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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 | |
|---|---|---|---|---|---|---|
1701
O'Reilly Automotive
ORLY
$69.6B
| $1.66M | ﹤0.01% |
40,725
+11,985
| +42% | +$480K |
|
1702
CALL
Trip.com Group
TCOM
$24.7B
| $1.66M | ﹤0.01% |
53,900
+51,100
| +1,825% | +$1.47M |
|
1703
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
| $1.65M | ﹤0.01% |
15,301
| – | – |
|
1704
PUT
PG&E
PCG
$31.3B
| $1.65M | ﹤0.01% |
172,100
+77,200
| +81% | +$729K |
|
1705
Riot Platforms
RIOT
$8.28B
| $1.65M | ﹤0.01% |
64,138
+63,448
| +9,195% | +$2.04M |
|
|
CERN
1706
DELISTED
Cerner Corp
CERN
| $1.64M | ﹤0.01% |
23,199
-10,130
| -30% | -$783K |
|
|
EB
1707
CALL
DELISTED
Eventbrite
EB
| $1.63M | ﹤0.01% |
86,300
-111,300
| -56% | -$1.95M |
|
1708
CALL
Sylvamo
SLVM
$1.41B
| $1.63M | ﹤0.01% |
+49,914
| New | +$1.55M |
|
1709
CALL
LG Display
LPL
$3.22B
| $1.63M | ﹤0.01% |
205,000
-190,000
| -48% | -$1.75M |
|
1710
Halliburton
HAL
$30.9B
| $1.63M | ﹤0.01% |
75,270
-101,525
| -57% | -$2.08M |
|
1711
CALL
Nutrien
NTR
$38.5B
| $1.62M | ﹤0.01% |
25,000
-8,800
| -26% | -$538K |
|
1712
CALL
AbCellera Biologics
ABCL
$3.58B
| $1.61M | ﹤0.01% |
80,400
| – | – |
|
|
COOP
1713
DELISTED
Mr. Cooper
COOP
| $1.61M | ﹤0.01% |
+39,010
| New | +$1.47M |
|
1714
PUT
L3Harris
LHX
$46.6B
| $1.61M | ﹤0.01% |
7,300
+4,700
| +181% | +$1.07M |
|
1715
CALL
Steven Madden
SHOO
$3.18B
| $1.61M | ﹤0.01% |
40,000
| – | – |
|
|
1716
PUT
Steven Madden
SHOO
$3.18B
| $1.61M | ﹤0.01% |
40,000
| – | – |
|
|
ETRN
1717
CALL
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $1.61M | ﹤0.01% |
+158,400
| New | +$1.4M |
|
1718
PUT
Vornado Realty Trust
VNO
$6.48B
| $1.6M | ﹤0.01% |
38,200
+30,900
| +423% | +$1.33M |
|
|
ARI
1719
PUT
Apollo Commercial Real Estate
ARI
$869M
| $1.6M | ﹤0.01% |
+108,100
| New | +$1.65M |
|
1720
CALL
Zebra Technologies
ZBRA
$16.3B
| $1.6M | ﹤0.01% |
3,100
-22,300
| -88% | -$12.4M |
|
|
CALY
1721
PUT
Callaway Golf Company
CALY
$2.75B
| $1.59M | ﹤0.01% |
57,700
-53,100
| -48% | -$1.62M |
|
1722
PUT
Arthur J. Gallagher & Co
AJG
$62.6B
| $1.59M | ﹤0.01% |
+10,700
| New | +$1.53M |
|
1723
PUT
Monster Beverage
MNST
$83.9B
| $1.59M | ﹤0.01% |
71,600
+52,800
| +281% | +$1.25M |
|
1724
PUT
Rockwell Automation
ROK
$47.3B
| $1.58M | ﹤0.01% |
5,400
+4,400
| +440% | +$1.35M |
|
1725
PUT
Sinclair Inc
SBGI
$980M
| $1.58M | ﹤0.01% |
+50,000
| New | +$1.47M |
|
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.