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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 | |
|---|---|---|---|---|---|---|
751
PUT
New Oriental
EDU
$9.01B
| $6.31M | 0.01% |
307,970
-158,320
| -34% | -$5.03M |
|
752
Fortinet
FTNT
$118B
| $6.31M | 0.01% |
+108,075
| New | +$6.26M |
|
753
CALL
Illinois Tool Works
ITW
$84.2B
| $6.28M | 0.01% |
+30,400
| New | +$6.85M |
|
754
PUT
Tractor Supply
TSCO
$17.8B
| $6.26M | 0.01% |
154,500
+16,500
| +12% | +$640K |
|
755
CALL
Surgery Partners
SGRY
$2.06B
| $6.25M | 0.01% |
147,500
-53,500
| -27% | -$2.73M |
|
756
CALL
Range Resources
RRC
$9.11B
| $6.22M | 0.01% |
275,100
+258,500
| +1,557% | +$4.19M |
|
757
Rocket Companies
RKT
$37.9B
| $6.18M | 0.01% |
+385,173
| New | +$6.73M |
|
758
CALL
Viatris
VTRS
$18.7B
| $6.17M | 0.01% |
455,000
+300,600
| +195% | +$4.27M |
|
|
GMS
759
PUT
DELISTED
GMS Inc
GMS
| $6.13M | 0.01% |
+140,000
| New | +$6.7M |
|
760
XPeng
XPEV
$11.5B
| $6.12M | 0.01% |
+172,100
| New | +$6.83M |
|
|
BRSL
761
Brightstar Lottery PLC
BRSL
$2B
| $6.09M | 0.01% |
+231,317
| New | +$4.9M |
|
762
PUT
HCA Healthcare
HCA
$88.4B
| $6.07M | 0.01% |
+25,000
| New | +$6.11M |
|
763
PUT
Floor & Decor
FND
$6.61B
| $6.04M | 0.01% |
+50,000
| New | +$5.97M |
|
764
Williams-Sonoma
WSM
$29.4B
| $6.01M | 0.01% |
67,778
+1,878
| +3% | +$159K |
|
765
CALL
Lamb Weston
LW
$7.1B
| $5.98M | 0.01% |
97,400
+96,800
| +16,133% | +$6.55M |
|
766
CALL
Xcel Energy
XEL
$48.7B
| $5.93M | 0.01% |
94,900
+83,100
| +704% | +$5.61M |
|
767
Shake Shack
SHAK
$2.85B
| $5.89M | 0.01% |
+75,100
| New | +$6.83M |
|
768
PUT
Opendoor
OPEN
$3.37B
| $5.85M | 0.01% |
294,500
+293,363
| +25,801% | +$4.74M |
|
|
FL
769
CALL
DELISTED
Foot Locker
FL
| $5.83M | 0.01% |
+127,700
| New | +$7.09M |
|
770
PUT
Kulicke & Soffa
KLIC
$4.82B
| $5.83M | 0.01% |
+100,000
| New | +$6.23M |
|
771
CALL
Quest Diagnostics
DGX
$26.2B
| $5.81M | 0.01% |
40,000
-100
| -0.2% | -$14.6K |
|
772
CALL
Western Digital
WDC
$149B
| $5.7M | 0.01% |
133,491
-17,331
| -11% | -$823K |
|
773
CALL
Norfolk Southern
NSC
$74.6B
| $5.67M | 0.01% |
23,700
-79,600
| -77% | -$20.4M |
|
774
CALL
Kinross Gold
KGC
$32.6B
| $5.66M | 0.01% |
1,056,000
-584,700
| -36% | -$3.5M |
|
775
CALL
PPG Industries
PPG
$26.4B
| $5.65M | 0.01% |
39,500
+27,500
| +229% | +$4.41M |
|
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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.