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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 | |
|---|---|---|---|---|---|---|
901
PUT
Moody's
MCO
$82.7B
| $3.66M | ﹤0.01% |
10,300
+2,000
| +24% | +$754K |
|
902
CALL
KeyCorp
KEY
$24.4B
| $3.66M | ﹤0.01% |
169,300
-69,000
| -29% | -$1.39M |
|
903
PUT
HDFC Bank
HDB
$121B
| $3.65M | ﹤0.01% |
+100,000
| New | +$3.71M |
|
|
FLOW
904
CALL
DELISTED
SPX FLOW, Inc.
FLOW
| $3.65M | ﹤0.01% |
+50,000
| New | +$3.8M |
|
|
FLOW
905
PUT
DELISTED
SPX FLOW, Inc.
FLOW
| $3.65M | ﹤0.01% |
+50,000
| New | +$3.8M |
|
906
GDS Holdings
GDS
$6.41B
| $3.65M | ﹤0.01% |
+64,530
| New | +$3.98M |
|
907
CALL
Huntington Bancshares
HBAN
$35.5B
| $3.63M | ﹤0.01% |
+235,000
| New | +$3.46M |
|
908
PUT
Estee Lauder
EL
$32B
| $3.63M | ﹤0.01% |
12,100
+6,000
| +98% | +$1.96M |
|
|
FITB
909
PUT
Fifth Third Bancorp
FITB
$51.8B
| $3.63M | ﹤0.01% |
+85,500
| New | +$3.27M |
|
910
PUT
Revolve Group
RVLV
$1.73B
| $3.62M | ﹤0.01% |
58,700
-44,100
| -43% | -$2.87M |
|
911
PUT
Paycom
PAYC
$9.69B
| $3.62M | ﹤0.01% |
7,300
+5,300
| +265% | +$2.36M |
|
912
PUT
The GEO Group
GEO
$4.04B
| $3.6M | ﹤0.01% |
+481,500
| New | +$3.54M |
|
913
CALL
XP
XP
$8.39B
| $3.59M | ﹤0.01% |
+89,300
| New | +$3.99M |
|
914
PUT
T. Rowe Price
TROW
$24.3B
| $3.58M | ﹤0.01% |
18,200
+15,200
| +507% | +$3.2M |
|
915
Wendy's
WEN
$1.46B
| $3.58M | ﹤0.01% |
165,020
+33,524
| +25% | +$764K |
|
916
JB Hunt Transport Services
JBHT
$25.2B
| $3.58M | ﹤0.01% |
+21,384
| New | +$3.65M |
|
917
First Solar
FSLR
$26.9B
| $3.57M | ﹤0.01% |
+37,444
| New | +$3.48M |
|
918
Regeneron Pharmaceuticals
REGN
$80.8B
| $3.57M | ﹤0.01% |
+5,898
| New | +$3.66M |
|
919
PUT
Waste Management
WM
$91B
| $3.57M | ﹤0.01% |
23,900
+20,200
| +546% | +$3.02M |
|
920
UnitedHealth
UNH
$370B
| $3.56M | ﹤0.01% |
9,117
-64,004
| -88% | -$26.5M |
|
921
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $3.55M | ﹤0.01% |
95,000
-55,000
| -37% | -$1.96M |
|
922
Norwegian Cruise Line
NCLH
$8.84B
| $3.54M | ﹤0.01% |
132,509
-154,089
| -54% | -$3.92M |
|
923
PUT
Organon & Co
OGN
$3.57B
| $3.54M | ﹤0.01% |
107,840
+88,770
| +465% | +$2.84M |
|
924
NetEase
NTES
$84.7B
| $3.53M | ﹤0.01% |
41,372
-60
| -0.1% | -$5.67K |
|
925
CALL
Trade Desk
TTD
$6.49B
| $3.52M | ﹤0.01% |
50,100
+6,100
| +14% | +$472K |
|
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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.