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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 | |
|---|---|---|---|---|---|---|
176
Lam Research
LRCX
$383B
| $79.5M | 0.08% |
1,396,480
+776,060
| +125% | +$47.2M |
|
177
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
| $78.6M | 0.08% |
813,100
+243,700
| +43% | +$20.7M |
|
178
CALL
Lowe's Companies
LOW
$123B
| $78.6M | 0.08% |
387,300
+349,100
| +914% | +$69.6M |
|
179
PUT
Ulta Beauty
ULTA
$23.6B
| $78.5M | 0.08% |
217,400
-43,500
| -17% | -$15.7M |
|
180
PUT
Western Digital
WDC
$151B
| $78.3M | 0.08% |
1,835,001
+1,083,537
| +144% | +$51.5M |
|
181
PUT
SLB Ltd
SLB
$78.9B
| $77M | 0.07% |
2,598,000
+1,047,700
| +68% | +$30M |
|
182
PUT
Unity
U
$19B
| $76.1M | 0.07% |
602,700
-563,600
| -48% | -$66.7M |
|
183
PUT
Johnson & Johnson
JNJ
$631B
| $75.7M | 0.07% |
469,000
-264,100
| -36% | -$45.1M |
|
184
CALL
Texas Instruments
TXN
$256B
| $75.5M | 0.07% |
392,800
+283,400
| +259% | +$54M |
|
185
CALL
iShares MSCI EAFE ETF
EFA
$79.8B
| $75.5M | 0.07% |
967,500
+59,300
| +7% | +$4.74M |
|
186
CALL
Twilio
TWLO
$38.4B
| $75M | 0.07% |
235,100
-39,200
| -14% | -$14.3M |
|
187
Wayfair
W
$14.1B
| $73.9M | 0.07% |
289,323
+82,525
| +40% | +$23.3M |
|
188
CALL
Las Vegas Sands
LVS
$29.4B
| $73.9M | 0.07% |
2,019,700
+1,413,800
| +233% | +$60.6M |
|
189
CALL
Snap
SNAP
$9.05B
| $73.7M | 0.07% |
998,000
-22,300
| -2% | -$1.61M |
|
190
PUT
Fidelity National Information Services
FIS
$21.9B
| $71.7M | 0.07% |
+589,400
| New | +$79M |
|
|
X
191
PUT
DELISTED
US Steel
X
| $71.7M | 0.07% |
3,263,000
+1,819,700
| +126% | +$45.5M |
|
192
Expedia Group
EXPE
$37.7B
| $71.2M | 0.07% |
+434,611
| New | +$67.2M |
|
|
VMW
193
PUT
DELISTED
VMware, Inc
VMW
| $69.9M | 0.07% |
470,168
+80,168
| +21% | +$12.2M |
|
|
TWTR
194
CALL
DELISTED
Twitter, Inc.
TWTR
| $69.2M | 0.07% |
1,145,200
-32,700
| -3% | -$2.15M |
|
195
PUT
Plug Power
PLUG
$2.94B
| $69.1M | 0.07% |
2,706,100
+1,106,700
| +69% | +$29.7M |
|
196
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $68.6M | 0.07% |
623,000
+532,700
| +590% | +$59.8M |
|
197
Sprott Physical Gold and Silver Trust
CEF
$8.3B
| $68.4M | 0.07% |
3,995,433
| – | – |
|
198
CALL
QuantumScape Corp
QS
$3.81B
| $68.4M | 0.07% |
2,785,500
+1,474,900
| +113% | +$33.7M |
|
199
CALL
Teladoc Health
TDOC
$1.29B
| $68.1M | 0.07% |
537,100
+278,000
| +107% | +$40.5M |
|
200
CALL
iShares China Large-Cap ETF
FXI
$4.35B
| $67.7M | 0.07% |
1,738,400
-930,600
| -35% | -$38.4M |
|
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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.