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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Upwork
UPWK
$1.03B
| $3.95M | ﹤0.01% |
87,600
+51,700
| +144% | +$2.52M |
|
1302
PUT
Mondelez International
MDLZ
$79.7B
| $3.94M | ﹤0.01% |
67,700
+12,900
| +24% | +$803K |
|
1303
CALL
GameStop
GME
$8.92B
| $3.91M | ﹤0.01% |
89,200
+57,200
| +179% | +$2.61M |
|
1304
CALL
Simon Property Group
SPG
$66.2B
| $3.91M | ﹤0.01% |
30,100
+30,000
| +30,000% | +$3.9M |
|
1305
Okta
OKTA
$30.2B
| $3.89M | ﹤0.01% |
+16,392
| New | +$4.07M |
|
1306
CALL
Beazer Homes USA
BZH
$887M
| $3.88M | ﹤0.01% |
+225,000
| New | +$4.03M |
|
|
LAZR
1307
PUT
DELISTED
Luminar Technologies
LAZR
| $3.88M | ﹤0.01% |
16,573
-3,427
| -17% | -$907K |
|
|
EH
1308
CALL
EHang Holdings
EH
$346M
| $3.88M | ﹤0.01% |
162,100
-355,300
| -69% | -$9.68M |
|
1309
CALL
XPO
XPO
$21.6B
| $3.88M | ﹤0.01% |
+81,962
| New | +$4.11M |
|
|
1310
PUT
XPO
XPO
$21.6B
| $3.88M | ﹤0.01% |
+81,962
| New | +$4.11M |
|
1311
New Oriental
EDU
$8.83B
| $3.86M | ﹤0.01% |
188,444
-23,287
| -11% | -$739K |
|
1312
PUT
Aptiv
APTV
$9.24B
| $3.86M | ﹤0.01% |
25,900
+24,300
| +1,519% | +$3.78M |
|
1313
iShares Russell 2000 Value ETF
IWN
$14.3B
| $3.85M | ﹤0.01% |
23,998
+13,804
| +135% | +$2.22M |
|
1314
CALL
GXO Logistics
GXO
$5.3B
| $3.82M | ﹤0.01% |
+48,700
| New | +$3.82M |
|
|
1315
PUT
GXO Logistics
GXO
$5.3B
| $3.82M | ﹤0.01% |
+48,700
| New | +$3.82M |
|
1316
PUT
QuantumScape Corp
QS
$3.21B
| $3.81M | ﹤0.01% |
155,500
-269,600
| -63% | -$6.16M |
|
1317
PUT
Matador Resources
MTDR
$7.51B
| $3.81M | ﹤0.01% |
100,200
| – | – |
|
|
1318
CALL
Matador Resources
MTDR
$7.51B
| $3.8M | ﹤0.01% |
100,000
-300
| -0.3% | -$9.2K |
|
1319
CALL
GoPro
GPRO
$293M
| $3.8M | ﹤0.01% |
405,400
-4,800
| -1% | -$48.5K |
|
|
KL
1320
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $3.79M | ﹤0.01% |
91,200
+30,400
| +50% | +$1.23M |
|
1321
PUT
HSBC
HSBC
$360B
| $3.79M | ﹤0.01% |
145,000
+142,300
| +5,270% | +$3.87M |
|
|
MRSH
1322
CALL
Marsh
MRSH
$84.4B
| $3.79M | ﹤0.01% |
25,000
+5,100
| +26% | +$771K |
|
1323
CALL
Lucid Motors
LCID
$1.68B
| $3.78M | ﹤0.01% |
+14,900
| New | +$3.45M |
|
1324
CALL
Vornado Realty Trust
VNO
$6.48B
| $3.78M | ﹤0.01% |
90,000
+89,600
| +22,400% | +$3.86M |
|
1325
CALL
GSK
GSK
$97.4B
| $3.76M | ﹤0.01% |
78,800
+67,040
| +570% | +$3.37M |
|
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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.