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 | |
|---|---|---|---|---|---|---|
776
CALL
uniQure
QURE
$3.22B
| $5.64M | 0.01% |
176,300
+1,300
| +0.7% | +$39.6K |
|
777
PUT
Southern Copper
SCCO
$169B
| $5.64M | 0.01% |
108,411
-14,023
| -11% | -$812K |
|
778
CALL
Iron Mountain
IRM
$36B
| $5.64M | 0.01% |
+129,800
| New | +$5.84M |
|
|
779
CALL
Southern Copper
SCCO
$169B
| $5.63M | 0.01% |
108,087
+216
| +0.2% | +$12.5K |
|
780
CALL
Murphy Oil
MUR
$5.1B
| $5.62M | 0.01% |
225,000
-75,000
| -25% | -$1.62M |
|
781
Kohl's
KSS
$2.18B
| $5.62M | 0.01% |
+119,294
| New | +$6.38M |
|
|
MRO
782
PUT
DELISTED
Marathon Oil Corporation
MRO
| $5.61M | 0.01% |
410,300
+146,300
| +55% | +$1.76M |
|
783
PUT
Graco
GGG
$13.5B
| $5.6M | 0.01% |
+80,000
| New | +$6.14M |
|
|
HES
784
DELISTED
Hess
HES
| $5.58M | 0.01% |
+71,373
| New | +$5.26M |
|
785
PUT
Under Armour Class C
UA
$2.34B
| $5.57M | 0.01% |
317,900
+17,600
| +6% | +$337K |
|
786
PUT
Surgery Partners
SGRY
$2.04B
| $5.56M | 0.01% |
131,400
-48,600
| -27% | -$2.48M |
|
787
PUT
Verisk Analytics
VRSK
$23.8B
| $5.54M | 0.01% |
27,700
+9,100
| +49% | +$1.76M |
|
|
GTM
788
PUT
ZoomInfo Technologies
GTM
$1.23B
| $5.54M | 0.01% |
90,600
+2,500
| +3% | +$150K |
|
789
PUT
Vipshop
VIPS
$7.48B
| $5.5M | 0.01% |
493,400
-1,115,000
| -69% | -$17.5M |
|
|
NEE.PRO
790
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $5.45M | 0.01% |
50,000
-200,000
| -80% | -$12M |
|
|
RDS.B
791
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $5.45M | 0.01% |
+123,000
| New | +$4.87M |
|
|
RDS.B
792
PUT
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $5.45M | 0.01% |
+123,000
| New | +$4.87M |
|
793
PUT
Fortive
FTV
$18.6B
| $5.41M | 0.01% |
+101,648
| New | +$5.56M |
|
794
CALL
iQIYI
IQ
$1.34B
| $5.39M | 0.01% |
+671,500
| New | +$6.96M |
|
|
FFAI
795
CALL
Faraday Future Intelligent Electric
FFAI
$10.7M
| – | – |
0
| – | – |
|
796
US Bancorp
USB
$99.6B
| $5.38M | 0.01% |
90,489
-349,926
| -79% | -$19.9M |
|
797
PUT
Shift4
FOUR
$3.23B
| $5.29M | 0.01% |
68,200
+57,600
| +543% | +$4.97M |
|
798
PUT
State Street SPDR S&P Bank ETF
KBE
$1.7B
| $5.29M | 0.01% |
100,000
-1,300
| -1% | -$66K |
|
799
Ulta Beauty
ULTA
$23.7B
| $5.27M | 0.01% |
+14,592
| New | +$5.27M |
|
800
CALL
iShares MSCI Japan ETF
EWJ
$22.7B
| $5.25M | 0.01% |
+74,800
| New | +$5.18M |
|
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.