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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 | |
|---|---|---|---|---|---|---|
526
CALL
iShares Semiconductor ETF
SOXX
$44.8B
| $13.7M | 0.01% |
92,100
+91,500
| +15,250% | +$13.9M |
|
527
CALL
PENN Entertainment
PENN
$2.53B
| $13.7M | 0.01% |
188,900
+13,100
| +7% | +$963K |
|
528
CALL
Oneok
OKE
$56.9B
| $13.6M | 0.01% |
234,400
-23,600
| -9% | -$1.27M |
|
529
PUT
FuboTV Inc
FUBO
$276M
| $13.5M | 0.01% |
+47,108
| New | +$15.4M |
|
530
CALL
Teck Resources
TECK
$32.8B
| $13.5M | 0.01% |
543,500
+466,700
| +608% | +$10.7M |
|
531
CALL
FirstEnergy
FE
$27.1B
| $13.5M | 0.01% |
+378,400
| New | +$14.4M |
|
532
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $13.4M | 0.01% |
340,000
+87,200
| +34% | +$3.63M |
|
|
FL
533
PUT
DELISTED
Foot Locker
FL
| $13.4M | 0.01% |
+294,000
| New | +$16.3M |
|
534
Novavax
NVAX
$1.3B
| $13.4M | 0.01% |
64,720
+41,228
| +175% | +$9.09M |
|
535
CALL
Sherwin-Williams
SHW
$88.1B
| $13.4M | 0.01% |
47,900
-1,100
| -2% | -$322K |
|
536
PUT
InMode
INMD
$873M
| $13.4M | 0.01% |
+167,800
| New | +$10.2M |
|
537
CALL
NRG Energy
NRG
$25B
| $13.3M | 0.01% |
326,800
-79,300
| -20% | -$3.37M |
|
|
GTM
538
CALL
ZoomInfo Technologies
GTM
$1.23B
| $13.3M | 0.01% |
217,300
+217,200
| +217,200% | +$13M |
|
539
Toronto Dominion Bank
TD
$200B
| $13.3M | 0.01% |
+200,645
| New | +$13.4M |
|
540
CALL
Marvell Technology
MRVL
$187B
| $13.3M | 0.01% |
219,900
-134,600
| -38% | -$8.07M |
|
|
541
CALL
Toronto Dominion Bank
TD
$200B
| $13.2M | 0.01% |
+200,000
| New | +$13.3M |
|
542
PUT
Rambus
RMBS
$10.4B
| $13.2M | 0.01% |
595,500
+10,000
| +2% | +$235K |
|
543
CALL
Spotify
SPOT
$105B
| $13.2M | 0.01% |
58,600
-13,800
| -19% | -$3.25M |
|
|
JWN
544
CALL
DELISTED
Nordstrom
JWN
| $13.2M | 0.01% |
498,700
+166,200
| +50% | +$5.3M |
|
545
CALL
Tyson Foods
TSN
$20.1B
| $13.1M | 0.01% |
166,000
+56,700
| +52% | +$4.28M |
|
546
CALL
Prologis
PLD
$132B
| $13.1M | 0.01% |
104,300
-20,900
| -17% | -$2.71M |
|
547
PUT
Strategy Inc
MSTR
$37.4B
| $13.1M | 0.01% |
226,000
-295,000
| -57% | -$18.9M |
|
548
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$15.1B
| $13.1M | 0.01% |
163,500
-48,000
| -23% | -$3.92M |
|
549
CALL
Prudential Financial
PRU
$42.1B
| $13M | 0.01% |
123,700
-40,200
| -25% | -$4.14M |
|
550
PUT
Ross Stores
ROST
$81.7B
| $12.9M | 0.01% |
118,100
+112,800
| +2,128% | +$13.5M |
|
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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.