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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 | |
|---|---|---|---|---|---|---|
|
AXNX
1051
CALL
DELISTED
Axonics, Inc. Common Stock
AXNX
| $7.29M | 0.01% |
112,000
+22,000
| +24% | +$1.5M |
|
1052
CALL
Blackstone Mortgage Trust
BXMT
$2.34B
| $7.28M | 0.01% |
240,000
| – | – |
|
1053
PUT
Norfolk Southern
NSC
$72.6B
| $7.27M | 0.01% |
30,400
+19,800
| +187% | +$5.08M |
|
1054
PUT
Petrobras
PBR
$135B
| $7.26M | 0.01% |
702,200
-1,808,800
| -72% | -$19.3M |
|
|
AYX
1055
CALL
DELISTED
Alteryx Inc
AYX
| $7.24M | 0.01% |
99,100
-52,700
| -35% | -$3.97M |
|
1056
PUT
American Homes 4 Rent
AMH
$11.6B
| $7.24M | 0.01% |
+190,000
| New | +$7.77M |
|
1057
PUT
Tapestry
TPR
$22.7B
| $7.21M | 0.01% |
194,700
+91,000
| +88% | +$3.74M |
|
1058
CALL
Avis
CAR
$4.69B
| $7.19M | 0.01% |
61,700
-43,000
| -41% | -$3.79M |
|
1059
PUT
Northrop Grumman
NOC
$73.2B
| $7.16M | 0.01% |
19,900
+11,900
| +149% | +$4.3M |
|
|
CYBR
1060
DELISTED
CyberArk
CYBR
| $7.16M | 0.01% |
45,357
+7,219
| +19% | +$1.1M |
|
|
DIDI
1061
PUT
DELISTED
DiDi Global Inc. American depositary shares, each four representing one Class A ordinary share
DIDI
| $7.15M | 0.01% |
+918,300
| New | +$8.67M |
|
1062
MGM Resorts International
MGM
$10.2B
| $7.11M | 0.01% |
+164,832
| New | +$6.72M |
|
1063
CALL
nCino
NCNO
$2.3B
| $7.09M | 0.01% |
99,800
-33,300
| -25% | -$2.22M |
|
|
KRA
1064
DELISTED
Kraton Corporation
KRA
| $7.06M | 0.01% |
+154,653
| New | +$6.14M |
|
1065
CALL
ADT
ADT
$5.15B
| $7.04M | 0.01% |
870,000
+369,400
| +74% | +$3.4M |
|
1066
CALL
Children's Place
PLCE
$56.5M
| $6.99M | 0.01% |
92,800
+53,900
| +139% | +$4.78M |
|
|
AZEK
1067
CALL
DELISTED
The AZEK Co
AZEK
| $6.97M | 0.01% |
190,900
+40,900
| +27% | +$1.59M |
|
1068
PUT
O'Reilly Automotive
ORLY
$69.6B
| $6.96M | 0.01% |
171,000
+84,000
| +97% | +$3.36M |
|
1069
Weyerhaeuser
WY
$16.3B
| $6.95M | 0.01% |
195,410
+115,699
| +145% | +$4.05M |
|
1070
CALL
Turning Point Brands
TPB
$1.47B
| $6.92M | 0.01% |
+145,000
| New | +$6.95M |
|
1071
TC Energy
TRP
$66.1B
| $6.91M | 0.01% |
+143,623
| New | +$6.96M |
|
1072
PUT
ArcelorMittal
MT
$58B
| $6.91M | 0.01% |
229,000
+196,700
| +609% | +$6.43M |
|
1073
CALL
CNX Resources
CNX
$5.44B
| $6.88M | 0.01% |
545,000
| – | – |
|
1074
Bilibili
BILI
$6.55B
| $6.87M | 0.01% |
103,758
+79,544
| +329% | +$6.81M |
|
1075
CALL
Upland Software
UPLD
$9.97M
| $6.87M | 0.01% |
20,530
| – | – |
|
Similar funds
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.