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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 | |
|---|---|---|---|---|---|---|
1326
PUT
iShares US Home Construction ETF
ITB
$2.19B
| $3.76M | ﹤0.01% |
56,800
-700
| -1% | -$49.3K |
|
1327
Sunrun
RUN
$2.12B
| $3.74M | ﹤0.01% |
85,009
+84,987
| +386,305% | +$4.06M |
|
|
WLL
1328
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $3.72M | ﹤0.01% |
+63,700
| New | +$3.15M |
|
1329
PUT
Vertex Pharmaceuticals
VRTX
$132B
| $3.72M | ﹤0.01% |
20,500
-12,100
| -37% | -$2.36M |
|
1330
PUT
Synopsys
SNPS
$75.4B
| $3.72M | ﹤0.01% |
12,400
+10,500
| +553% | +$3.19M |
|
1331
CALL
Intellia Therapeutics
NTLA
$1.71B
| $3.7M | ﹤0.01% |
27,600
-10,000
| -27% | -$1.51M |
|
1332
ATI
ATI
$28.1B
| $3.7M | ﹤0.01% |
+222,609
| New | +$4.21M |
|
|
SFIX
1333
CALL
Stitch Fix
SFIX
$386M
| $3.7M | ﹤0.01% |
92,500
-20,300
| -18% | -$949K |
|
|
EXE
1334
CALL
Expand Energy Corp
EXE
$22.4B
| $3.69M | ﹤0.01% |
+60,000
| New | +$3.36M |
|
|
MIXT
1335
PUT
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $3.69M | ﹤0.01% |
+300,000
| New | +$4.08M |
|
1336
PUT
Sabre
SABR
$864M
| $3.68M | ﹤0.01% |
311,000
-385,700
| -55% | -$4.37M |
|
|
APLS
1337
CALL
DELISTED
Apellis Pharmaceuticals
APLS
| $3.68M | ﹤0.01% |
111,700
-25,800
| -19% | -$1.45M |
|
1338
CALL
Harley-Davidson
HOG
$2.78B
| $3.67M | ﹤0.01% |
100,300
-111,600
| -53% | -$4.5M |
|
1339
ARK Genomic Revolution ETF
ARKG
$1.99B
| $3.67M | ﹤0.01% |
+49,097
| New | +$4.12M |
|
1340
PUT
Moody's
MCO
$82.2B
| $3.66M | ﹤0.01% |
10,300
+2,000
| +24% | +$754K |
|
1341
CALL
KeyCorp
KEY
$23.2B
| $3.66M | ﹤0.01% |
169,300
-69,000
| -29% | -$1.39M |
|
1342
PUT
HDFC Bank
HDB
$113B
| $3.65M | ﹤0.01% |
100,000
| – | – |
|
|
FLOW
1343
CALL
DELISTED
SPX FLOW, Inc.
FLOW
| $3.65M | ﹤0.01% |
+50,000
| New | +$3.8M |
|
|
FLOW
1344
PUT
DELISTED
SPX FLOW, Inc.
FLOW
| $3.65M | ﹤0.01% |
+50,000
| New | +$3.8M |
|
1345
GDS Holdings
GDS
$6.49B
| $3.65M | ﹤0.01% |
+64,530
| New | +$3.98M |
|
1346
Cummins
CMI
$76.4B
| $3.64M | ﹤0.01% |
16,196
-11,441
| -41% | -$2.68M |
|
1347
CALL
Huntington Bancshares
HBAN
$33.6B
| $3.63M | ﹤0.01% |
235,000
-8,300
| -3% | -$122K |
|
1348
PUT
Estee Lauder
EL
$35.7B
| $3.63M | ﹤0.01% |
12,100
+6,000
| +98% | +$1.96M |
|
|
FITB
1349
PUT
Fifth Third Bancorp
FITB
$49.1B
| $3.63M | ﹤0.01% |
85,500
+66,800
| +357% | +$2.56M |
|
1350
Capri Holdings
CPRI
$1.44B
| $3.62M | ﹤0.01% |
74,847
+5,139
| +7% | +$280K |
|
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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.