M | 0.01% |
140,695
-83,363
| -37% | -$8.25M |
|
|
BRSL
555
CALL
Brightstar Lottery PLC
BRSL
$2.02B
| $12.7M | 0.01% |
+482,200
| New | +$10.2M |
|
|
SPWR
556
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $12.7M | 0.01% |
557,800
+371,700
| +200% | +$8.69M |
|
557
PUT
LyondellBasell Industries
LYB
$20.2B
| $12.6M | 0.01% |
134,000
+108,600
| +428% | +$10.7M |
|
558
iShares Core Dividend Growth ETF
DGRO
$43.6B
| $12.6M | 0.01% |
+250,001
| New | +$12.9M |
|
559
CALL
Marriott International
MAR
$90.8B
| $12.5M | 0.01% |
84,300
-31,200
| -27% | -$4.36M |
|
560
CALL
Tilray
TLRY
$602M
| $12.4M | 0.01% |
109,420
+105,390
| +2,615% | +$14.4M |
|
561
PUT
International Paper
IP
$21.8B
| $12.3M | 0.01% |
+232,109
| New | +$12.9M |
|
|
GPMT
562
PUT
Granite Point Mortgage Trust
GPMT
$58.8M
| $12.3M | 0.01% |
+931,800
| New | +$12.8M |
|
563
Vanguard S&P 500 ETF
VOO
$1.03T
| $12.3M | 0.01% |
31,116
+18,473
| +146% | +$7.49M |
|
564
Zscaler
ZS
$28.7B
| $12.2M | 0.01% |
46,674
+2,198
| +5% | +$552K |
|
565
CALL
iShares International Select Dividend ETF
IDV
$8.53B
| $12.2M | 0.01% |
400,000
+100,000
| +33% | +$3.21M |
|
566
Fastly Inc
FSLY
$4.45B
| $12.2M | 0.01% |
+300,812
| New | +$13.9M |
|
567
PUT
WEX
WEX
$6.39B
| $12.2M | 0.01% |
69,000
| – | – |
|
|
ZEN
568
PUT
DELISTED
ZENDESK INC
ZEN
| $12.1M | 0.01% |
104,000
+3,500
| +3% | +$452K |
|
|
TWTR
569
DELISTED
Twitter, Inc.
TWTR
| $12.1M | 0.01% |
199,916
-469,118
| -70% | -$30.8M |
|
|
SIVB
570
PUT
DELISTED
SVB Financial Group
SIVB
| $11.9M | 0.01% |
18,400
-6,500
| -26% | -$3.77M |
|
|
LKFT
571
PUT
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.77B
| $11.9M | 0.01% |
+225,900
| New | +$13.4M |
|
572
CALL
Sysco
SYY
$40.1B
| $11.9M | 0.01% |
151,300
-45,600
| -23% | -$3.48M |
|
573
CALL
First Majestic Silver
AG
$9.32B
| $11.9M | 0.01% |
+1,048,700
| New | +$13.5M |
|
574
PUT
Trade Desk
TTD
$6.14B
| $11.8M | 0.01% |
168,000
+31,300
| +23% | +$2.42M |
|
575
CALL
Humana
HUM
$46.3B
| $11.8M | 0.01% |
+30,200
| New | +$12.8M |
|
Similar funds
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.