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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 | |
|---|---|---|---|---|---|---|
501
PUT
ON Semiconductor
ON
$27.6B
| $30.9M | 0.02% |
675,300
+343,500
| +104% | +$14.7M |
|
502
Las Vegas Sands
LVS
$28.1B
| $30.8M | 0.02% |
842,474
+781,226
| +1,276% | +$33.5M |
|
503
PUT
Roku
ROKU
$22.7B
| $30.8M | 0.02% |
98,400
-59,400
| -38% | -$22.4M |
|
504
PUT
Dow Inc
DOW
$21.2B
| $30.8M | 0.02% |
535,400
-27,700
| -5% | -$1.7M |
|
505
CALL
Broadcom
AVGO
$1.73T
| $30.8M | 0.02% |
635,000
+137,000
| +28% | +$6.66M |
|
506
CALL
Home Depot
HD
$310B
| $30.6M | 0.02% |
93,100
-12,400
| -12% | -$4.07M |
|
507
CALL
Plug Power
PLUG
$3.03B
| $30.3M | 0.02% |
1,187,200
+889,900
| +299% | +$23.8M |
|
508
CALL
Valero Energy
VLO
$112B
| $30.3M | 0.02% |
429,300
-238,000
| -36% | -$15.8M |
|
509
CALL
Baker Hughes
BKR
$63.2B
| $30.3M | 0.02% |
1,224,000
+1,220,400
| +33,900% | +$27.2M |
|
510
PUT
TJX Companies
TJX
$139B
| $30.1M | 0.02% |
455,600
-152,700
| -25% | -$10.7M |
|
511
PUT
NextEra Energy
NEE
$172B
| $30M | 0.02% |
382,000
+202,200
| +112% | +$16.3M |
|
512
PUT
Weyerhaeuser
WY
$16.3B
| $30M | 0.02% |
842,400
+460,400
| +121% | +$16.1M |
|
513
PUT
Microchip Technology
MCHP
$39.6B
| $29.9M | 0.02% |
390,200
+247,400
| +173% | +$18.6M |
|
514
Chipotle Mexican Grill
CMG
$45.6B
| $29.9M | 0.02% |
821,600
+652,250
| +385% | +$23.7M |
|
515
Freeport-McMoran
FCX
$109B
| $29.6M | 0.02% |
909,352
-22,822
| -2% | -$803K |
|
|
AYX
516
PUT
DELISTED
Alteryx Inc
AYX
| $29.5M | 0.02% |
404,100
-82,600
| -17% | -$6.22M |
|
|
SCHW
517
CALL
Charles Schwab
SCHW
$184B
| $29.5M | 0.02% |
404,700
+231,700
| +134% | +$16.5M |
|
518
PUT
ARK Genomic Revolution ETF
ARKG
$1.99B
| $29.5M | 0.02% |
394,500
+41,200
| +12% | +$3.46M |
|
519
Beyond Meat
BYND
$187M
| $29.4M | 0.02% |
+9,314
| New | +$34.2M |
|
520
CALL
D.R. Horton
DHI
$38.9B
| $29.4M | 0.02% |
350,000
+268,700
| +331% | +$24.7M |
|
521
Pinterest
PINS
$10.4B
| $29.3M | 0.02% |
+575,888
| New | +$35.4M |
|
|
WBA
522
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $29.3M | 0.02% |
623,500
-211,100
| -25% | -$10.2M |
|
523
PUT
iShares US Real Estate ETF
IYR
$4.27B
| $29.2M | 0.02% |
285,400
+81,600
| +40% | +$8.68M |
|
|
SPLK
524
PUT
DELISTED
Splunk Inc
SPLK
| $29.1M | 0.02% |
200,800
+103,600
| +107% | +$15.1M |
|
|
B
525
PUT
Barrick Mining
B
$73.4B
| $29M | 0.02% |
1,608,600
-455,500
| -22% | -$9.14M |
|
Similar funds
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.