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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 | |
|---|---|---|---|---|---|---|
576
PUT
Marvell Technology
MRVL
$190B
| $11.7M | 0.01% |
194,500
-124,600
| -39% | -$7.47M |
|
577
CALL
Kraft Heinz
KHC
$29.3B
| $11.7M | 0.01% |
318,200
+61,000
| +24% | +$2.3M |
|
578
CALL
Truist Financial
TFC
$63.3B
| $11.6M | 0.01% |
198,300
+147,000
| +287% | +$8.21M |
|
579
CALL
Willis Towers Watson
WTW
$31.9B
| $11.6M | 0.01% |
50,000
-150,000
| -75% | -$33.4M |
|
580
Genesco
GCO
$425M
| $11.6M | 0.01% |
+200,758
| New | +$11.9M |
|
581
KLA
KLAC
$253B
| $11.5M | 0.01% |
344,810
-164,670
| -32% | -$5.5M |
|
582
PUT
Sysco
SYY
$40.1B
| $11.5M | 0.01% |
146,600
+5,000
| +4% | +$381K |
|
|
LKFT
583
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.77B
| $11.5M | 0.01% |
+217,924
| New | +$12.9M |
|
584
Gilead Sciences
GILD
$164B
| $11.4M | 0.01% |
+163,098
| New | +$11.5M |
|
585
Johnson & Johnson
JNJ
$627B
| $11.4M | 0.01% |
+70,506
| New | +$12M |
|
586
PUT
KeyCorp
KEY
$24.3B
| $11.4M | 0.01% |
525,900
+473,900
| +911% | +$9.58M |
|
587
CALL
SoFi Technologies
SOFI
$23.6B
| $11.3M | 0.01% |
+711,600
| New | +$11.2M |
|
588
CALL
Lennar Class A
LEN
$20.7B
| $11.2M | 0.01% |
124,063
+9,193
| +8% | +$910K |
|
589
PUT
Veeva Systems
VEEV
$38.1B
| $11.2M | 0.01% |
39,000
-27,200
| -41% | -$8.63M |
|
590
CALL
TransUnion
TRU
$15.2B
| $11.2M | 0.01% |
+100,000
| New | +$11.8M |
|
|
591
PUT
TransUnion
TRU
$15.2B
| $11.2M | 0.01% |
+100,000
| New | +$11.8M |
|
592
CALL
Northrop Grumman
NOC
$81.9B
| $11.2M | 0.01% |
31,000
-4,300
| -12% | -$1.55M |
|
593
PUT
Yum! Brands
YUM
$39.7B
| $11.2M | 0.01% |
91,200
+84,800
| +1,325% | +$10.8M |
|
594
PUT
Jefferies Financial Group
JEF
$12.7B
| $11.1M | 0.01% |
+313,800
| New | +$10.5M |
|
595
PUT
Invesco Senior Loan ETF
BKLN
$6.74B
| $11.1M | 0.01% |
+500,000
| New | +$11.1M |
|
|
596
CALL
Genesco
GCO
$425M
| $11M | 0.01% |
+191,300
| New | +$11.4M |
|
597
ON Semiconductor
ON
$31.5B
| $11M | 0.01% |
+240,501
| New | +$10.3M |
|
598
PVH
PVH
$4.01B
| $11M | 0.01% |
106,545
+106,135
| +25,887% | +$11.4M |
|
|
RBCP
599
DELISTED
RBC Bearings Incorporated 5.00% Series A Mandatory Convertible Preferred Stock
RBCP
| $10.9M | 0.01% |
+50,000
| New | +$5.79M |
|
600
PUT
iShares MSCI South Korea ETF
EWY
$25.3B
| $10.9M | 0.01% |
+135,100
| New | +$11.8M |
|
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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.