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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 | |
|---|---|---|---|---|---|---|
426
PUT
Sherwin-Williams
SHW
$88.1B
| $20.6M | 0.02% |
73,500
+13,600
| +23% | +$3.98M |
|
427
CALL
FuboTV Inc
FUBO
$276M
| $20.6M | 0.02% |
+71,500
| New | +$23.4M |
|
428
PUT
PENN Entertainment
PENN
$2.53B
| $20.4M | 0.02% |
282,184
-53,516
| -16% | -$3.93M |
|
429
CALL
Louisiana-Pacific
LPX
$5.2B
| $20.4M | 0.02% |
333,100
-7,400
| -2% | -$436K |
|
430
PUT
Herbalife
HLF
$1.21B
| $20.3M | 0.02% |
+479,600
| New | +$23.7M |
|
431
PUT
VanEck Oil Services ETF
OIH
$1.95B
| $20.3M | 0.02% |
103,000
+53,000
| +106% | +$10.1M |
|
432
CALL
Tractor Supply
TSCO
$18B
| $20.3M | 0.02% |
500,000
-500
| -0.1% | -$19.4K |
|
433
Teladoc Health
TDOC
$1.29B
| $20.1M | 0.02% |
+158,764
| New | +$23.1M |
|
434
PUT
Rocket Companies
RKT
$39B
| $20.1M | 0.02% |
1,255,000
+385,000
| +44% | +$6.73M |
|
435
CALL
Old National Bancorp
ONB
$10.1B
| $20M | 0.02% |
1,180,000
-249,500
| -17% | -$4.12M |
|
436
CALL
Sunrun
RUN
$2.38B
| $20M | 0.02% |
454,000
+251,900
| +125% | +$12M |
|
437
PUT
Newmont
NEM
$124B
| $19.9M | 0.02% |
366,400
+83,600
| +30% | +$4.93M |
|
438
Goldman Sachs
GS
$301B
| $19.9M | 0.02% |
+52,550
| New | +$20.5M |
|
439
Intel
INTC
$492B
| $19.9M | 0.02% |
+372,567
| New | +$20.2M |
|
440
CALL
Macy's
M
$6.55B
| $19.8M | 0.02% |
875,200
+206,300
| +31% | +$4.13M |
|
441
CALL
GDS Holdings
GDS
$6.29B
| $19.8M | 0.02% |
+349,100
| New | +$21.5M |
|
442
CALL
Phillips 66
PSX
$86B
| $19.7M | 0.02% |
281,800
-130,700
| -32% | -$9.46M |
|
|
443
PUT
Sunrun
RUN
$2.38B
| $19.7M | 0.02% |
448,400
+204,400
| +84% | +$9.75M |
|
444
Twilio
TWLO
$38B
| $19.6M | 0.02% |
+61,512
| New | +$22.4M |
|
445
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $19.5M | 0.02% |
520,332
-363,443
| -41% | -$13.6M |
|
|
COOP
446
CALL
DELISTED
Mr. Cooper
COOP
| $19.3M | 0.02% |
+467,700
| New | +$17.6M |
|
447
iShares Global Clean Energy ETF
ICLN
$2.08B
| $19.2M | 0.02% |
885,492
+160,514
| +22% | +$3.66M |
|
448
Starbucks
SBUX
$119B
| $19.2M | 0.02% |
173,783
+132,468
| +321% | +$15.5M |
|
|
HES
449
PUT
DELISTED
Hess
HES
| $19M | 0.02% |
+243,600
| New | +$17.9M |
|
450
PUT
Kraft Heinz
KHC
$29.6B
| $18.9M | 0.02% |
513,700
+87,900
| +21% | +$3.31M |
|
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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.