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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 | |
|---|---|---|---|---|---|---|
951
PUT
Cintas
CTAS
$80B
| $9.29M | 0.01% |
97,600
+66,400
| +213% | +$6.5M |
|
952
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.67B
| $9.2M | 0.01% |
+107,752
| New | +$9.3M |
|
|
IRBT
953
CALL
DELISTED
iRobot
IRBT
| $9.17M | 0.01% |
116,800
+20,900
| +22% | +$1.78M |
|
954
CALL
Constellation Brands
STZ
$20.8B
| $9.16M | 0.01% |
43,500
-189,200
| -81% | -$41.3M |
|
|
FISV
955
Fiserv Inc
FISV
$25.9B
| $9.16M | 0.01% |
84,454
+31,342
| +59% | +$3.5M |
|
956
CALL
Philip Morris
PM
$289B
| $9.13M | 0.01% |
96,300
+50,700
| +111% | +$5.1M |
|
|
PPLI
957
CALL
People Inc
PPLI
$2.81B
| $9.12M | 0.01% |
85,330
| – | – |
|
958
CALL
Cloudflare
NET
$112B
| $9.1M | 0.01% |
80,800
-107,000
| -57% | -$12.8M |
|
959
ZTO Express
ZTO
$15.7B
| $9.09M | 0.01% |
296,336
-234,480
| -44% | -$6.73M |
|
960
CRISPR Therapeutics
CRSP
$5.17B
| $9.07M | 0.01% |
81,067
+80,827
| +33,678% | +$10.2M |
|
|
GES
961
CALL
DELISTED
Guess Inc
GES
| $9.05M | 0.01% |
431,000
+356,000
| +475% | +$8.14M |
|
962
CALL
NetApp
NTAP
$36.3B
| $9.05M | 0.01% |
100,800
+35,700
| +55% | +$3.01M |
|
|
SPLK
963
DELISTED
Splunk Inc
SPLK
| $8.97M | 0.01% |
61,961
+9,937
| +19% | +$1.45M |
|
|
CTXS
964
PUT
DELISTED
Citrix Systems Inc
CTXS
| $8.95M | 0.01% |
83,400
+63,800
| +326% | +$6.89M |
|
965
PUT
APA Corp
APA
$15.7B
| $8.91M | 0.01% |
416,100
-61,500
| -13% | -$1.18M |
|
966
Jones Lang LaSalle
JLL
$15.9B
| $8.9M | 0.01% |
35,882
+14,172
| +65% | +$3.24M |
|
967
CALL
Fastenal
FAST
$56B
| $8.84M | 0.01% |
342,400
-103,200
| -23% | -$2.8M |
|
968
CALL
US Foods
USFD
$21.1B
| $8.8M | 0.01% |
254,000
-250,000
| -50% | -$8.58M |
|
969
CALL
VF Corp
VFC
$5.08B
| $8.78M | 0.01% |
131,000
+122,000
| +1,356% | +$9.36M |
|
|
CGC
970
CALL
Canopy Growth
CGC
$431M
| $8.76M | 0.01% |
63,200
+21,030
| +50% | +$3.77M |
|
971
CALL
Altria Group
MO
$113B
| $8.76M | 0.01% |
192,400
-435,600
| -69% | -$21M |
|
972
CALL
EQT Corp
EQT
$34.2B
| $8.74M | 0.01% |
427,000
+302,200
| +242% | +$5.85M |
|
|
VMRK
973
PUT
Vivmark Residential
VMRK
$50.3B
| $8.73M | 0.01% |
107,900
+14,700
| +16% | +$1.21M |
|
974
CALL
Cedar Fair
FUN
$1.46B
| $8.7M | 0.01% |
187,600
-50,600
| -21% | -$2.23M |
|
975
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
| $8.67M | 0.01% |
123,500
+19,000
| +18% | +$1.32M |
|
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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.