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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 | |
|---|---|---|---|---|---|---|
951
PUT
Progressive
PGR
$125B
| $3.23M | ﹤0.01% |
35,700
-161,900
| -82% | -$15.4M |
|
952
GameStop
GME
$8.6B
| $3.22M | ﹤0.01% |
+73,368
| New | +$3.35M |
|
953
CALL
Sotera Health
SHC
$5.38B
| $3.22M | ﹤0.01% |
+123,000
| New | +$2.98M |
|
|
RFP
954
CALL
DELISTED
Resolute Forest Products Inc.
RFP
| $3.2M | ﹤0.01% |
269,100
-372,400
| -58% | -$4.36M |
|
955
PUT
M&T Bank
MTB
$36.2B
| $3.2M | ﹤0.01% |
21,400
+7,800
| +57% | +$1.08M |
|
956
PUT
Goodyear
GT
$1.85B
| $3.19M | ﹤0.01% |
+180,200
| New | +$2.93M |
|
|
EXAS
957
DELISTED
Exact Sciences
EXAS
| $3.19M | ﹤0.01% |
+33,368
| New | +$3.52M |
|
958
PUT
Paychex
PAYX
$42.7B
| $3.18M | ﹤0.01% |
28,300
+13,500
| +91% | +$1.52M |
|
959
CALL
Manulife Financial
MFC
$73.5B
| $3.17M | ﹤0.01% |
165,000
+80,000
| +94% | +$1.56M |
|
|
ZNGA
960
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.17M | ﹤0.01% |
420,800
+380,600
| +947% | +$3.46M |
|
961
VanEck Oil Services ETF
OIH
$1.84B
| $3.17M | ﹤0.01% |
16,068
-1,725
| -10% | -$328K |
|
962
PUT
Vulcan Materials
VMC
$36.9B
| $3.17M | ﹤0.01% |
18,700
-16,000
| -46% | -$2.87M |
|
963
Rekor Systems
REKR
$91.7M
| $3.15M | ﹤0.01% |
+274,276
| New | +$2.49M |
|
|
HOLX
964
PUT
DELISTED
Hologic
HOLX
| $3.14M | ﹤0.01% |
+42,600
| New | +$3.19M |
|
965
CALL
Linde
LIN
$226B
| $3.14M | ﹤0.01% |
10,700
+10,100
| +1,683% | +$3.07M |
|
|
NKLA
966
DELISTED
Nikola Corporation Common Stock
NKLA
| $3.13M | ﹤0.01% |
9,794
+9,780
| +69,857% | +$3.42M |
|
967
CALL
Kratos Defense & Security Solutions
KTOS
$11.4B
| $3.13M | ﹤0.01% |
140,500
+85,000
| +153% | +$2.1M |
|
|
JKS
968
JinkoSolar
JKS
$891M
| $3.08M | ﹤0.01% |
67,216
-33,937
| -34% | -$1.72M |
|
969
PUT
EQT Corp
EQT
$32.3B
| $3.07M | ﹤0.01% |
+150,000
| New | +$2.9M |
|
970
CALL
XPEL
XPEL
$1.38B
| $3.03M | ﹤0.01% |
+40,000
| New | +$3.29M |
|
971
Strategy Inc
MSTR
$38.4B
| $3.02M | ﹤0.01% |
+52,200
| New | +$3.35M |
|
972
Steel Dynamics
STLD
$37.6B
| $3.01M | ﹤0.01% |
51,437
+24,302
| +90% | +$1.55M |
|
973
PUT
Waters Corp
WAT
$39.9B
| $3M | ﹤0.01% |
+8,400
| New | +$3.29M |
|
974
CALL
Organon & Co
OGN
$3.57B
| $3M | ﹤0.01% |
91,480
+80,650
| +745% | +$2.58M |
|
975
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
| $3M | ﹤0.01% |
+20,000
| New | +$3.06M |
|
Similar funds
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.