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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 | |
|---|---|---|---|---|---|---|
|
EXAS
676
PUT
DELISTED
Exact Sciences
EXAS
| $8.36M | 0.01% |
+87,600
| New | +$9.25M |
|
|
RDS.A
677
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $8.33M | 0.01% |
187,000
+31,500
| +20% | +$1.27M |
|
678
CALL
Royalty Pharma
RPRX
$25.6B
| $8.32M | 0.01% |
230,200
+180,000
| +359% | +$7M |
|
|
SI
679
PUT
DELISTED
Silvergate Capital Corporation
SI
| $8.31M | 0.01% |
71,900
+65,800
| +1,079% | +$7.05M |
|
680
PUT
Idexx Laboratories
IDXX
$47.1B
| $8.27M | 0.01% |
+13,300
| New | +$8.94M |
|
681
PUT
Five Below
FIVE
$13.2B
| $8.19M | 0.01% |
+46,300
| New | +$9.22M |
|
682
CALL
State Street SPDR S&P Retail ETF
XRT
$653M
| $8.18M | 0.01% |
90,600
-212,400
| -70% | -$20.2M |
|
683
PUT
Global Payments
GPN
$22.7B
| $8.18M | 0.01% |
+51,900
| New | +$9.02M |
|
684
PUT
Mohawk Industries
MHK
$9.12B
| $8.18M | 0.01% |
46,100
-1,500
| -3% | -$291K |
|
685
Fiverr
FVRR
$322M
| $8.18M | 0.01% |
+44,755
| New | +$9.01M |
|
686
PUT
Williams Companies
WMB
$87.2B
| $8.16M | 0.01% |
314,600
-208,400
| -40% | -$5.25M |
|
687
CALL
Planet Fitness
PLNT
$3.69B
| $8.14M | 0.01% |
103,600
+31,300
| +43% | +$2.38M |
|
|
FISV
688
CALL
Fiserv Inc
FISV
$27.7B
| $8.07M | 0.01% |
+74,400
| New | +$8.31M |
|
689
CALL
iShares MSCI South Korea ETF
EWY
$25.4B
| $8.07M | 0.01% |
+100,000
| New | +$8.7M |
|
|
MDP
690
PUT
DELISTED
Meredith Corporation
MDP
| $8.05M | 0.01% |
144,600
-208,400
| -59% | -$9.09M |
|
|
SGI
691
Somnigroup International
SGI
$13.5B
| $8.04M | 0.01% |
173,323
+73,076
| +73% | +$3.19M |
|
692
PUT
Exelon
EXC
$46B
| $8.04M | 0.01% |
+233,153
| New | +$7.97M |
|
693
PUT
Wendy's
WEN
$1.39B
| $8.02M | 0.01% |
370,000
| – | – |
|
|
694
CALL
Mohawk Industries
MHK
$9.12B
| $7.98M | 0.01% |
45,000
| – | – |
|
695
CALL
Kymera Therapeutics
KYMR
$8.86B
| $7.96M | 0.01% |
135,600
+35,600
| +36% | +$2.06M |
|
696
PUT
Tyson Foods
TSN
$20.3B
| $7.96M | 0.01% |
100,800
-158,700
| -61% | -$12M |
|
697
PUT
Harley-Davidson
HOG
$2.69B
| $7.95M | 0.01% |
+217,200
| New | +$8.76M |
|
|
SFIX
698
PUT
Stitch Fix
SFIX
$539M
| $7.91M | 0.01% |
197,700
-2,200
| -1% | -$103K |
|
699
CALL
Regeneron Pharmaceuticals
REGN
$82.8B
| $7.87M | 0.01% |
+13,000
| New | +$8.07M |
|
|
700
PUT
Regeneron Pharmaceuticals
REGN
$82.8B
| $7.87M | 0.01% |
+13,000
| New | +$8.07M |
|
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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.