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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 | |
|---|---|---|---|---|---|---|
1226
PUT
FirstEnergy
FE
$26.7B
| $4.72M | ﹤0.01% |
132,400
-405,700
| -75% | -$15.4M |
|
1227
CALL
Iovance Biotherapeutics
IOVA
$3.82B
| $4.69M | ﹤0.01% |
190,300
-833,100
| -81% | -$19.6M |
|
1228
CALL
M&T Bank
MTB
$34.4B
| $4.67M | ﹤0.01% |
31,300
-1,400
| -4% | -$194K |
|
1229
CALL
Ambarella
AMBA
$3.04B
| $4.67M | ﹤0.01% |
30,000
-15,100
| -33% | -$1.74M |
|
|
IRBT
1230
PUT
DELISTED
iRobot
IRBT
| $4.66M | ﹤0.01% |
59,300
+34,600
| +140% | +$2.95M |
|
|
TSP
1231
PUT
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $4.64M | ﹤0.01% |
+125,000
| New | +$5.27M |
|
1232
PUT
Sarepta Therapeutics
SRPT
$2.33B
| $4.62M | ﹤0.01% |
50,000
| – | – |
|
1233
Analog Devices
ADI
$177B
| $4.62M | ﹤0.01% |
27,577
-55,455
| -67% | -$9.3M |
|
1234
CALL
Williams-Sonoma
WSM
$26.8B
| $4.61M | ﹤0.01% |
52,000
+7,800
| +18% | +$660K |
|
1235
PUT
Crocs
CROX
$5.33B
| $4.61M | ﹤0.01% |
+32,100
| New | +$4.41M |
|
1236
CALL
Goodyear
GT
$1.66B
| $4.61M | ﹤0.01% |
260,200
+130,900
| +101% | +$2.12M |
|
1237
CALL
ZTO Express
ZTO
$15.7B
| $4.6M | ﹤0.01% |
150,000
-377,200
| -72% | -$10.8M |
|
1238
Nucor
NUE
$58.5B
| $4.59M | ﹤0.01% |
46,559
-158,659
| -77% | -$16.9M |
|
1239
CALL
Krystal Biotech
KRYS
$10.3B
| $4.57M | ﹤0.01% |
87,500
+56,100
| +179% | +$3.32M |
|
1240
CALL
TotalEnergies
TTE
$203B
| $4.57M | ﹤0.01% |
95,300
+54,000
| +131% | +$2.39M |
|
1241
Virgin Galactic
SPCE
$449M
| $4.56M | ﹤0.01% |
+9,006
| New | +$5.35M |
|
1242
CALL
Mondelez International
MDLZ
$79.7B
| $4.55M | ﹤0.01% |
78,200
-3,800
| -5% | -$236K |
|
1243
PUT
Transocean
RIG
$6.38B
| $4.55M | ﹤0.01% |
1,200,000
-100
| -0% | -$364 |
|
1244
CALL
Qorvo
QRVO
$9.28B
| $4.55M | ﹤0.01% |
27,200
+15,000
| +123% | +$2.79M |
|
|
FLNA
1245
CALL
Filana Therapeutics
FLNA
$39.1M
| $4.54M | ﹤0.01% |
73,200
-78,900
| -52% | -$6.58M |
|
1246
PUT
US Global Jets ETF
JETS
$720M
| $4.54M | ﹤0.01% |
191,900
-308,100
| -62% | -$7.11M |
|
|
FSR
1247
CALL
DELISTED
Fisker Inc.
FSR
| $4.51M | ﹤0.01% |
+308,000
| New | +$4.63M |
|
1248
CALL
Dominion Energy
D
$57.3B
| $4.5M | ﹤0.01% |
61,700
-2,800
| -4% | -$214K |
|
1249
CALL
Abbott
ABT
$182B
| $4.49M | ﹤0.01% |
38,000
-59,400
| -61% | -$7.3M |
|
|
ARNA
1250
CALL
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $4.47M | ﹤0.01% |
+75,000
| New | +$4.43M |
|
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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.