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 | |
|---|---|---|---|---|---|---|
801
The Mosaic Company
MOS
$7.33B
| $5.24M | 0.01% |
146,614
+69,642
| +90% | +$2.23M |
|
802
PUT
TG Therapeutics
TGTX
$7.62B
| $5.18M | 0.01% |
155,600
+14,100
| +10% | +$436K |
|
803
Macy's
M
$6.68B
| $5.16M | 0.01% |
228,189
-36,355
| -14% | -$727K |
|
804
S&P Global
SPGI
$120B
| $5.16M | 0.01% |
12,137
-31,645
| -72% | -$13.7M |
|
805
PUT
Skyworks Solutions
SWKS
$10.6B
| $5.12M | ﹤0.01% |
31,100
-12,700
| -29% | -$2.32M |
|
|
806
CALL
TG Therapeutics
TGTX
$7.62B
| $5.06M | ﹤0.01% |
152,100
+10,500
| +7% | +$325K |
|
|
HZNP
807
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $5M | ﹤0.01% |
+45,600
| New | +$4.73M |
|
808
Magnite
MGNI
$3.55B
| $4.99M | ﹤0.01% |
178,328
+178,104
| +79,511% | +$5.36M |
|
809
iShares Biotechnology ETF
IBB
$9.71B
| $4.99M | ﹤0.01% |
+30,853
| New | +$5.19M |
|
810
CALL
Tenet Healthcare
THC
$21.1B
| $4.98M | ﹤0.01% |
75,000
+50,000
| +200% | +$3.55M |
|
|
OSH
811
CALL
DELISTED
Oak Street Health, Inc.
OSH
| $4.95M | ﹤0.01% |
116,400
-31,600
| -21% | -$1.7M |
|
812
CALL
Shift4
FOUR
$3.26B
| $4.93M | ﹤0.01% |
63,600
+59,900
| +1,619% | +$5.17M |
|
|
JOYY
813
CALL
JOYY Inc
JOYY
$3.75B
| $4.92M | ﹤0.01% |
89,800
+40,000
| +80% | +$2.24M |
|
814
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.8B
| $4.88M | ﹤0.01% |
92,875
+27,819
| +43% | +$1.46M |
|
815
Li Auto
LI
$12.7B
| $4.88M | ﹤0.01% |
185,494
-93,126
| -33% | -$2.8M |
|
|
BRSL
816
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $4.79M | ﹤0.01% |
+181,900
| New | +$3.86M |
|
817
IBM
IBM
$224B
| $4.78M | ﹤0.01% |
+36,013
| New | +$4.81M |
|
|
NBIS
818
CALL
Nebius Group N.V.
NBIS
$47.7B
| $4.78M | ﹤0.01% |
60,000
| – | – |
|
819
CALL
Macerich
MAC
$6.92B
| $4.76M | ﹤0.01% |
285,000
+205,000
| +256% | +$3.48M |
|
820
CALL
GoodRx Holdings
GDRX
$1.26B
| $4.76M | ﹤0.01% |
+116,000
| New | +$4.21M |
|
821
PUT
RingCentral
RNG
$5.28B
| $4.74M | ﹤0.01% |
21,800
-500
| -2% | -$127K |
|
822
CALL
Huntsman Corp
HUN
$1.77B
| $4.74M | ﹤0.01% |
+160,200
| New | +$4.22M |
|
823
CALL
KE Holdings
BEKE
$18.8B
| $4.73M | ﹤0.01% |
259,100
+250,400
| +2,878% | +$6.1M |
|
824
PUT
FirstEnergy
FE
$27.5B
| $4.72M | ﹤0.01% |
+132,400
| New | +$5.02M |
|
825
CALL
Iovance Biotherapeutics
IOVA
$2.87B
| $4.69M | ﹤0.01% |
+190,300
| New | +$4.48M |
|
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.