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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 | |
|---|---|---|---|---|---|---|
926
CALL
Pultegroup
PHM
$25.3B
| $3.52M | ﹤0.01% |
76,700
+45,400
| +145% | +$2.36M |
|
927
iQIYI
IQ
$1.28B
| $3.51M | ﹤0.01% |
+436,936
| New | +$4.53M |
|
|
QUOT
928
PUT
DELISTED
Quotient Technology Inc
QUOT
| $3.49M | ﹤0.01% |
600,000
+300,000
| +100% | +$2.51M |
|
929
CALL
VICI Properties
VICI
$29.4B
| $3.48M | ﹤0.01% |
122,500
-25,000
| -17% | -$762K |
|
930
PUT
United Parks & Resorts
PRKS
$2.12B
| $3.48M | ﹤0.01% |
62,800
+42,300
| +206% | +$2.13M |
|
931
PUT
Tandem Diabetes Care
TNDM
$1.56B
| $3.47M | ﹤0.01% |
+29,100
| New | +$3.21M |
|
932
PUT
Sonos
SONO
$1.85B
| $3.47M | ﹤0.01% |
107,300
+79,900
| +292% | +$2.88M |
|
|
SAVE
933
DELISTED
Spirit Airlines, Inc.
SAVE
| $3.46M | ﹤0.01% |
133,489
+40,436
| +43% | +$1.06M |
|
934
NIO
NIO
$11.9B
| $3.46M | ﹤0.01% |
+97,148
| New | +$3.99M |
|
935
CALL
NiSource
NI
$20.4B
| $3.44M | ﹤0.01% |
+142,000
| New | +$3.54M |
|
|
NKLA
936
PUT
DELISTED
Nikola Corporation Common Stock
NKLA
| $3.44M | ﹤0.01% |
+10,737
| New | +$3.76M |
|
937
iShares MSCI Japan ETF
EWJ
$22.8B
| $3.43M | ﹤0.01% |
+48,847
| New | +$3.38M |
|
|
TELL
938
CALL
DELISTED
Tellurian Inc.
TELL
| $3.43M | ﹤0.01% |
+876,500
| New | +$3M |
|
939
XPO
XPO
$23.7B
| $3.35M | ﹤0.01% |
+70,952
| New | +$3.56M |
|
940
PUT
NetApp
NTAP
$37.2B
| $3.35M | ﹤0.01% |
37,300
+26,300
| +239% | +$2.22M |
|
941
PUT
Turning Point Brands
TPB
$1.74B
| $3.34M | ﹤0.01% |
+70,000
| New | +$3.36M |
|
|
VMEO
942
CALL
DELISTED
Vimeo
VMEO
| $3.33M | ﹤0.01% |
113,400
| – | – |
|
943
CALL
Gold Fields
GFI
$36.5B
| $3.31M | ﹤0.01% |
+407,200
| New | +$3.64M |
|
944
CALL
Strategy Inc
MSTR
$38.4B
| $3.3M | ﹤0.01% |
57,000
-192,000
| -77% | -$12.3M |
|
945
PUT
PPG Industries
PPG
$26.6B
| $3.29M | ﹤0.01% |
23,000
+22,000
| +2,200% | +$3.53M |
|
946
PUT
Ovintiv
OVV
$16.4B
| $3.29M | ﹤0.01% |
100,000
-1,900
| -2% | -$52.5K |
|
|
SEE
947
CALL
DELISTED
Sealed Air
SEE
| $3.29M | ﹤0.01% |
+60,000
| New | +$3.49M |
|
948
PUT
Stryker
SYK
$130B
| $3.24M | ﹤0.01% |
12,300
+1,400
| +13% | +$374K |
|
949
Fox Class A
FOXA
$26.9B
| $3.24M | ﹤0.01% |
+80,739
| New | +$2.97M |
|
|
950
Pultegroup
PHM
$25.3B
| $3.24M | ﹤0.01% |
70,494
-3,965
| -5% | -$206K |
|
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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.