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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-3.55%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$132B
AUM Growth
+$19B
(+17%)
Cap. Flow
+$1.23B
Cap. Flow
% of AUM
0.93%
Top 10 Holdings %
Top 10 Hldgs %
40.45%
Holding
3,682
New
739
Increased
1,106
Reduced
875
Closed
705
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$353M |
| 2 |
Zoom
ZM
|
+$214M |
| 3 |
Peloton Interactive
PTON
|
+$179M |
| 4 |
Nike
NKE
|
+$165M |
| 5 |
Micron Technology
MU
|
+$147M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$215M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$188M |
| 3 |
Tesla
TSLA
|
+$138M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$97M |
| 5 |
Cigna
CI
|
+$85.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94% |
| 2 | Technology | 2.2% |
| 3 | Consumer Discretionary | 1.15% |
| 4 | Communication Services | 1.01% |
| 5 | Healthcare | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SGI
301
PUT
Somnigroup International
SGI
$14.4B
| $64.5M | 0.05% |
1,390,000
+1,309,000
| +1,616% | +$57.2M |
|
302
PUT
Norwegian Cruise Line
NCLH
$6.79B
| $63.6M | 0.05% |
2,380,200
+65,100
| +3% | +$1.66M |
|
303
PUT
Home Depot
HD
$311B
| $63M | 0.05% |
191,900
+73,800
| +62% | +$24.2M |
|
304
iShares Russell 2000 ETF
IWM
$79B
| $62.5M | 0.05% |
285,540
+77,113
| +37% | +$17.1M |
|
305
PUT
PepsiCo
PEP
$187B
| $61.6M | 0.05% |
409,900
+83,300
| +26% | +$12.9M |
|
306
CALL
SLB Ltd
SLB
$85B
| $61.6M | 0.05% |
2,076,600
+743,400
| +56% | +$21.3M |
|
307
CALL
Danaher
DHR
$144B
| $60.7M | 0.05% |
225,036
+221,426
| +6,134% | +$60.3M |
|
308
Apple
AAPL
$4.6T
| $60.5M | 0.05% |
427,512
+426,718
| +53,743% | +$62.8M |
|
309
CALL
Ford
F
$54.4B
| $60.5M | 0.05% |
4,271,200
-1,222,800
| -22% | -$16.6M |
|
310
PUT
KE Holdings
BEKE
$18.6B
| $60.3M | 0.05% |
3,299,900
+2,094,100
| +174% | +$51.1M |
|
311
PUT
Cisco
CSCO
$431B
| $60.2M | 0.05% |
1,106,300
-2,025,200
| -65% | -$114M |
|
312
PUT
ASML
ASML
$662B
| $60.2M | 0.05% |
80,800
+21,200
| +36% | +$16.7M |
|
313
CALL
Mercado Libre
MELI
$95.1B
| $59.8M | 0.05% |
35,600
+8,400
| +31% | +$14.5M |
|
314
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $59.8M | 0.05% |
3,257,000
-465,100
| -12% | -$8.15M |
|
315
Shopify
SHOP
$163B
| $59.7M | 0.05% |
+440,450
| New | +$66M |
|
316
CALL
Chewy
CHWY
$8.46B
| $59.6M | 0.05% |
875,700
+774,600
| +766% | +$64.1M |
|
317
PUT
Eli Lilly
LLY
$1T
| $59.4M | 0.04% |
256,900
-42,600
| -14% | -$10.5M |
|
318
CALL
LyondellBasell Industries
LYB
$20.9B
| $59.2M | 0.04% |
630,900
+279,700
| +80% | +$27.4M |
|
319
PUT
Delta Air Lines
DAL
$52.1B
| $59.1M | 0.04% |
1,386,700
-314,200
| -18% | -$12.8M |
|
320
PUT
Analog Devices
ADI
$176B
| $59M | 0.04% |
352,232
+132
| +0% | +$22.1K |
|
321
PUT
MetLife
MET
$60.9B
| $58.9M | 0.04% |
954,800
+273,300
| +40% | +$16.5M |
|
|
322
PUT
Danaher
DHR
$144B
| $58.8M | 0.04% |
217,704
+196,949
| +949% | +$53.6M |
|
323
PUT
DexCom
DXCM
$31.6B
| $58.7M | 0.04% |
429,600
+330,000
| +331% | +$41.6M |
|
324
Qualcomm
QCOM
$187B
| $58.7M | 0.04% |
455,311
-53,065
| -10% | -$7.53M |
|
325
CALL
Blackstone
BX
$97.2B
| $58.5M | 0.04% |
502,900
-106,600
| -17% | -$12.4M |
|
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TI
Parallax Volatility Advisers's Q3 2021 Portfolio in Review
As of Q3 2021, Parallax Volatility Advisers held 3,682 positions worth $132B, up 17% from $113B the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Parallax Volatility Advisers's Q3 2021 filing shows 739 new, 1,106 increased, 875 reduced and 705 closed positions. Its largest new stake was Zoom: 635,535 shares worth $166M. The largest sale was Alphabet (Google) Class A, an estimated $215M.
By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, down from 95% a quarter earlier, followed by Technology and Consumer Discretionary.
- Parallax Volatility Advisers's largest Q3 2021 buy was Zoom: 635,535 shares worth $166M.
- Parallax Volatility Advisers added most to Microsoft in Q3 2021, an estimated $353M increase.
- Parallax Volatility Advisers's biggest Q3 2021 reduction was Alphabet (Google) Class A, cutting an estimated $215M.
- Parallax Volatility Advisers fully exited eBay in Q3 2021, selling an estimated $62M.
- Parallax Volatility Advisers's ten largest holdings make up 40% of its $132B portfolio in Q3 2021.
- Parallax Volatility Advisers opened 739 new positions and closed 705 in Q3 2021.
- Parallax Volatility Advisers's portfolio value rose 17% quarter-over-quarter to $132B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2021, filed 15 Nov 2021.