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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 | |
|---|---|---|---|---|---|---|
201
CALL
DoorDash
DASH
$86.9B
| $107M | 0.08% |
518,600
+266,500
| +106% | +$51M |
|
202
CALL
Booking.com
BKNG
$135B
| $107M | 0.08% |
1,122,500
+490,000
| +77% | +$44M |
|
203
PUT
Atlassian
TEAM
$44.7B
| $106M | 0.08% |
271,700
+110,200
| +68% | +$36.8M |
|
204
CALL
iShares Silver Trust
SLV
$32B
| $106M | 0.08% |
5,180,000
-3,423,400
| -40% | -$77M |
|
205
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.3B
| $106M | 0.08% |
842,800
+459,000
| +120% | +$59.1M |
|
206
CALL
American Airlines Group
AAL
$8.55B
| $105M | 0.08% |
5,126,200
+3,467,500
| +209% | +$70.3M |
|
207
Baidu
BIDU
$31.4B
| $105M | 0.08% |
681,191
+681,177
| +4,865,550% | +$112M |
|
|
PARA
208
CALL
DELISTED
Paramount Global Class B
PARA
| $104M | 0.08% |
2,644,400
+530,000
| +25% | +$21.6M |
|
209
PUT
Magnite
MGNI
$3.4B
| $104M | 0.08% |
3,729,000
-2,048,200
| -35% | -$61.6M |
|
210
PUT
Oracle
ORCL
$468B
| $104M | 0.08% |
1,193,400
+1,002,900
| +526% | +$88.6M |
|
|
SGI
211
CALL
Somnigroup International
SGI
$14.6B
| $104M | 0.08% |
2,236,900
+2,156,800
| +2,693% | +$94.2M |
|
|
EA
212
PUT
DELISTED
Electronic Arts
EA
| $103M | 0.08% |
725,000
+496,500
| +217% | +$69.7M |
|
213
PUT
3M
MMM
$86.4B
| $103M | 0.08% |
702,889
+528,991
| +304% | +$85.7M |
|
214
PUT
Walmart Inc
WMT
$841B
| $103M | 0.08% |
2,209,500
+1,394,700
| +171% | +$67.2M |
|
|
215
CALL
Walmart Inc
WMT
$841B
| $102M | 0.08% |
2,201,400
+868,500
| +65% | +$41.8M |
|
216
CALL
PayPal
PYPL
$45.5B
| $102M | 0.08% |
392,600
+104,800
| +36% | +$29.7M |
|
|
217
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.3B
| $101M | 0.08% |
802,900
+90,800
| +13% | +$11.7M |
|
218
CALL
TSMC
TSM
$2.28T
| $100M | 0.08% |
898,700
-168,300
| -16% | -$19.8M |
|
219
Applied Materials
AMAT
$375B
| $100M | 0.08% |
778,607
+531,410
| +215% | +$72.2M |
|
220
PUT
Lyft
LYFT
$6.15B
| $99.3M | 0.08% |
1,853,300
+1,046,000
| +130% | +$55.5M |
|
221
Boeing
BA
$167B
| $96.9M | 0.07% |
440,644
-44,958
| -9% | -$10M |
|
222
PUT
Capital One
COF
$131B
| $96.7M | 0.07% |
597,300
+112,600
| +23% | +$18.4M |
|
223
CALL
JD.com
JD
$37.4B
| $96.5M | 0.07% |
1,335,400
+667,200
| +100% | +$49.2M |
|
224
PUT
ARK Innovation ETF
ARKK
$6.43B
| $96M | 0.07% |
868,400
+370,500
| +74% | +$44.6M |
|
225
CALL
VanEck Semiconductor ETF
SMH
$69.8B
| $95.1M | 0.07% |
742,400
+423,600
| +133% | +$55.8M |
|
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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.