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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 | |
|---|---|---|---|---|---|---|
|
FISV
651
Fiserv Inc
FISV
$27.7B
| $9.16M | 0.01% |
+84,454
| New | +$9.44M |
|
652
CALL
Philip Morris
PM
$291B
| $9.13M | 0.01% |
96,300
+50,700
| +111% | +$5.1M |
|
|
PPLI
653
CALL
People Inc
PPLI
$3.02B
| $9.12M | 0.01% |
+85,330
| New | +$9.4M |
|
654
ZTO Express
ZTO
$18.2B
| $9.09M | 0.01% |
296,336
-234,480
| -44% | -$6.73M |
|
|
GES
655
CALL
DELISTED
Guess Inc
GES
| $9.05M | 0.01% |
+431,000
| New | +$9.85M |
|
656
CALL
NetApp
NTAP
$39.5B
| $9.05M | 0.01% |
100,800
+35,700
| +55% | +$3.01M |
|
|
SPLK
657
DELISTED
Splunk Inc
SPLK
| $8.97M | 0.01% |
61,961
+9,937
| +19% | +$1.45M |
|
658
Jones Lang LaSalle
JLL
$16.4B
| $8.9M | 0.01% |
35,882
+14,172
| +65% | +$3.24M |
|
659
CALL
Fastenal
FAST
$59.6B
| $8.84M | 0.01% |
+342,400
| New | +$9.29M |
|
660
CALL
US Foods
USFD
$23.8B
| $8.8M | 0.01% |
254,000
-250,000
| -50% | -$8.58M |
|
661
CALL
VF Corp
VFC
$5.83B
| $8.78M | 0.01% |
131,000
+122,000
| +1,356% | +$9.36M |
|
662
CALL
EQT Corp
EQT
$33.6B
| $8.74M | 0.01% |
+427,000
| New | +$8.26M |
|
663
PUT
Equity Residential
EQR
$24.6B
| $8.73M | 0.01% |
+107,900
| New | +$8.91M |
|
664
PUT
iShares MSCI Japan ETF
EWJ
$22.7B
| $8.67M | 0.01% |
+123,500
| New | +$8.55M |
|
665
Xerox
XRX
$424M
| $8.67M | 0.01% |
429,968
-127,553
| -23% | -$2.9M |
|
|
SIX
666
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $8.65M | 0.01% |
203,600
-294,400
| -59% | -$12.2M |
|
667
CALL
Sonos
SONO
$1.86B
| $8.64M | 0.01% |
266,900
+85,200
| +47% | +$3.07M |
|
668
CALL
ZIM Integrated Shipping Services
ZIM
$3.05B
| $8.62M | 0.01% |
170,000
+150,000
| +750% | +$7.01M |
|
669
CALL
The Mosaic Company
MOS
$7.35B
| $8.6M | 0.01% |
240,800
+73,600
| +44% | +$2.35M |
|
670
CALL
Zscaler
ZS
$28.6B
| $8.6M | 0.01% |
32,800
-11,800
| -26% | -$2.96M |
|
671
McDonald's
MCD
$194B
| $8.58M | 0.01% |
+35,589
| New | +$8.49M |
|
672
CALL
Kroger
KR
$34.7B
| $8.58M | 0.01% |
212,100
-405,100
| -66% | -$17M |
|
673
PUT
Intercontinental Exchange
ICE
$85.2B
| $8.55M | 0.01% |
+74,500
| New | +$8.84M |
|
674
iShares China Large-Cap ETF
FXI
$4.34B
| $8.45M | 0.01% |
217,013
-1,197,500
| -85% | -$49.5M |
|
675
CALL
Gen Digital
GEN
$17.7B
| $8.38M | 0.01% |
331,200
+326,600
| +7,100% | +$8.5M |
|
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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.