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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 | |
|---|---|---|---|---|---|---|
|
GSKY
1126
PUT
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
| $1.79M | ﹤0.01% |
+160,100
| New | +$1.26M |
|
1127
CALL
Vroom Inc
VRM
$48.2M
| $1.78M | ﹤0.01% |
1,008
-8,583
| -89% | -$21.9M |
|
|
PDOT
1128
DELISTED
Peridot Acquisition Corp. II
PDOT
| $1.77M | ﹤0.01% |
+182,835
| New | +$1.77M |
|
|
IPOD
1129
CALL
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
| $1.77M | ﹤0.01% |
175,000
| – | – |
|
1130
PUT
Labcorp
LH
$25.9B
| $1.77M | ﹤0.01% |
7,333
+5,587
| +320% | +$1.41M |
|
1131
PG&E
PCG
$38.5B
| $1.76M | ﹤0.01% |
183,346
-186,006
| -50% | -$1.76M |
|
1132
Estee Lauder
EL
$32B
| $1.75M | ﹤0.01% |
+5,852
| New | +$1.91M |
|
|
HOUS
1133
CALL
DELISTED
Anywhere Real Estate
HOUS
| $1.75M | ﹤0.01% |
100,000
| – | – |
|
|
SCS
1134
CALL
DELISTED
Steelcase
SCS
| $1.74M | ﹤0.01% |
137,500
| – | – |
|
|
SCS
1135
PUT
DELISTED
Steelcase
SCS
| $1.74M | ﹤0.01% |
137,500
| – | – |
|
1136
PUT
Universal Display
OLED
$4.19B
| $1.74M | ﹤0.01% |
10,200
-6,700
| -40% | -$1.39M |
|
1137
PUT
FerroAtlántica
GSM
$839M
| $1.74M | ﹤0.01% |
+200,000
| New | +$1.36M |
|
1138
VF Corp
VFC
$5.89B
| $1.73M | ﹤0.01% |
25,846
+492
| +2% | +$37.8K |
|
1139
Stryker
SYK
$130B
| $1.73M | ﹤0.01% |
6,549
+1,797
| +38% | +$480K |
|
1140
Paycom
PAYC
$9.69B
| $1.73M | ﹤0.01% |
3,482
+2,874
| +473% | +$1.28M |
|
1141
PUT
SoFi Technologies
SOFI
$23.7B
| $1.71M | ﹤0.01% |
+107,500
| New | +$1.68M |
|
1142
Martin Marietta Materials
MLM
$33B
| $1.7M | ﹤0.01% |
4,976
+2,990
| +151% | +$1.09M |
|
1143
CALL
SL Green Realty
SLG
$3.99B
| $1.7M | ﹤0.01% |
24,000
| – | – |
|
1144
PUT
Regency Centers
REG
$14.1B
| $1.7M | ﹤0.01% |
25,200
-39,800
| -61% | -$2.64M |
|
1145
PUT
StoneCo
STNE
$2.58B
| $1.69M | ﹤0.01% |
48,700
-13,100
| -21% | -$680K |
|
1146
O'Reilly Automotive
ORLY
$76.3B
| $1.66M | ﹤0.01% |
40,725
+11,985
| +42% | +$480K |
|
1147
CALL
Trip.com Group
TCOM
$29.1B
| $1.66M | ﹤0.01% |
53,900
+51,100
| +1,825% | +$1.47M |
|
1148
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $1.65M | ﹤0.01% |
+15,301
| New | +$1.68M |
|
|
1149
PUT
PG&E
PCG
$38.5B
| $1.65M | ﹤0.01% |
172,100
+77,200
| +81% | +$729K |
|
1150
Riot Platforms
RIOT
$7.76B
| $1.65M | ﹤0.01% |
64,138
+63,448
| +9,195% | +$2.04M |
|
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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.