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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 | |
|---|---|---|---|---|---|---|
|
WBA
501
DELISTED
Walgreens Boots Alliance
WBA
| $15.3M | 0.01% |
326,244
-23,790
| -7% | -$1.15M |
|
502
Morgan Stanley
MS
$338B
| $15M | 0.01% |
+154,251
| New | +$15.3M |
|
|
PXD
503
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $15M | 0.01% |
90,100
+8,600
| +11% | +$1.3M |
|
|
LSI
504
PUT
DELISTED
Life Storage, Inc.
LSI
| $14.9M | 0.01% |
130,200
+700
| +0.5% | +$83.2K |
|
|
GES
505
PUT
DELISTED
Guess Inc
GES
| $14.9M | 0.01% |
+710,000
| New | +$16.2M |
|
506
PUT
Mattel
MAT
$4.21B
| $14.9M | 0.01% |
803,200
-26,100
| -3% | -$541K |
|
507
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $14.7M | 0.01% |
+50,000
| New | +$15M |
|
|
PXD
508
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $14.7M | 0.01% |
88,000
-60,300
| -41% | -$9.12M |
|
509
Seagate
STX
$182B
| $14.7M | 0.01% |
+177,551
| New | +$15.4M |
|
510
PUT
iQIYI
IQ
$1.31B
| $14.6M | 0.01% |
+1,816,900
| New | +$18.8M |
|
511
CALL
T-Mobile US
TMUS
$191B
| $14.6M | 0.01% |
113,900
-11,600
| -9% | -$1.62M |
|
512
CALL
Futu Holdings
FUTU
$15.2B
| $14.4M | 0.01% |
+158,700
| New | +$17.5M |
|
513
CALL
Fidelity National Information Services
FIS
$21.9B
| $14.4M | 0.01% |
+118,500
| New | +$15.9M |
|
514
CALL
Kimberly-Clark
KMB
$35.9B
| $14.4M | 0.01% |
108,800
+47,200
| +77% | +$6.42M |
|
515
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $14.4M | 0.01% |
364,200
+340,000
| +1,405% | +$14.1M |
|
516
lululemon athletica
LULU
$14.5B
| $14.3M | 0.01% |
35,429
+11,370
| +47% | +$4.55M |
|
|
TBCH
517
CALL
Turtle Beach Corp
TBCH
$251M
| $14.3M | 0.01% |
+515,200
| New | +$15M |
|
518
CALL
Intuitive Surgical
ISRG
$139B
| $14.3M | 0.01% |
+43,200
| New | +$14.5M |
|
|
519
CALL
Seagate
STX
$182B
| $14.3M | 0.01% |
173,100
-82,000
| -32% | -$7.13M |
|
520
PUT
Humana
HUM
$46.3B
| $14.2M | 0.01% |
+36,500
| New | +$15.5M |
|
521
CALL
Parker-Hannifin
PH
$134B
| $14M | 0.01% |
50,000
+19,700
| +65% | +$5.86M |
|
|
ZEN
522
CALL
DELISTED
ZENDESK INC
ZEN
| $14M | 0.01% |
120,000
-100
| -0.1% | -$12.9K |
|
523
PUT
Shake Shack
SHAK
$2.89B
| $13.8M | 0.01% |
175,600
+82,500
| +89% | +$7.51M |
|
524
Green Plains
GPRE
$1.06B
| $13.8M | 0.01% |
+421,580
| New | +$14.5M |
|
|
JWN
525
PUT
DELISTED
Nordstrom
JWN
| $13.8M | 0.01% |
520,200
+358,800
| +222% | +$11.5M |
|
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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.