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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 | |
|---|---|---|---|---|---|---|
1201
PUT
TE Connectivity
TEL
$62.6B
| $1.41M | ﹤0.01% |
+10,300
| New | +$1.49M |
|
1202
PUT
United Natural Foods
UNFI
$2.85B
| $1.41M | ﹤0.01% |
29,100
+3,000
| +11% | +$106K |
|
1203
PUT
LendingTree
TREE
$451M
| $1.4M | ﹤0.01% |
10,000
+9,200
| +1,150% | +$1.61M |
|
1204
PUT
Zebra Technologies
ZBRA
$17.8B
| $1.4M | ﹤0.01% |
2,700
+2,600
| +2,600% | +$1.45M |
|
1205
CALL
Warrior Met Coal
HCC
$4.86B
| $1.4M | ﹤0.01% |
+60,000
| New | +$1.21M |
|
1206
Illumina
ILMN
$28.4B
| $1.39M | ﹤0.01% |
+3,532
| New | +$1.62M |
|
1207
PUT
Fastenal
FAST
$59.5B
| $1.39M | ﹤0.01% |
+54,000
| New | +$1.47M |
|
|
LEV
1208
CALL
DELISTED
The Lion Electric Company
LEV
| $1.39M | ﹤0.01% |
110,000
+50,000
| +83% | +$698K |
|
1209
CALL
Flowserve
FLS
$10.2B
| $1.39M | ﹤0.01% |
+40,000
| New | +$1.57M |
|
1210
STMicroelectronics
STM
$50B
| $1.38M | ﹤0.01% |
31,714
+29,486
| +1,323% | +$1.24M |
|
1211
Kinross Gold
KGC
$32.8B
| $1.38M | ﹤0.01% |
+257,295
| New | +$1.54M |
|
1212
CALL
Ralph Lauren
RL
$23.6B
| $1.38M | ﹤0.01% |
12,400
-38,200
| -75% | -$4.41M |
|
1213
PUT
Incyte
INCY
$24.4B
| $1.38M | ﹤0.01% |
+20,000
| New | +$1.52M |
|
|
LGAC
1214
DELISTED
Lazard Growth Acquisition Corp. I Ordinary Shares
LGAC
| $1.37M | ﹤0.01% |
+141,207
| New | +$1.37M |
|
|
OZON
1215
CALL
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
| $1.37M | ﹤0.01% |
+27,200
| New | +$1.43M |
|
|
ZGNX
1216
PUT
DELISTED
Zogenix, Inc.
ZGNX
| $1.36M | ﹤0.01% |
89,800
-2,700
| -3% | -$42.2K |
|
|
QUOT
1217
DELISTED
Quotient Technology Inc
QUOT
| $1.36M | ﹤0.01% |
233,506
+182,763
| +360% | +$1.53M |
|
1218
CALL
Schrodinger
SDGR
$1.36B
| $1.35M | ﹤0.01% |
24,800
-104,500
| -81% | -$6.69M |
|
1219
PUT
Quest Diagnostics
DGX
$26.3B
| $1.35M | ﹤0.01% |
9,300
+4,600
| +98% | +$673K |
|
|
TGNA
1220
DELISTED
TEGNA Inc
TGNA
| $1.35M | ﹤0.01% |
+68,555
| New | +$1.25M |
|
1221
CALL
Sally Beauty Holdings
SBH
$1.58B
| $1.35M | ﹤0.01% |
80,000
-250,000
| -76% | -$4.76M |
|
1222
Ventas
VTR
$47.9B
| $1.34M | ﹤0.01% |
24,254
-11,865
| -33% | -$680K |
|
|
POLY
1223
DELISTED
Plantronics, Inc.
POLY
| $1.34M | ﹤0.01% |
+51,962
| New | +$1.63M |
|
|
ROCC
1224
CALL
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
| $1.33M | ﹤0.01% |
50,000
| – | – |
|
1225
PUT
Stanley Black & Decker
SWK
$15.7B
| $1.32M | ﹤0.01% |
7,500
+6,900
| +1,150% | +$1.35M |
|
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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.