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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 | |
|---|---|---|---|---|---|---|
1176
PUT
Equifax
EFX
$21.4B
| $1.55M | ﹤0.01% |
+6,100
| New | +$1.59M |
|
|
SIVB
1177
DELISTED
SVB Financial Group
SIVB
| $1.54M | ﹤0.01% |
2,389
+864
| +57% | +$501K |
|
1178
Hancock Whitney
HWC
$6.24B
| $1.54M | ﹤0.01% |
+32,671
| New | +$1.45M |
|
1179
CALL
Wheaton Precious Metals
WPM
$60.9B
| $1.52M | ﹤0.01% |
40,500
-13,800
| -25% | -$602K |
|
1180
Tronox
TROX
$1.04B
| $1.5M | ﹤0.01% |
61,056
-88,373
| -59% | -$1.81M |
|
1181
PUT
Hartford Financial Services
HIG
$39.3B
| $1.5M | ﹤0.01% |
+21,400
| New | +$1.41M |
|
1182
CALL
WEC Energy
WEC
$35.1B
| $1.5M | ﹤0.01% |
17,000
| – | – |
|
1183
TG Therapeutics
TGTX
$7.62B
| $1.49M | ﹤0.01% |
+44,688
| New | +$1.38M |
|
|
MOMO
1184
PUT
Hello Group
MOMO
$866M
| $1.48M | ﹤0.01% |
+140,300
| New | +$1.76M |
|
1185
GrafTech
EAF
$212M
| $1.47M | ﹤0.01% |
+14,282
| New | +$1.56M |
|
1186
CALL
Universal Display
OLED
$4.19B
| $1.47M | ﹤0.01% |
8,600
+6,000
| +231% | +$1.24M |
|
1187
Liberty Global Class A
LBTYA
$3.6B
| $1.46M | ﹤0.01% |
49,034
+4,034
| +9% | +$112K |
|
1188
Howmet Aerospace
HWM
$112B
| $1.46M | ﹤0.01% |
+46,792
| New | +$1.51M |
|
1189
PUT
Hershey
HSY
$36.6B
| $1.46M | ﹤0.01% |
+8,600
| New | +$1.52M |
|
|
SAFE
1190
Safehold
SAFE
$1.15B
| $1.46M | ﹤0.01% |
+11,933
| New | +$1.44M |
|
|
PHICU
1191
DELISTED
Population Health Investment Co., Inc. Unit
PHICU
| $1.45M | ﹤0.01% |
144,720
+14,555
| +11% | +$147K |
|
1192
CALL
GrowGeneration
GRWG
$90.7M
| $1.45M | ﹤0.01% |
+58,800
| New | +$2.08M |
|
1193
uniQure
QURE
$3.22B
| $1.44M | ﹤0.01% |
45,068
+1,574
| +4% | +$48K |
|
1194
Waters Corp
WAT
$39.9B
| $1.44M | ﹤0.01% |
+4,037
| New | +$1.58M |
|
1195
CALL
Ionis Pharmaceuticals
IONS
$9.4B
| $1.44M | ﹤0.01% |
+42,800
| New | +$1.61M |
|
1196
CALL
Tandem Diabetes Care
TNDM
$1.56B
| $1.43M | ﹤0.01% |
+12,000
| New | +$1.32M |
|
1197
PUT
United Microelectronic
UMC
$46.9B
| $1.43M | ﹤0.01% |
125,200
-1,398,800
| -92% | -$15M |
|
|
TWO
1198
CALL
Two Harbors Investment
TWO
$1.27B
| $1.43M | ﹤0.01% |
+56,250
| New | +$1.48M |
|
1199
Roblox
RBLX
$27B
| $1.43M | ﹤0.01% |
+18,880
| New | +$1.55M |
|
1200
CALL
Mattel
MAT
$4.23B
| $1.42M | ﹤0.01% |
76,500
-4,800
| -6% | -$99.5K |
|
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.