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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 | |
|---|---|---|---|---|---|---|
|
MRO
1151
PUT
DELISTED
Marathon Oil Corporation
MRO
| $5.61M | ﹤0.01% |
410,300
+146,300
| +55% | +$1.76M |
|
|
AXON
1152
CALL
Axon Enterprise
AXON
$39.8B
| $5.6M | ﹤0.01% |
32,000
+1,700
| +6% | +$309K |
|
1153
PUT
Graco
GGG
$12.4B
| $5.6M | ﹤0.01% |
+80,000
| New | +$6.14M |
|
|
HES
1154
DELISTED
Hess
HES
| $5.58M | ﹤0.01% |
+71,373
| New | +$5.26M |
|
1155
PUT
Under Armour Class C
UA
$2.06B
| $5.57M | ﹤0.01% |
317,900
+17,600
| +6% | +$337K |
|
1156
PUT
Surgery Partners
SGRY
$1.85B
| $5.56M | ﹤0.01% |
131,400
-48,600
| -27% | -$2.48M |
|
1157
PUT
Verisk Analytics
VRSK
$23.2B
| $5.54M | ﹤0.01% |
27,700
+9,100
| +49% | +$1.76M |
|
|
GTM
1158
PUT
ZoomInfo Technologies
GTM
$1.08B
| $5.54M | ﹤0.01% |
90,600
+2,500
| +3% | +$150K |
|
1159
CALL
Cracker Barrel
CBRL
$1.14B
| $5.54M | ﹤0.01% |
39,600
+37,500
| +1,786% | +$5.25M |
|
|
BBBY
1160
DELISTED
Bed Bath & Beyond Inc
BBBY
| $5.51M | ﹤0.01% |
319,144
+299,838
| +1,553% | +$8.1M |
|
1161
PUT
Vipshop
VIPS
$5.95B
| $5.5M | ﹤0.01% |
493,400
-1,115,000
| -69% | -$17.5M |
|
1162
CALL
Deckers Outdoor
DECK
$10.9B
| $5.47M | ﹤0.01% |
+91,200
| New | +$6.25M |
|
1163
Canadian Imperial Bank of Commerce
CM
$104B
| $5.47M | ﹤0.01% |
+98,348
| New | +$5.66M |
|
|
NEE.PRO
1164
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $5.45M | ﹤0.01% |
50,000
-200,000
| -80% | -$12M |
|
|
RDS.B
1165
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $5.45M | ﹤0.01% |
+123,000
| New | +$4.87M |
|
|
RDS.B
1166
PUT
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $5.45M | ﹤0.01% |
+123,000
| New | +$4.87M |
|
1167
PUT
Energy Transfer Partners
ET
$74.7B
| $5.44M | ﹤0.01% |
567,600
-377,600
| -40% | -$3.62M |
|
1168
PUT
Cameco
CCJ
$43.7B
| $5.44M | ﹤0.01% |
250,100
+46,600
| +23% | +$882K |
|
1169
PUT
Fortive
FTV
$16.9B
| $5.41M | ﹤0.01% |
101,648
-1,991
| -2% | -$109K |
|
1170
CALL
iQIYI
IQ
$901M
| $5.39M | ﹤0.01% |
671,500
-518,900
| -44% | -$5.38M |
|
|
ARR
1171
PUT
Armour Residential REIT
ARR
$2.29B
| $5.39M | ﹤0.01% |
100,020
+20
| +0% | +$1.08K |
|
|
ARR
1172
CALL
Armour Residential REIT
ARR
$2.29B
| $5.39M | ﹤0.01% |
100,000
| – | – |
|
|
FFAI
1173
CALL
Faraday Future Intelligent Electric
FFAI
$6.94M
| – | – |
0
| – | – |
|
1174
US Bancorp
USB
$96.8B
| $5.38M | ﹤0.01% |
90,489
-349,926
| -79% | -$19.9M |
|
1175
PUT
Carrier Global
CARR
$47.8B
| $5.38M | ﹤0.01% |
103,900
+57,300
| +123% | +$3.08M |
|
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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.