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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 | |
|---|---|---|---|---|---|---|
1076
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $2.09M | ﹤0.01% |
50,000
| – | – |
|
1077
Suncor Energy
SU
$70.3B
| $2.08M | ﹤0.01% |
100,119
+23,115
| +30% | +$462K |
|
1078
CALL
L3Harris
LHX
$53.4B
| $2.07M | ﹤0.01% |
9,400
+7,100
| +309% | +$1.61M |
|
|
1079
CALL
Suncor Energy
SU
$70.3B
| $2.06M | ﹤0.01% |
99,700
+19,400
| +24% | +$388K |
|
1080
PUT
Leslie's
LESL
$11M
| $2.05M | ﹤0.01% |
5,000
-2,500
| -33% | -$1.2M |
|
1081
CALL
Five Below
FIVE
$13.5B
| $2.05M | ﹤0.01% |
+11,600
| New | +$2.31M |
|
1082
Kroger
KR
$34.8B
| $2.04M | ﹤0.01% |
50,460
+20,023
| +66% | +$841K |
|
1083
CALL
Zoetis
ZTS
$30B
| $2.04M | ﹤0.01% |
10,500
-3,700
| -26% | -$747K |
|
1084
CALL
General Mills
GIS
$19.7B
| $2.03M | ﹤0.01% |
+34,000
| New | +$2.01M |
|
1085
Corpay
CPAY
$25.7B
| $2.02M | ﹤0.01% |
+7,749
| New | +$2M |
|
1086
Yeti Holdings
YETI
$3.95B
| $2.02M | ﹤0.01% |
+23,617
| New | +$2.29M |
|
1087
Westlake Corp
WLK
$9.9B
| $2.02M | ﹤0.01% |
+22,155
| New | +$1.9M |
|
1088
PUT
Federal Agricultural Mortgage
AGM
$2.56B
| $2.02M | ﹤0.01% |
+18,600
| New | +$1.84M |
|
1089
PUT
United States Natural Gas Fund
UNG
$478M
| $2.02M | ﹤0.01% |
25,000
-27,575
| -52% | -$1.66M |
|
1090
Neurocrine Biosciences
NBIX
$16.6B
| $2.01M | ﹤0.01% |
20,965
+17,226
| +461% | +$1.63M |
|
1091
Waste Management
WM
$91B
| $2.01M | ﹤0.01% |
+13,445
| New | +$2.01M |
|
1092
PUT
Trinity Industries
TRN
$2.38B
| $1.98M | ﹤0.01% |
+73,000
| New | +$2.02M |
|
1093
PUT
JetBlue
JBLU
$2.29B
| $1.97M | ﹤0.01% |
129,000
-192,800
| -60% | -$2.96M |
|
1094
PUT
Virtu Financial
VIRT
$4.93B
| $1.95M | ﹤0.01% |
80,000
| – | – |
|
1095
CALL
PBF Energy
PBF
$7.31B
| $1.95M | ﹤0.01% |
150,300
+300
| +0.2% | +$3.11K |
|
1096
PUT
Popular Inc
BPOP
$11.1B
| $1.94M | ﹤0.01% |
25,000
+500
| +2% | +$37.2K |
|
1097
PUT
General Dynamics
GD
$106B
| $1.94M | ﹤0.01% |
+9,900
| New | +$1.94M |
|
1098
Keysight
KEYS
$58.3B
| $1.93M | ﹤0.01% |
11,764
+4,584
| +64% | +$769K |
|
1099
PUT
Glaukos
GKOS
$10.6B
| $1.93M | ﹤0.01% |
+40,000
| New | +$2.22M |
|
1100
CALL
Red Rock Resorts
RRR
$3.62B
| $1.92M | ﹤0.01% |
37,500
-80,300
| -68% | -$3.51M |
|
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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.