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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 | |
|---|---|---|---|---|---|---|
626
PUT
Golar LNG
GLNG
$5.19B
| $10M | 0.01% |
+772,500
| New | +$8.92M |
|
627
CALL
Intercontinental Exchange
ICE
$84.9B
| $10M | 0.01% |
+87,200
| New | +$10.3M |
|
628
PUT
GoodRx Holdings
GDRX
$1.29B
| $9.97M | 0.01% |
+243,000
| New | +$8.82M |
|
|
MRSH
629
Marsh
MRSH
$90.9B
| $9.83M | 0.01% |
64,938
+32,029
| +97% | +$4.84M |
|
630
Palantir
PLTR
$423B
| $9.79M | 0.01% |
407,429
-581,197
| -59% | -$14.2M |
|
|
JOYY
631
PUT
JOYY Inc
JOYY
$3.78B
| $9.78M | 0.01% |
178,300
+128,300
| +257% | +$7.19M |
|
632
JD.com
JD
$45.1B
| $9.77M | 0.01% |
135,301
-559,657
| -81% | -$41.3M |
|
|
TBCH
633
PUT
Turtle Beach Corp
TBCH
$253M
| $9.74M | 0.01% |
+350,000
| New | +$10.2M |
|
634
PUT
Lemonade
LMND
$4.08B
| $9.67M | 0.01% |
144,200
+52,200
| +57% | +$4.21M |
|
635
CALL
Sempra
SRE
$55.3B
| $9.64M | 0.01% |
+152,400
| New | +$10.1M |
|
636
CALL
iShares Core Dividend Growth ETF
DGRO
$43.6B
| $9.63M | 0.01% |
191,600
-58,400
| -23% | -$3.02M |
|
637
CALL
Nutanix
NTNX
$17.5B
| $9.6M | 0.01% |
254,600
+63,200
| +33% | +$2.39M |
|
638
PUT
Teva Pharmaceuticals
TEVA
$41.3B
| $9.57M | 0.01% |
982,900
+328,500
| +50% | +$3.08M |
|
639
ZIM Integrated Shipping Services
ZIM
$3.05B
| $9.57M | 0.01% |
+188,773
| New | +$8.82M |
|
640
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $9.55M | 0.01% |
+88,500
| New | +$9.73M |
|
641
CALL
Vertex Pharmaceuticals
VRTX
$134B
| $9.54M | 0.01% |
52,600
-13,200
| -20% | -$2.58M |
|
642
CALL
Jones Lang LaSalle
JLL
$16.5B
| $9.5M | 0.01% |
38,300
| – | – |
|
643
PUT
Fortinet
FTNT
$121B
| $9.46M | 0.01% |
+162,000
| New | +$9.38M |
|
|
644
CALL
Teva Pharmaceuticals
TEVA
$41.3B
| $9.44M | 0.01% |
969,100
-241,700
| -20% | -$2.26M |
|
645
PUT
ICICI Bank
IBN
$108B
| $9.44M | 0.01% |
+500,000
| New | +$9.37M |
|
|
HDV
646
CALL
iShares Core High Dividend ETF
HDV
$14.9B
| $9.43M | 0.01% |
500,000
| – | – |
|
647
CALL
Vistra
VST
$48.2B
| $9.38M | 0.01% |
548,600
-85,000
| -13% | -$1.57M |
|
648
PUT
T-Mobile US
TMUS
$189B
| $9.3M | 0.01% |
72,800
+8,600
| +13% | +$1.2M |
|
649
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.59B
| $9.2M | 0.01% |
+107,752
| New | +$9.3M |
|
|
IRBT
650
CALL
DELISTED
iRobot
IRBT
| $9.17M | 0.01% |
+116,800
| New | +$9.95M |
|
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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.