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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 | |
|---|---|---|---|---|---|---|
976
PUT
Weibo
WB
$1.95B
| $3M | ﹤0.01% |
63,100
+62,600
| +12,520% | +$3.38M |
|
977
PUT
Teradyne
TER
$59.3B
| $2.96M | ﹤0.01% |
27,100
+15,500
| +134% | +$1.88M |
|
978
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $2.95M | ﹤0.01% |
+15,800
| New | +$2.97M |
|
|
TUFN
979
PUT
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $2.95M | ﹤0.01% |
300,000
-200,000
| -40% | -$2.08M |
|
|
JWN
980
DELISTED
Nordstrom
JWN
| $2.94M | ﹤0.01% |
111,244
-25,130
| -18% | -$802K |
|
981
PUT
Nasdaq
NDAQ
$52.9B
| $2.93M | ﹤0.01% |
45,600
+40,800
| +850% | +$2.57M |
|
982
CALL
Fortinet
FTNT
$117B
| $2.92M | ﹤0.01% |
+50,000
| New | +$2.9M |
|
983
CALL
Pan American Silver
PAAS
$21.6B
| $2.92M | ﹤0.01% |
125,300
-59,400
| -32% | -$1.55M |
|
984
CALL
RingCentral
RNG
$5.28B
| $2.91M | ﹤0.01% |
+13,400
| New | +$3.4M |
|
985
Vail Resorts
MTN
$5.3B
| $2.91M | ﹤0.01% |
+8,709
| New | +$2.69M |
|
|
SBNY
986
DELISTED
Signature Bank
SBNY
| $2.9M | ﹤0.01% |
10,643
+8,121
| +322% | +$2.04M |
|
|
VSXY
987
CALL
Victoria's Secret
VSXY
$7.83B
| $2.87M | ﹤0.01% |
+51,909
| New | +$3.15M |
|
988
CALL
Teradata
TDC
$2.55B
| $2.87M | ﹤0.01% |
50,000
-82,000
| -62% | -$4.23M |
|
989
PUT
Realty Income
O
$59.1B
| $2.86M | ﹤0.01% |
45,511
+1,238
| +3% | +$83.6K |
|
990
CALL
Weyerhaeuser
WY
$18.4B
| $2.86M | ﹤0.01% |
80,300
+79,400
| +8,822% | +$2.78M |
|
|
JMIA
991
Jumia Technologies
JMIA
$767M
| $2.85M | ﹤0.01% |
+153,410
| New | +$3.24M |
|
992
CALL
Vanguard S&P 500 ETF
VOO
$1.03T
| $2.84M | ﹤0.01% |
7,200
+1,300
| +22% | +$527K |
|
993
CALL
Novartis
NVS
$297B
| $2.83M | ﹤0.01% |
+34,600
| New | +$3.11M |
|
|
VMW
994
DELISTED
VMware, Inc
VMW
| $2.82M | ﹤0.01% |
18,943
+7,348
| +63% | +$1.11M |
|
995
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $2.82M | ﹤0.01% |
275,000
-31,200
| -10% | -$410K |
|
996
CALL
Tapestry
TPR
$32.8B
| $2.81M | ﹤0.01% |
76,000
-35,000
| -32% | -$1.44M |
|
|
997
Tapestry
TPR
$32.8B
| $2.81M | ﹤0.01% |
75,865
+67,938
| +857% | +$2.8M |
|
998
PUT
Southern Company
SO
$107B
| $2.81M | ﹤0.01% |
45,300
+11,700
| +35% | +$753K |
|
|
HES
999
CALL
DELISTED
Hess
HES
| $2.8M | ﹤0.01% |
+35,800
| New | +$2.64M |
|
1000
Sherwin-Williams
SHW
$89.8B
| $2.79M | ﹤0.01% |
9,988
-2,823
| -22% | -$826K |
|
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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.