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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 | |
|---|---|---|---|---|---|---|
626
PUT
Li Auto
LI
$11.6B
| $21M | 0.02% |
798,100
-978,900
| -55% | -$29.4M |
|
627
PUT
Marathon Digital Holdings
MARA
$4.6B
| $21M | 0.02% |
663,400
+437,000
| +193% | +$14.2M |
|
628
DraftKings
DKNG
$11.7B
| $20.9M | 0.02% |
+433,427
| New | +$23M |
|
629
PUT
Prudential Financial
PRU
$40.6B
| $20.8M | 0.02% |
197,200
-49,700
| -20% | -$5.12M |
|
630
PUT
S&P Global
SPGI
$123B
| $20.6M | 0.02% |
48,600
-16,900
| -26% | -$7.32M |
|
631
PUT
Bristol-Myers Squibb
BMY
$132B
| $20.6M | 0.02% |
348,600
+174,900
| +101% | +$11.5M |
|
|
632
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $20.6M | 0.02% |
60,800
-200,800
| -77% | -$70.1M |
|
633
PUT
Sherwin-Williams
SHW
$77.8B
| $20.6M | 0.02% |
73,500
+13,600
| +23% | +$3.98M |
|
634
CALL
FuboTV Inc
FUBO
$323M
| $20.6M | 0.02% |
71,500
+71,300
| +35,650% | +$23.3M |
|
635
PUT
Capri Holdings
CPRI
$1.44B
| $20.5M | 0.02% |
423,500
-84,800
| -17% | -$4.62M |
|
636
PUT
PENN Entertainment
PENN
$2.3B
| $20.4M | 0.02% |
282,184
-53,516
| -16% | -$3.93M |
|
637
CALL
Louisiana-Pacific
LPX
$4.72B
| $20.4M | 0.02% |
333,100
-7,400
| -2% | -$436K |
|
638
PUT
Herbalife
HLF
$1.32B
| $20.3M | 0.02% |
479,600
+5,300
| +1% | +$262K |
|
639
PUT
VanEck Oil Services ETF
OIH
$2.1B
| $20.3M | 0.02% |
103,000
+53,000
| +106% | +$10.1M |
|
640
CALL
Tractor Supply
TSCO
$17.7B
| $20.3M | 0.02% |
500,000
-500
| -0.1% | -$19.4K |
|
641
PUT
Coca-Cola
KO
$377B
| $20.2M | 0.02% |
385,400
-167,100
| -30% | -$9.31M |
|
642
Teladoc Health
TDOC
$1.11B
| $20.1M | 0.02% |
+158,764
| New | +$23.1M |
|
643
PUT
Rocket Companies
RKT
$38B
| $20.1M | 0.02% |
1,255,000
+385,000
| +44% | +$6.73M |
|
644
CALL
Old National Bancorp
ONB
$9.72B
| $20M | 0.02% |
1,180,000
-249,500
| -17% | -$4.12M |
|
645
CALL
Sunrun
RUN
$2.12B
| $20M | 0.02% |
454,000
+251,900
| +125% | +$12M |
|
646
CALL
American Electric Power
AEP
$67.9B
| $19.9M | 0.02% |
245,200
+22,600
| +10% | +$1.97M |
|
647
PUT
Newmont
NEM
$136B
| $19.9M | 0.02% |
366,400
+83,600
| +30% | +$4.93M |
|
648
Goldman Sachs
GS
$300B
| $19.9M | 0.02% |
52,550
-14,433
| -22% | -$5.64M |
|
649
Intel
INTC
$562B
| $19.9M | 0.02% |
372,567
-475,421
| -56% | -$25.8M |
|
650
CALL
Macy's
M
$5.66B
| $19.8M | 0.01% |
875,200
+206,300
| +31% | +$4.13M |
|
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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.