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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 | |
|---|---|---|---|---|---|---|
1626
PUT
Packaging Corp of America
PKG
$22.8B
| $260K | ﹤0.01% |
+1,900
| New | +$271K |
|
1627
Rockwell Automation
ROK
$49B
| $260K | ﹤0.01% |
883
+811
| +1,126% | +$249K |
|
1628
PACCAR
PCAR
$70.1B
| $259K | ﹤0.01% |
4,916
+3,015
| +159% | +$167K |
|
1629
CALL
Vanda Pharmaceuticals
VNDA
$302M
| $257K | ﹤0.01% |
+15,000
| New | +$263K |
|
1630
iShares TIPS Bond ETF
TIP
$14.5B
| $255K | ﹤0.01% |
2,000
| – | – |
|
1631
Invesco
IVZ
$13.9B
| $253K | ﹤0.01% |
+10,495
| New | +$262K |
|
1632
TE Connectivity
TEL
$62.6B
| $252K | ﹤0.01% |
+1,835
| New | +$265K |
|
1633
Otis Worldwide
OTIS
$28.2B
| $247K | ﹤0.01% |
+3,000
| New | +$264K |
|
1634
PUT
A.O. Smith
AOS
$8.7B
| $244K | ﹤0.01% |
+4,000
| New | +$279K |
|
1635
CALL
Franklin Resources
BEN
$17.2B
| $241K | ﹤0.01% |
+8,100
| New | +$253K |
|
1636
Sable Offshore Corp
SOC
$911M
| $240K | ﹤0.01% |
+24,732
| New | +$239K |
|
1637
First Horizon
FHN
$12.1B
| $238K | ﹤0.01% |
+14,584
| New | +$232K |
|
1638
Huntington Ingalls Industries
HII
$12.8B
| $230K | ﹤0.01% |
+1,191
| New | +$241K |
|
1639
Jacobs Solutions
J
$17B
| $230K | ﹤0.01% |
2,102
+1,575
| +299% | +$174K |
|
1640
PUT
Tyler Technologies
TYL
$12.8B
| $230K | ﹤0.01% |
+500
| New | +$239K |
|
|
PCPC
1641
DELISTED
Periphas Capital Partnering Corporation
PCPC
| $230K | ﹤0.01% |
+9,434
| New | +$229K |
|
1642
PUT
Henry Schein
HSIC
$9.82B
| $229K | ﹤0.01% |
+3,000
| New | +$231K |
|
1643
PUT
GameStop
GME
$8.6B
| $228K | ﹤0.01% |
+5,200
| New | +$238K |
|
1644
PUT
Quanta Services
PWR
$101B
| $227K | ﹤0.01% |
2,000
-3,000
| -60% | -$301K |
|
1645
PUT
Hormel Foods
HRL
$13.8B
| $224K | ﹤0.01% |
+5,500
| New | +$248K |
|
1646
CALL
Fluor
FLR
$7.96B
| $221K | ﹤0.01% |
+13,900
| New | +$228K |
|
1647
iShares Gold Trust
IAU
$67.5B
| $221K | ﹤0.01% |
+6,600
| New | +$225K |
|
1648
CALL
MP Materials
MP
$9.1B
| $220K | ﹤0.01% |
+6,800
| New | +$236K |
|
1649
CALL
Telus
TU
$15.3B
| $220K | ﹤0.01% |
+10,000
| New | +$225K |
|
1650
CALL
Rayonier Advanced Materials
RYAM
$610M
| $219K | ﹤0.01% |
29,200
+100
| +0.3% | +$688 |
|
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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.