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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 | |
|---|---|---|---|---|---|---|
476
PUT
iShares Semiconductor ETF
SOXX
$43.8B
| $33.4M | 0.03% |
224,700
+222,600
| +10,600% | +$33.8M |
|
477
PUT
Zscaler
ZS
$27.1B
| $33.4M | 0.03% |
127,300
+59,400
| +87% | +$14.9M |
|
478
CALL
Okta
OKTA
$30.2B
| $33.2M | 0.03% |
140,000
| – | – |
|
479
Lowe's Companies
LOW
$111B
| $33.2M | 0.03% |
163,777
+144,898
| +768% | +$28.9M |
|
480
PUT
Palantir
PLTR
$407B
| $33.2M | 0.03% |
1,379,700
-1,798,700
| -57% | -$43.9M |
|
481
CALL
Intuit
INTU
$85.9B
| $33.1M | 0.03% |
61,400
+28,700
| +88% | +$15.5M |
|
482
CALL
Petrobras
PBR
$135B
| $33.1M | 0.03% |
3,203,200
-1,586,900
| -33% | -$16.9M |
|
483
TSMC
TSM
$2.26T
| $32.6M | 0.02% |
292,266
-8,615
| -3% | -$1.01M |
|
484
CALL
EOG Resources
EOG
$77.1B
| $32.6M | 0.02% |
405,800
+40,400
| +11% | +$2.94M |
|
485
CALL
MetLife
MET
$60.8B
| $32.4M | 0.02% |
525,200
-31,700
| -6% | -$1.91M |
|
|
ATVI
486
CALL
DELISTED
Activision Blizzard
ATVI
| $32.3M | 0.02% |
417,700
+74,600
| +22% | +$6.23M |
|
|
DFS
487
CALL
DELISTED
Discover Financial Services
DFS
| $32.3M | 0.02% |
262,800
+65,100
| +33% | +$8.16M |
|
|
INOV
488
PUT
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $32.2M | 0.02% |
+800,000
| New | +$30.2M |
|
489
PUT
CarMax
KMX
$8.56B
| $31.9M | 0.02% |
248,900
+64,600
| +35% | +$8.6M |
|
490
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
| $31.7M | 0.02% |
275,000
-20,100
| -7% | -$2.35M |
|
|
NXH
491
PUT
Neighborhood Intelligence Inc
NXH
$365M
| $31.6M | 0.02% |
446,270
+361,350
| +426% | +$25M |
|
492
CALL
iShares MSCI Brazil ETF
EWZ
$8.67B
| $31.5M | 0.02% |
980,000
-516,500
| -35% | -$18.9M |
|
493
PUT
Scotiabank
BNS
$112B
| $31.4M | 0.02% |
510,000
+460,500
| +930% | +$28.8M |
|
|
INOV
494
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $31.3M | 0.02% |
+775,761
| New | +$29.3M |
|
495
CALL
TJX Companies
TJX
$139B
| $31.2M | 0.02% |
472,400
+209,100
| +79% | +$14.6M |
|
496
PUT
Affirm
AFRM
$23B
| $31.1M | 0.02% |
261,000
+243,800
| +1,417% | +$19.5M |
|
497
CALL
International Paper
IP
$18.3B
| $31M | 0.02% |
585,658
-52,060
| -8% | -$2.9M |
|
498
CALL
Marathon Digital Holdings
MARA
$4.6B
| $31M | 0.02% |
981,500
+571,200
| +139% | +$18.6M |
|
499
CALL
Labcorp
LH
$26B
| $31M | 0.02% |
128,040
+69,840
| +120% | +$17.6M |
|
|
WWE
500
CALL
DELISTED
World Wrestling Entertainment
WWE
| $30.9M | 0.02% |
549,500
+24,600
| +5% | +$1.28M |
|
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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.