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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 | |
|---|---|---|---|---|---|---|
826
CALL
M&T Bank
MTB
$36B
| $4.67M | ﹤0.01% |
31,300
-1,400
| -4% | -$194K |
|
|
IRBT
827
PUT
DELISTED
iRobot
IRBT
| $4.66M | ﹤0.01% |
+59,300
| New | +$5.05M |
|
|
TSP
828
PUT
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $4.64M | ﹤0.01% |
+125,000
| New | +$5.27M |
|
829
PUT
Sarepta Therapeutics
SRPT
$1.73B
| $4.62M | ﹤0.01% |
50,000
| – | – |
|
830
CALL
Williams-Sonoma
WSM
$29.4B
| $4.61M | ﹤0.01% |
52,000
+7,800
| +18% | +$660K |
|
831
CALL
Goodyear
GT
$1.83B
| $4.61M | ﹤0.01% |
+260,200
| New | +$4.22M |
|
832
CALL
ZTO Express
ZTO
$17.9B
| $4.6M | ﹤0.01% |
150,000
-377,200
| -72% | -$10.8M |
|
833
Nucor
NUE
$62.1B
| $4.59M | ﹤0.01% |
46,559
-158,659
| -77% | -$16.9M |
|
834
CALL
Krystal Biotech
KRYS
$9.61B
| $4.57M | ﹤0.01% |
87,500
+56,100
| +179% | +$3.32M |
|
835
CALL
TotalEnergies
TTE
$191B
| $4.57M | ﹤0.01% |
95,300
+54,000
| +131% | +$2.39M |
|
836
Virgin Galactic
SPCE
$402M
| $4.56M | ﹤0.01% |
+9,006
| New | +$5.35M |
|
837
CALL
Mondelez International
MDLZ
$78.9B
| $4.55M | ﹤0.01% |
78,200
-3,800
| -5% | -$236K |
|
838
PUT
Transocean
RIG
$5.95B
| $4.55M | ﹤0.01% |
1,200,000
-100
| -0% | -$364 |
|
839
CALL
Qorvo
QRVO
$8.73B
| $4.55M | ﹤0.01% |
27,200
+15,000
| +123% | +$2.79M |
|
840
PUT
US Global Jets ETF
JETS
$849M
| $4.54M | ﹤0.01% |
+191,900
| New | +$4.43M |
|
|
FSR
841
CALL
DELISTED
Fisker Inc.
FSR
| $4.51M | ﹤0.01% |
+308,000
| New | +$4.63M |
|
842
CALL
UiPath
PATH
$7.77B
| $4.46M | ﹤0.01% |
+84,800
| New | +$5.13M |
|
843
PUT
Ventas
VTR
$47.7B
| $4.44M | ﹤0.01% |
80,400
+78,300
| +3,729% | +$4.49M |
|
844
Liberty Global Class C
LBTYK
$3.46B
| $4.41M | ﹤0.01% |
149,664
+92,328
| +161% | +$2.56M |
|
845
CALL
Under Armour
UAA
$2.56B
| $4.37M | ﹤0.01% |
216,700
+30,400
| +16% | +$672K |
|
846
PUT
Corpay
CPAY
$25.7B
| $4.36M | ﹤0.01% |
+16,700
| New | +$4.32M |
|
847
PUT
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.13B
| $4.36M | ﹤0.01% |
+81,500
| New | +$4.65M |
|
848
JetBlue
JBLU
$2.24B
| $4.36M | ﹤0.01% |
285,035
+86,413
| +44% | +$1.33M |
|
849
PUT
Suncor Energy
SU
$71.4B
| $4.36M | ﹤0.01% |
210,200
+194,100
| +1,206% | +$3.88M |
|
850
PUT
Truist Financial
TFC
$63.4B
| $4.34M | ﹤0.01% |
74,000
-67,000
| -48% | -$3.74M |
|
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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.