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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 | |
|---|---|---|---|---|---|---|
|
PVG
1026
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.58M | ﹤0.01% |
267,500
-229,500
| -46% | -$2.19M |
|
1027
Idexx Laboratories
IDXX
$46.2B
| $2.58M | ﹤0.01% |
+4,143
| New | +$2.78M |
|
|
POLY
1028
PUT
DELISTED
Plantronics, Inc.
POLY
| $2.57M | ﹤0.01% |
+100,000
| New | +$3.14M |
|
1029
CALL
Union Pacific
UNP
$174B
| $2.57M | ﹤0.01% |
13,100
-9,500
| -42% | -$2.05M |
|
1030
PUT
Otis Worldwide
OTIS
$28.2B
| $2.57M | ﹤0.01% |
31,200
+8,700
| +39% | +$765K |
|
1031
Viasat
VSAT
$11.1B
| $2.56M | ﹤0.01% |
46,582
+38,540
| +479% | +$1.97M |
|
1032
Monolithic Power Systems
MPWR
$68.9B
| $2.55M | ﹤0.01% |
+5,256
| New | +$2.39M |
|
1033
PAR Technology
PAR
$735M
| $2.54M | ﹤0.01% |
+41,349
| New | +$2.65M |
|
1034
CALL
Magnolia Oil & Gas
MGY
$5.94B
| $2.54M | ﹤0.01% |
+142,700
| New | +$2.16M |
|
|
LAZR
1035
DELISTED
Luminar Technologies
LAZR
| $2.53M | ﹤0.01% |
10,820
+8,153
| +306% | +$2.16M |
|
1036
PUT
Equinix
EQIX
$103B
| $2.53M | ﹤0.01% |
+3,200
| New | +$2.66M |
|
1037
CALL
Ingersoll Rand
IR
$33.7B
| $2.52M | ﹤0.01% |
+50,000
| New | +$2.54M |
|
1038
PUT
Kinross Gold
KGC
$32.8B
| $2.52M | ﹤0.01% |
469,700
-72,000
| -13% | -$431K |
|
|
TGNA
1039
CALL
DELISTED
TEGNA Inc
TGNA
| $2.5M | ﹤0.01% |
+126,900
| New | +$2.3M |
|
|
VSXY
1040
PUT
Victoria's Secret
VSXY
$7.83B
| $2.48M | ﹤0.01% |
+44,946
| New | +$2.73M |
|
1041
CALL
Teradyne
TER
$59.3B
| $2.48M | ﹤0.01% |
22,700
-3,900
| -15% | -$474K |
|
1042
Genesis Energy
GEL
$1.84B
| $2.48M | ﹤0.01% |
+248,334
| New | +$2.28M |
|
|
PTRA
1043
CALL
DELISTED
Proterra Inc. Common Stock
PTRA
| $2.45M | ﹤0.01% |
242,600
+91,100
| +60% | +$1.03M |
|
1044
CALL
HSBC
HSBC
$356B
| $2.45M | ﹤0.01% |
+93,700
| New | +$2.55M |
|
1045
CALL
Neurocrine Biosciences
NBIX
$16.6B
| $2.45M | ﹤0.01% |
+25,500
| New | +$2.41M |
|
1046
CALL
iRhythm Holdings
IRTC
$4.2B
| $2.44M | ﹤0.01% |
+41,600
| New | +$2.2M |
|
1047
PUT
Welltower
WELL
$171B
| $2.43M | ﹤0.01% |
29,500
+25,600
| +656% | +$2.2M |
|
1048
CALL
McKesson
MCK
$101B
| $2.39M | ﹤0.01% |
12,000
+9,100
| +314% | +$1.82M |
|
|
1049
PUT
McKesson
MCK
$101B
| $2.39M | ﹤0.01% |
+12,000
| New | +$2.4M |
|
1050
CALL
Glaukos
GKOS
$10.6B
| $2.38M | ﹤0.01% |
+49,300
| New | +$2.73M |
|
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.