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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 | |
|---|---|---|---|---|---|---|
1001
CALL
State Street SPDR S&P Retail ETF
XRT
$274M
| $8.18M | 0.01% |
90,600
-212,400
| -70% | -$20.2M |
|
1002
PUT
Global Payments
GPN
$23B
| $8.18M | 0.01% |
51,900
+22,200
| +75% | +$3.86M |
|
1003
PUT
Mohawk Industries
MHK
$8.67B
| $8.18M | 0.01% |
46,100
-1,500
| -3% | -$291K |
|
1004
Fiverr
FVRR
$321M
| $8.18M | 0.01% |
+44,755
| New | +$9.01M |
|
1005
PUT
Williams Companies
WMB
$91.9B
| $8.16M | 0.01% |
314,600
-208,400
| -40% | -$5.25M |
|
1006
CALL
Planet Fitness
PLNT
$3.77B
| $8.14M | 0.01% |
103,600
+31,300
| +43% | +$2.38M |
|
1007
Bath & Body Works
BBWI
$3.57B
| $8.13M | 0.01% |
+129,029
| New | +$8.2M |
|
|
ANAT
1008
CALL
DELISTED
American National Group, Inc. Common Stock
ANAT
| $8.09M | 0.01% |
+42,800
| New | +$7.61M |
|
|
FISV
1009
CALL
Fiserv Inc
FISV
$25.9B
| $8.07M | 0.01% |
74,400
-25,400
| -25% | -$2.84M |
|
1010
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
| $8.07M | 0.01% |
100,000
| – | – |
|
1011
Cencora
COR
$61.7B
| $8.06M | 0.01% |
67,469
-7,501
| -10% | -$901K |
|
|
MDP
1012
PUT
DELISTED
Meredith Corporation
MDP
| $8.05M | 0.01% |
144,600
-208,400
| -59% | -$9.09M |
|
|
SGI
1013
Somnigroup International
SGI
$14.4B
| $8.04M | 0.01% |
173,323
+73,076
| +73% | +$3.19M |
|
1014
PUT
Exelon
EXC
$45B
| $8.04M | 0.01% |
233,153
+36,733
| +19% | +$1.26M |
|
1015
PUT
Wendy's
WEN
$1.44B
| $8.02M | 0.01% |
370,000
| – | – |
|
|
1016
CALL
Mohawk Industries
MHK
$8.67B
| $7.98M | 0.01% |
45,000
| – | – |
|
1017
CALL
Kymera Therapeutics
KYMR
$9.6B
| $7.96M | 0.01% |
135,600
+35,600
| +36% | +$2.06M |
|
1018
PUT
Tyson Foods
TSN
$18.2B
| $7.96M | 0.01% |
100,800
-158,700
| -61% | -$12M |
|
1019
PUT
Harley-Davidson
HOG
$2.78B
| $7.95M | 0.01% |
217,200
-100,000
| -32% | -$4.03M |
|
1020
Charter Communications
CHTR
$16B
| $7.92M | 0.01% |
10,891
+492
| +5% | +$373K |
|
|
SFIX
1021
PUT
Stitch Fix
SFIX
$386M
| $7.91M | 0.01% |
197,700
-2,200
| -1% | -$103K |
|
1022
CALL
Regeneron Pharmaceuticals
REGN
$83.2B
| $7.87M | 0.01% |
+13,000
| New | +$8.07M |
|
|
1023
PUT
Regeneron Pharmaceuticals
REGN
$83.2B
| $7.87M | 0.01% |
+13,000
| New | +$8.07M |
|
1024
CALL
NovoCure
NVCR
$1.82B
| $7.85M | 0.01% |
67,600
-9,400
| -12% | -$1.42M |
|
1025
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
| $7.84M | 0.01% |
+309,797
| New | +$7.72M |
|
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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.