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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 | |
|---|---|---|---|---|---|---|
1051
PUT
LPL Financial
LPLA
$28.6B
| $2.34M | ﹤0.01% |
+14,900
| New | +$2.14M |
|
1052
PUT
Yeti Holdings
YETI
$3.95B
| $2.33M | ﹤0.01% |
+27,200
| New | +$2.63M |
|
1053
Moody's
MCO
$82.7B
| $2.32M | ﹤0.01% |
6,543
+1,367
| +26% | +$515K |
|
1054
CALL
Equinox Gold
EQX
$13.5B
| $2.3M | ﹤0.01% |
+348,500
| New | +$2.34M |
|
1055
PUT
Vroom Inc
VRM
$48.2M
| $2.3M | ﹤0.01% |
1,301
-57
| -4% | -$145K |
|
1056
Hershey
HSY
$36.6B
| $2.29M | ﹤0.01% |
+13,510
| New | +$2.39M |
|
|
GAN
1057
CALL
DELISTED
GAN Ltd
GAN
| $2.27M | ﹤0.01% |
+153,000
| New | +$2.45M |
|
1058
Hartford Financial Services
HIG
$39.3B
| $2.27M | ﹤0.01% |
+32,274
| New | +$2.13M |
|
1059
Jefferies Financial Group
JEF
$13.1B
| $2.26M | ﹤0.01% |
+63,723
| New | +$2.13M |
|
1060
PUT
Illinois Tool Works
ITW
$84.5B
| $2.25M | ﹤0.01% |
+10,900
| New | +$2.46M |
|
1061
CALL
Walker & Dunlop
WD
$1.53B
| $2.25M | ﹤0.01% |
+19,800
| New | +$2.07M |
|
1062
PUT
Zoetis
ZTS
$30B
| $2.23M | ﹤0.01% |
11,500
+6,500
| +130% | +$1.31M |
|
|
VMW
1063
CALL
DELISTED
VMware, Inc
VMW
| $2.22M | ﹤0.01% |
14,916
-102,184
| -87% | -$15.5M |
|
|
NDAC
1064
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
| $2.22M | ﹤0.01% |
+226,893
| New | +$2.21M |
|
|
WBT
1065
CALL
DELISTED
Welbilt, Inc.
WBT
| $2.21M | ﹤0.01% |
95,000
-300
| -0.3% | -$7.05K |
|
|
OTLY
1066
Oatly Group
OTLY
$438M
| $2.19M | ﹤0.01% |
+7,239
| New | +$2.62M |
|
|
IPOF
1067
CALL
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $2.18M | ﹤0.01% |
215,200
| – | – |
|
1068
PUT
Prologis
PLD
$133B
| $2.17M | ﹤0.01% |
17,300
+13,200
| +322% | +$1.71M |
|
1069
PUT
Keysight
KEYS
$58.3B
| $2.17M | ﹤0.01% |
13,200
+2,400
| +22% | +$403K |
|
1070
Tyson Foods
TSN
$20.4B
| $2.14M | ﹤0.01% |
27,102
-19,187
| -41% | -$1.45M |
|
1071
PUT
Sempra
SRE
$54.8B
| $2.13M | ﹤0.01% |
33,600
+30,800
| +1,100% | +$2.03M |
|
1072
PUT
Whirlpool
WHR
$2.82B
| $2.12M | ﹤0.01% |
10,400
+9,300
| +845% | +$2.04M |
|
1073
CALL
Rithm Capital
RITM
$5.69B
| $2.12M | ﹤0.01% |
192,300
+181,800
| +1,731% | +$1.87M |
|
1074
CALL
Shoals Technologies Group
SHLS
$1.5B
| $2.09M | ﹤0.01% |
75,000
+67,400
| +887% | +$2.09M |
|
1075
CALL
Leslie's
LESL
$11M
| $2.09M | ﹤0.01% |
5,080
+90
| +2% | +$43.1K |
|
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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.