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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 | |
|---|---|---|---|---|---|---|
901
PUT
VF Corp
VFC
$5.08B
| $10.4M | 0.01% |
155,800
+136,800
| +720% | +$10.5M |
|
|
RDS.A
902
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $10.4M | 0.01% |
233,600
-92,600
| -28% | -$3.74M |
|
903
CALL
ProShares UltraPro QQQ
TQQQ
$35.5B
| $10.4M | 0.01% |
333,200
+332,800
| +83,200% | +$11.4M |
|
904
Dell
DELL
$346B
| $10.4M | 0.01% |
+196,527
| New | +$9.8M |
|
905
CALL
United Microelectronic
UMC
$56.9B
| $10.3M | 0.01% |
897,700
+260,400
| +41% | +$2.79M |
|
906
Plug Power
PLUG
$3.03B
| $10.2M | 0.01% |
400,981
-24,298
| -6% | -$651K |
|
907
Microchip Technology
MCHP
$39.6B
| $10.2M | 0.01% |
133,310
+66,776
| +100% | +$5.01M |
|
908
Bank of Montreal
BMO
$120B
| $10.2M | 0.01% |
+102,228
| New | +$10.3M |
|
909
Take-Two Interactive
TTWO
$39.5B
| $10.2M | 0.01% |
66,107
+44,689
| +209% | +$7.24M |
|
|
910
PUT
ProShares UltraPro QQQ
TQQQ
$35.5B
| $10.2M | 0.01% |
+326,400
| New | +$11.2M |
|
911
CALL
New Oriental
EDU
$8.83B
| $10.1M | 0.01% |
494,210
+146,050
| +42% | +$4.64M |
|
912
Travel + Leisure Co
TNL
$3.96B
| $10.1M | 0.01% |
+185,684
| New | +$10.2M |
|
913
CALL
United States Natural Gas Fund
UNG
$546M
| $10.1M | 0.01% |
125,550
-29,800
| -19% | -$1.8M |
|
914
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $10.1M | 0.01% |
112,600
-315,600
| -74% | -$28.7M |
|
915
PUT
State Street
STT
$52.7B
| $10.1M | 0.01% |
119,300
+8,900
| +8% | +$774K |
|
916
Cisco
CSCO
$431B
| $10.1M | 0.01% |
184,980
-81,804
| -31% | -$4.59M |
|
917
PUT
Golar LNG
GLNG
$5.3B
| $10M | 0.01% |
772,500
| – | – |
|
918
CALL
Intercontinental Exchange
ICE
$87.9B
| $10M | 0.01% |
87,200
-56,500
| -39% | -$6.71M |
|
919
PUT
GoodRx Holdings
GDRX
$1.14B
| $9.97M | 0.01% |
243,000
-159,300
| -40% | -$5.78M |
|
920
PUT
Arbor Realty Trust
ABR
$918M
| $9.93M | 0.01% |
536,000
+1,100
| +0.2% | +$19.9K |
|
|
DOCU
921
DocuSign
DOCU
$12B
| $9.92M | 0.01% |
38,541
+38,527
| +275,193% | +$11.1M |
|
922
CALL
Bath & Body Works
BBWI
$3.57B
| $9.91M | 0.01% |
+157,300
| New | +$10M |
|
|
MRSH
923
Marsh
MRSH
$84.4B
| $9.83M | 0.01% |
64,938
+32,029
| +97% | +$4.84M |
|
924
Palantir
PLTR
$407B
| $9.79M | 0.01% |
407,429
-581,197
| -59% | -$14.2M |
|
|
JOYY
925
PUT
JOYY Inc
JOYY
$3.61B
| $9.78M | 0.01% |
178,300
+128,300
| +257% | +$7.19M |
|
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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.