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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 | |
|---|---|---|---|---|---|---|
376
CALL
Nokia
NOK
$60.2B
| $48.6M | 0.04% |
8,914,500
-1,960,800
| -18% | -$11.4M |
|
377
CALL
SolarEdge
SEDG
$2.17B
| $48.4M | 0.04% |
182,500
+125,700
| +221% | +$34.2M |
|
378
Wynn Resorts
WYNN
$9.29B
| $48.4M | 0.04% |
571,030
+477,724
| +512% | +$47.2M |
|
|
EA
379
CALL
DELISTED
Electronic Arts
EA
| $48.2M | 0.04% |
339,100
+220,500
| +186% | +$30.9M |
|
380
CALL
Bausch Health
BHC
$2.3B
| $48.2M | 0.04% |
1,731,000
+19,400
| +1% | +$550K |
|
381
PUT
McDonald's
MCD
$179B
| $48.1M | 0.04% |
199,400
+117,300
| +143% | +$28M |
|
382
PUT
Live Nation Entertainment
LYV
$39.6B
| $48.1M | 0.04% |
527,500
+228,000
| +76% | +$19.2M |
|
|
SPLK
383
CALL
DELISTED
Splunk Inc
SPLK
| $48.1M | 0.04% |
332,200
+55,100
| +20% | +$8.02M |
|
384
PUT
Toronto Dominion Bank
TD
$195B
| $48M | 0.04% |
+725,000
| New | +$48.3M |
|
385
American Airlines Group
AAL
$8.57B
| $47.9M | 0.04% |
2,336,105
+46,504
| +2% | +$943K |
|
386
PUT
Marriott International
MAR
$86.4B
| $47.8M | 0.04% |
322,900
-65,000
| -17% | -$9.07M |
|
387
CALL
PNC Financial Services
PNC
$96B
| $47.8M | 0.04% |
244,400
+164,200
| +205% | +$31M |
|
388
PUT
Kroger
KR
$34.6B
| $47.7M | 0.04% |
1,178,800
+564,800
| +92% | +$23.7M |
|
389
CALL
United Rentals
URI
$64B
| $47.5M | 0.04% |
135,300
+86,800
| +179% | +$29.1M |
|
390
CALL
Costco
COST
$400B
| $47.1M | 0.04% |
104,800
+48,600
| +86% | +$21.4M |
|
|
391
PUT
Bausch Health
BHC
$2.3B
| $47M | 0.04% |
1,689,000
-405,500
| -19% | -$11.5M |
|
392
Pfizer
PFE
$158B
| $46.9M | 0.04% |
1,091,114
+974,064
| +832% | +$43.2M |
|
393
PUT
XPeng
XPEV
$10.1B
| $46.9M | 0.04% |
1,318,400
+159,900
| +14% | +$6.35M |
|
394
PUT
The Mosaic Company
MOS
$8.33B
| $46.8M | 0.04% |
1,308,900
+869,700
| +198% | +$27.8M |
|
395
PUT
lululemon athletica
LULU
$11B
| $46.6M | 0.04% |
115,300
+24,400
| +27% | +$9.77M |
|
396
Fidelity National Information Services
FIS
$19.6B
| $46.6M | 0.04% |
382,606
+373,671
| +4,182% | +$50.1M |
|
397
PUT
EOG Resources
EOG
$77.1B
| $46.4M | 0.04% |
578,100
+84,900
| +17% | +$6.19M |
|
398
Delta Air Lines
DAL
$51.8B
| $46.3M | 0.04% |
1,087,198
+365,573
| +51% | +$14.9M |
|
399
PUT
American International
AIG
$39.2B
| $46.3M | 0.04% |
843,100
+397,600
| +89% | +$20.5M |
|
|
400
CALL
Alphabet (Google) Class C
GOOG
$4.02T
| $46.1M | 0.03% |
346,000
-996,000
| -74% | -$137M |
|
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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.