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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 | |
|---|---|---|---|---|---|---|
1601
CALL
General Mills
GIS
$19.8B
| $2.03M | ﹤0.01% |
34,000
-139,400
| -80% | -$8.24M |
|
1602
PUT
eHealth
EHTH
$29.6M
| $2.02M | ﹤0.01% |
50,000
+49,900
| +49,900% | +$2.33M |
|
1603
Corpay
CPAY
$26.7B
| $2.02M | ﹤0.01% |
7,749
+6,253
| +418% | +$1.62M |
|
|
CCXI
1604
PUT
DELISTED
ChemoCentryx, Inc.
CCXI
| $2.02M | ﹤0.01% |
118,400
-335,900
| -74% | -$5.23M |
|
1605
Yeti Holdings
YETI
$2.96B
| $2.02M | ﹤0.01% |
+23,617
| New | +$2.29M |
|
1606
Westlake Corp
WLK
$9.17B
| $2.02M | ﹤0.01% |
+22,155
| New | +$1.9M |
|
1607
PUT
Federal Agricultural Mortgage
AGM
$2.44B
| $2.02M | ﹤0.01% |
+18,600
| New | +$1.84M |
|
1608
PUT
United States Natural Gas Fund
UNG
$546M
| $2.02M | ﹤0.01% |
25,000
-27,575
| -52% | -$1.66M |
|
1609
Neurocrine Biosciences
NBIX
$15.8B
| $2.01M | ﹤0.01% |
20,965
+17,226
| +461% | +$1.63M |
|
1610
Waste Management
WM
$86.5B
| $2.01M | ﹤0.01% |
+13,445
| New | +$2.01M |
|
1611
CALL
Associated Banc-Corp
ASB
$5.71B
| $2M | ﹤0.01% |
93,500
-28,700
| -23% | -$583K |
|
1612
PUT
Bunge Global
BG
$23.7B
| $2M | ﹤0.01% |
24,600
+11,500
| +88% | +$888K |
|
1613
Crocs
CROX
$5.33B
| $2M | ﹤0.01% |
+13,952
| New | +$1.92M |
|
1614
CALL
ACI Worldwide
ACIW
$5.25B
| $1.99M | ﹤0.01% |
+64,800
| New | +$2.15M |
|
1615
CALL
Church & Dwight Co
CHD
$22.6B
| $1.99M | ﹤0.01% |
+24,100
| New | +$2.04M |
|
|
CHX
1616
CALL
DELISTED
ChampionX
CHX
| $1.99M | ﹤0.01% |
89,000
+39,000
| +78% | +$891K |
|
1617
PUT
Colgate-Palmolive
CL
$70.2B
| $1.99M | ﹤0.01% |
26,300
+15,000
| +133% | +$1.19M |
|
1618
PUT
DuPont de Nemours
DD
$17.3B
| $1.98M | ﹤0.01% |
23,263
-65,645
| -74% | -$6.08M |
|
1619
PUT
Trinity Industries
TRN
$2.24B
| $1.98M | ﹤0.01% |
+73,000
| New | +$2.02M |
|
1620
CALL
Camping World
CWH
$394M
| $1.98M | ﹤0.01% |
50,800
-78,000
| -61% | -$3.06M |
|
1621
PUT
JetBlue
JBLU
$1.65B
| $1.97M | ﹤0.01% |
129,000
-192,800
| -60% | -$2.96M |
|
|
CAN
1622
CALL
Canaan Creative
CAN
$236M
| $1.97M | ﹤0.01% |
322,300
-1,216,700
| -79% | -$9.45M |
|
1623
PUT
American Outdoor Brands
AOUT
$189M
| $1.97M | ﹤0.01% |
80,000
+7,800
| +11% | +$219K |
|
1624
Comcast
CMCSA
$87.3B
| $1.96M | ﹤0.01% |
35,120
-190,923
| -84% | -$11.1M |
|
1625
PUT
Virtu Financial
VIRT
$5.55B
| $1.95M | ﹤0.01% |
80,000
| – | – |
|
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.