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 | |
|---|---|---|---|---|---|---|
876
PUT
XPO
XPO
$23.7B
| $3.88M | ﹤0.01% |
+81,962
| New | +$4.11M |
|
877
New Oriental
EDU
$8.98B
| $3.86M | ﹤0.01% |
188,444
-23,287
| -11% | -$739K |
|
878
iShares Russell 2000 Value ETF
IWN
$14.6B
| $3.85M | ﹤0.01% |
23,998
+13,804
| +135% | +$2.22M |
|
879
CALL
GXO Logistics
GXO
$5.55B
| $3.82M | ﹤0.01% |
+48,700
| New | +$3.82M |
|
|
880
PUT
GXO Logistics
GXO
$5.55B
| $3.82M | ﹤0.01% |
+48,700
| New | +$3.82M |
|
881
PUT
QuantumScape Corp
QS
$3.74B
| $3.81M | ﹤0.01% |
155,500
-269,600
| -63% | -$6.16M |
|
882
PUT
Matador Resources
MTDR
$6.09B
| $3.81M | ﹤0.01% |
100,200
| – | – |
|
|
883
CALL
Matador Resources
MTDR
$6.09B
| $3.8M | ﹤0.01% |
100,000
-300
| -0.3% | -$9.2K |
|
884
CALL
GoPro
GPRO
$126M
| $3.8M | ﹤0.01% |
+405,400
| New | +$4.1M |
|
|
KL
885
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $3.79M | ﹤0.01% |
91,200
+30,400
| +50% | +$1.23M |
|
886
PUT
HSBC
HSBC
$356B
| $3.79M | ﹤0.01% |
+145,000
| New | +$3.95M |
|
|
MRSH
887
CALL
Marsh
MRSH
$91.5B
| $3.79M | ﹤0.01% |
25,000
+5,100
| +26% | +$771K |
|
888
CALL
Lucid Motors
LCID
$2.77B
| $3.78M | ﹤0.01% |
+14,900
| New | +$3.45M |
|
889
CALL
Vornado Realty Trust
VNO
$7.38B
| $3.78M | ﹤0.01% |
90,000
+89,600
| +22,400% | +$3.86M |
|
890
CALL
GSK
GSK
$106B
| $3.76M | ﹤0.01% |
+78,800
| New | +$3.96M |
|
891
PUT
iShares US Home Construction ETF
ITB
$2.41B
| $3.76M | ﹤0.01% |
56,800
-700
| -1% | -$49.3K |
|
892
Sunrun
RUN
$2.46B
| $3.74M | ﹤0.01% |
85,009
+84,987
| +386,305% | +$4.06M |
|
|
WLL
893
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $3.72M | ﹤0.01% |
+63,700
| New | +$3.15M |
|
894
PUT
Vertex Pharmaceuticals
VRTX
$126B
| $3.72M | ﹤0.01% |
20,500
-12,100
| -37% | -$2.36M |
|
895
PUT
Synopsys
SNPS
$79.7B
| $3.72M | ﹤0.01% |
12,400
+10,500
| +553% | +$3.19M |
|
896
CALL
Intellia Therapeutics
NTLA
$1.67B
| $3.7M | ﹤0.01% |
+27,600
| New | +$4.18M |
|
|
SFIX
897
CALL
Stitch Fix
SFIX
$560M
| $3.7M | ﹤0.01% |
92,500
-20,300
| -18% | -$949K |
|
|
MIXT
898
PUT
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $3.69M | ﹤0.01% |
+300,000
| New | +$4.08M |
|
899
PUT
Sabre
SABR
$835M
| $3.68M | ﹤0.01% |
311,000
-385,700
| -55% | -$4.37M |
|
900
CALL
Harley-Davidson
HOG
$2.71B
| $3.67M | ﹤0.01% |
+100,300
| New | +$4.04M |
|
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.