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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 | |
|---|---|---|---|---|---|---|
976
PUT
AerCap
AER
$22.2B
| $8.67M | 0.01% |
150,000
-900
| -0.6% | -$48.2K |
|
977
Xerox
XRX
$412M
| $8.67M | 0.01% |
429,968
-127,553
| -23% | -$2.9M |
|
|
SIX
978
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $8.65M | 0.01% |
203,600
-294,400
| -59% | -$12.2M |
|
979
Dollar Tree
DLTR
$22.2B
| $8.65M | 0.01% |
90,377
+90,229
| +60,966% | +$8.68M |
|
980
CALL
Sonos
SONO
$1.72B
| $8.64M | 0.01% |
266,900
+85,200
| +47% | +$3.07M |
|
981
CALL
Cboe Global Markets
CBOE
$30.5B
| $8.62M | 0.01% |
69,600
-9,300
| -12% | -$1.14M |
|
982
CALL
ZIM Integrated Shipping Services
ZIM
$3.54B
| $8.62M | 0.01% |
170,000
+150,000
| +750% | +$7.01M |
|
983
CALL
The Mosaic Company
MOS
$8.33B
| $8.6M | 0.01% |
240,800
+73,600
| +44% | +$2.35M |
|
984
CALL
Zscaler
ZS
$27.1B
| $8.6M | 0.01% |
32,800
-11,800
| -26% | -$2.96M |
|
985
PUT
Bath & Body Works
BBWI
$3.57B
| $8.59M | 0.01% |
+136,200
| New | +$8.66M |
|
986
McDonald's
MCD
$179B
| $8.58M | 0.01% |
+35,589
| New | +$8.49M |
|
987
CALL
Kroger
KR
$34.6B
| $8.58M | 0.01% |
212,100
-405,100
| -66% | -$17M |
|
988
PUT
Intercontinental Exchange
ICE
$87.9B
| $8.55M | 0.01% |
74,500
+7,400
| +11% | +$878K |
|
989
PUT
Aon
AON
$64.6B
| $8.55M | 0.01% |
29,900
-10,600
| -26% | -$2.85M |
|
990
iShares China Large-Cap ETF
FXI
$4.12B
| $8.45M | 0.01% |
217,013
-1,197,500
| -85% | -$49.5M |
|
991
CALL
Gen Digital
GEN
$17.8B
| $8.38M | 0.01% |
331,200
+326,600
| +7,100% | +$8.5M |
|
|
EXAS
992
PUT
DELISTED
Exact Sciences
EXAS
| $8.36M | 0.01% |
87,600
+27,400
| +46% | +$2.89M |
|
993
CALL
Alaska Air
ALK
$4.5B
| $8.36M | 0.01% |
+142,600
| New | +$8.22M |
|
994
PUT
Editas Medicine
EDIT
$425M
| $8.35M | 0.01% |
203,200
-31,100
| -13% | -$1.7M |
|
|
RDS.A
995
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $8.33M | 0.01% |
187,000
+31,500
| +20% | +$1.27M |
|
996
CALL
Royalty Pharma
RPRX
$27B
| $8.32M | 0.01% |
230,200
+180,000
| +359% | +$7M |
|
|
EXEEZ
997
DELISTED
Expand Energy Corp Class B Warrants
EXEEZ
| $8.31M | 0.01% |
254,574
+188,974
| +288% | +$5.1M |
|
|
SI
998
PUT
DELISTED
Silvergate Capital Corporation
SI
| $8.31M | 0.01% |
71,900
+65,800
| +1,079% | +$7.05M |
|
999
PUT
Idexx Laboratories
IDXX
$40.6B
| $8.27M | 0.01% |
13,300
+12,200
| +1,109% | +$8.2M |
|
1000
PUT
Five Below
FIVE
$13.6B
| $8.19M | 0.01% |
46,300
+7,500
| +19% | +$1.49M |
|
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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.