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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 | |
|---|---|---|---|---|---|---|
701
CALL
NovoCure
NVCR
$2B
| $7.85M | 0.01% |
67,600
-9,400
| -12% | -$1.42M |
|
702
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $7.84M | 0.01% |
+309,797
| New | +$7.72M |
|
703
Spotify
SPOT
$105B
| $7.72M | 0.01% |
+34,270
| New | +$8.08M |
|
704
CALL
Shake Shack
SHAK
$2.86B
| $7.71M | 0.01% |
98,200
+8,500
| +9% | +$774K |
|
705
CALL
Lemonade
LMND
$4.07B
| $7.71M | 0.01% |
115,000
-237,000
| -67% | -$19.1M |
|
706
WEX
WEX
$6.26B
| $7.68M | 0.01% |
43,605
+7,325
| +20% | +$1.34M |
|
707
CALL
Ross Stores
ROST
$81.8B
| $7.64M | 0.01% |
70,200
+27,700
| +65% | +$3.32M |
|
708
CALL
Kinder Morgan
KMI
$69.3B
| $7.61M | 0.01% |
454,900
-98,900
| -18% | -$1.68M |
|
|
TBCH
709
Turtle Beach Corp
TBCH
$257M
| $7.58M | 0.01% |
+272,452
| New | +$7.95M |
|
710
NXP Semiconductors
NXPI
$59.9B
| $7.57M | 0.01% |
38,629
+32,060
| +488% | +$6.66M |
|
711
PUT
HP
HPQ
$27.5B
| $7.55M | 0.01% |
+275,900
| New | +$7.93M |
|
712
TJX Companies
TJX
$177B
| $7.54M | 0.01% |
114,195
+101,593
| +806% | +$7.09M |
|
713
CALL
United Parks & Resorts
PRKS
$2.06B
| $7.48M | 0.01% |
135,200
+1,600
| +1% | +$80.6K |
|
714
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $7.48M | 0.01% |
108,624
+108,623
| +10,862,300% | +$7.74M |
|
715
Invesco Solar ETF
TAN
$1.36B
| $7.47M | 0.01% |
+93,487
| New | +$7.87M |
|
716
Global X Lithium & Battery Tech ETF
LIT
$1.61B
| $7.41M | 0.01% |
+90,444
| New | +$7.41M |
|
717
iShares MSCI Canada ETF
EWC
$6.48B
| $7.35M | 0.01% |
+202,531
| New | +$7.52M |
|
718
CALL
PG&E
PCG
$37.9B
| $7.34M | 0.01% |
765,000
+224,300
| +41% | +$2.12M |
|
719
CALL
W.P. Carey
WPC
$16B
| $7.3M | 0.01% |
+102,100
| New | +$7.77M |
|
720
PUT
Norfolk Southern
NSC
$75.5B
| $7.27M | 0.01% |
30,400
+19,800
| +187% | +$5.08M |
|
721
PUT
Petrobras
PBR
$117B
| $7.26M | 0.01% |
702,200
-1,808,800
| -72% | -$19.3M |
|
722
PUT
Tapestry
TPR
$32.6B
| $7.21M | 0.01% |
194,700
+91,000
| +88% | +$3.74M |
|
723
PUT
Northrop Grumman
NOC
$82.4B
| $7.16M | 0.01% |
19,900
+11,900
| +149% | +$4.3M |
|
724
MGM Resorts International
MGM
$11B
| $7.11M | 0.01% |
+164,832
| New | +$6.72M |
|
725
CALL
nCino
NCNO
$2.09B
| $7.09M | 0.01% |
99,800
-33,300
| -25% | -$2.22M |
|
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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.