We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
KRA
726
DELISTED
Kraton Corporation
KRA
| $7.06M | 0.01% |
+154,653
| New | +$6.14M |
|
727
PUT
O'Reilly Automotive
ORLY
$75.3B
| $6.96M | 0.01% |
171,000
+84,000
| +97% | +$3.36M |
|
728
Weyerhaeuser
WY
$18B
| $6.95M | 0.01% |
195,410
+115,699
| +145% | +$4.05M |
|
729
CALL
Turning Point Brands
TPB
$1.77B
| $6.92M | 0.01% |
+145,000
| New | +$6.95M |
|
730
TC Energy
TRP
$65.5B
| $6.91M | 0.01% |
+143,623
| New | +$6.96M |
|
731
CALL
Upland Software
UPLD
$14.7M
| $6.87M | 0.01% |
20,530
| – | – |
|
732
PUT
Lincoln National
LNC
$8.8B
| $6.86M | 0.01% |
99,700
+28,800
| +41% | +$1.88M |
|
733
PUT
Riot Platforms
RIOT
$7.49B
| $6.85M | 0.01% |
266,700
+266,500
| +133,250% | +$8.58M |
|
734
PUT
TAL Education Group
TAL
$6.88B
| $6.85M | 0.01% |
1,415,100
-2,631,400
| -65% | -$23.3M |
|
735
PUT
Under Armour
UAA
$2.43B
| $6.84M | 0.01% |
338,900
+253,800
| +298% | +$5.61M |
|
|
SPWR
736
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $6.77M | 0.01% |
298,600
+100,800
| +51% | +$2.36M |
|
737
PUT
Simon Property Group
SPG
$71B
| $6.76M | 0.01% |
52,000
-38,000
| -42% | -$4.95M |
|
738
PUT
Winnebago Industries
WGO
$898M
| $6.74M | 0.01% |
93,000
-462,100
| -83% | -$32.3M |
|
|
SKX
739
PUT
DELISTED
Skechers
SKX
| $6.66M | 0.01% |
158,200
-102,500
| -39% | -$5.07M |
|
740
CALL
United Natural Foods
UNFI
$2.81B
| $6.65M | 0.01% |
137,300
+130,600
| +1,949% | +$4.62M |
|
741
PUT
Martin Marietta Materials
MLM
$32.9B
| $6.6M | 0.01% |
19,300
+16,800
| +672% | +$6.11M |
|
742
PUT
Kamada
KMDA
$412M
| $6.57M | 0.01% |
1,238,700
+432,200
| +54% | +$2.36M |
|
743
CALL
Opendoor
OPEN
$3.44B
| $6.53M | 0.01% |
328,393
+327,360
| +31,690% | +$5.29M |
|
744
CALL
PagSeguro Digital
PAGS
$2.54B
| $6.46M | 0.01% |
125,000
-600
| -0.5% | -$33.7K |
|
745
Trip.com Group
TCOM
$29.4B
| $6.45M | 0.01% |
209,710
-52,412
| -20% | -$1.51M |
|
|
JNPR
746
PUT
DELISTED
Juniper Networks
JNPR
| $6.43M | 0.01% |
233,700
+168,400
| +258% | +$4.74M |
|
747
PUT
XP
XP
$8.32B
| $6.43M | 0.01% |
+160,000
| New | +$7.15M |
|
748
CALL
Lightspeed Commerce
LSPD
$1.35B
| $6.42M | 0.01% |
66,600
-48,200
| -42% | -$4.79M |
|
|
749
CALL
Riot Platforms
RIOT
$7.49B
| $6.4M | 0.01% |
248,600
+243,500
| +4,775% | +$7.84M |
|
|
JKS
750
PUT
JinkoSolar
JKS
$882M
| $6.33M | 0.01% |
138,200
+69,000
| +100% | +$3.49M |
|
Similar funds
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.