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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 | |
|---|---|---|---|---|---|---|
876
CACI
CACI
$13.4B
| $11M | 0.01% |
+42,112
| New | +$10.9M |
|
877
ON Semiconductor
ON
$27.6B
| $11M | 0.01% |
+240,501
| New | +$10.3M |
|
|
ABST
878
PUT
DELISTED
Absolute Software Corp
ABST
| $11M | 0.01% |
1,000,000
+500,000
| +100% | +$6.3M |
|
879
PVH
PVH
$3.16B
| $11M | 0.01% |
106,545
+106,135
| +25,887% | +$11.4M |
|
|
RBCP
880
DELISTED
RBC Bearings Incorporated 5.00% Series A Mandatory Convertible Preferred Stock
RBCP
| $10.9M | 0.01% |
+50,000
| New | +$5.79M |
|
881
CALL
Bunge Global
BG
$23.7B
| $10.9M | 0.01% |
134,300
+30,700
| +30% | +$2.37M |
|
882
PUT
iShares MSCI South Korea ETF
EWY
$29.1B
| $10.9M | 0.01% |
135,100
| – | – |
|
|
XLRN
883
CALL
DELISTED
Acceleron Pharma
XLRN
| $10.9M | 0.01% |
+63,300
| New | +$8.28M |
|
|
SBNY
884
PUT
DELISTED
Signature Bank
SBNY
| $10.9M | 0.01% |
40,000
+13,400
| +50% | +$3.36M |
|
885
General Motors
GM
$73.5B
| $10.9M | 0.01% |
206,604
+127,836
| +162% | +$6.79M |
|
886
CALL
DexCom
DXCM
$31.7B
| $10.9M | 0.01% |
79,600
+44,000
| +124% | +$5.55M |
|
887
CALL
Melco Resorts & Entertainment
MLCO
$1.92B
| $10.9M | 0.01% |
1,060,300
+1,048,400
| +8,810% | +$13.8M |
|
888
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $10.8M | 0.01% |
120,800
-178,600
| -60% | -$16.2M |
|
889
Duke Energy
DUK
$93.9B
| $10.8M | 0.01% |
110,527
+83,705
| +312% | +$8.67M |
|
890
KraneShares CSI China Internet ETF
KWEB
$4.78B
| $10.8M | 0.01% |
227,803
+169,343
| +290% | +$8.88M |
|
891
CALL
Best Buy
BBY
$18.5B
| $10.8M | 0.01% |
101,700
+39,000
| +62% | +$4.38M |
|
|
MRSH
892
PUT
Marsh
MRSH
$84.4B
| $10.8M | 0.01% |
71,000
+67,300
| +1,819% | +$10.2M |
|
893
CALL
Paychex
PAYX
$40.8B
| $10.7M | 0.01% |
94,800
-65,100
| -41% | -$7.31M |
|
894
CALL
Tencent Music
TME
$12.9B
| $10.7M | 0.01% |
1,469,700
-870,200
| -37% | -$8.53M |
|
895
CALL
ArcelorMittal
MT
$58B
| $10.5M | 0.01% |
349,700
+326,500
| +1,407% | +$10.7M |
|
896
BioNTech
BNTX
$24.7B
| $10.5M | 0.01% |
38,628
+22,760
| +143% | +$7.23M |
|
897
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
| $10.5M | 0.01% |
+70,000
| New | +$10.7M |
|
898
PUT
Pultegroup
PHM
$22.7B
| $10.5M | 0.01% |
227,900
+38,700
| +20% | +$2.01M |
|
899
CALL
iShares Global Clean Energy ETF
ICLN
$2.1B
| $10.5M | 0.01% |
482,800
-169,500
| -26% | -$3.86M |
|
900
PUT
Virgin Galactic
SPCE
$449M
| $10.4M | 0.01% |
20,635
-3,980
| -16% | -$2.36M |
|
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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.