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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 | |
|---|---|---|---|---|---|---|
|
FL
851
DELISTED
Foot Locker
FL
| $4.31M | ﹤0.01% |
+94,319
| New | +$5.24M |
|
852
CALL
Revolve Group
RVLV
$1.73B
| $4.27M | ﹤0.01% |
69,100
+16,100
| +30% | +$1.05M |
|
853
PUT
MarketAxess Holdings
MKTX
$5.72B
| $4.25M | ﹤0.01% |
10,100
+7,500
| +288% | +$3.44M |
|
854
CALL
Tanger
SKT
$4.52B
| $4.23M | ﹤0.01% |
259,300
+126,200
| +95% | +$2.19M |
|
855
TAL Education Group
TAL
$6.87B
| $4.23M | ﹤0.01% |
873,196
-1,018,158
| -54% | -$9.03M |
|
856
CALL
FTAI Aviation
FTAI
$22.2B
| $4.2M | ﹤0.01% |
+193,683
| New | +$4.64M |
|
857
PUT
Viatris
VTRS
$18.9B
| $4.2M | ﹤0.01% |
309,864
-4,180
| -1% | -$59.3K |
|
858
United Rentals
URI
$72.4B
| $4.2M | ﹤0.01% |
11,957
-14,316
| -54% | -$4.81M |
|
859
Upland Software
UPLD
$15.4M
| $4.19M | ﹤0.01% |
12,532
-377
| -3% | -$141K |
|
860
CALL
Gaotu Techedu
GOTU
$436M
| $4.16M | ﹤0.01% |
+1,354,900
| New | +$6.84M |
|
861
Zillow
Z
$7.56B
| $4.11M | ﹤0.01% |
46,619
-101,214
| -68% | -$10.2M |
|
862
CALL
Oshkosh
OSK
$9.59B
| $4.09M | ﹤0.01% |
+40,000
| New | +$4.6M |
|
|
OTLY
863
PUT
Oatly Group
OTLY
$438M
| $4.08M | ﹤0.01% |
13,500
+12,500
| +1,250% | +$4.53M |
|
864
PUT
Fair Isaac
FICO
$22.5B
| $4.06M | ﹤0.01% |
+10,200
| New | +$4.85M |
|
|
MRTX
865
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $4.05M | ﹤0.01% |
+22,900
| New | +$3.68M |
|
|
MRTX
866
PUT
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $4.05M | ﹤0.01% |
+22,900
| New | +$3.68M |
|
867
PUT
Sprout Social
SPT
$621M
| $4.02M | ﹤0.01% |
33,000
-40,100
| -55% | -$4.35M |
|
|
XLNX
868
CALL
DELISTED
Xilinx Inc
XLNX
| $3.98M | ﹤0.01% |
26,400
+21,600
| +450% | +$3.17M |
|
869
PUT
Upwork
UPWK
$1.19B
| $3.95M | ﹤0.01% |
87,600
+51,700
| +144% | +$2.52M |
|
870
PUT
Mondelez International
MDLZ
$79.9B
| $3.94M | ﹤0.01% |
67,700
+12,900
| +24% | +$803K |
|
871
CALL
GameStop
GME
$8.6B
| $3.91M | ﹤0.01% |
+89,200
| New | +$4.08M |
|
872
CALL
Simon Property Group
SPG
$72.3B
| $3.91M | ﹤0.01% |
30,100
+30,000
| +30,000% | +$3.9M |
|
873
Okta
OKTA
$25.8B
| $3.89M | ﹤0.01% |
+16,392
| New | +$4.07M |
|
|
LAZR
874
PUT
DELISTED
Luminar Technologies
LAZR
| $3.88M | ﹤0.01% |
16,573
-3,427
| -17% | -$907K |
|
875
CALL
XPO
XPO
$23.7B
| $3.88M | ﹤0.01% |
+81,962
| New | +$4.11M |
|
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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.