We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
LAC
726
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $16.2M | 0.01% |
+724,600
| New | +$12.7M |
|
|
NXH
727
CALL
Neighborhood Intelligence Inc
NXH
$365M
| $16.2M | 0.01% |
228,250
+71,610
| +46% | +$4.96M |
|
728
CALL
MGM Resorts International
MGM
$10.2B
| $16.1M | 0.01% |
372,600
-294,200
| -44% | -$12M |
|
729
PUT
Best Buy
BBY
$18.5B
| $16M | 0.01% |
151,800
-29,300
| -16% | -$3.29M |
|
730
CALL
Roku
ROKU
$22.7B
| $15.8M | 0.01% |
50,500
-54,800
| -52% | -$20.7M |
|
731
CALL
Southwest Airlines
LUV
$18.9B
| $15.8M | 0.01% |
307,100
+80,000
| +35% | +$4.04M |
|
|
FTCH
732
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $15.6M | 0.01% |
417,100
-64,400
| -13% | -$2.85M |
|
733
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
| $15.6M | 0.01% |
32,500
| – | – |
|
734
Tenet Healthcare
THC
$21.7B
| $15.6M | 0.01% |
234,840
-11,086
| -5% | -$786K |
|
735
CALL
iShares US Real Estate ETF
IYR
$4.27B
| $15.5M | 0.01% |
151,100
-317,200
| -68% | -$33.8M |
|
|
GAP
736
The Gap Inc
GAP
$7.5B
| $15.5M | 0.01% |
681,559
+446,028
| +189% | +$12.3M |
|
737
Antero Resources
AR
$12B
| $15.4M | 0.01% |
+819,453
| New | +$12M |
|
738
CALL
Domino's
DPZ
$10.6B
| $15.4M | 0.01% |
32,300
+1,100
| +4% | +$557K |
|
|
WBA
739
DELISTED
Walgreens Boots Alliance
WBA
| $15.3M | 0.01% |
326,244
-23,790
| -7% | -$1.15M |
|
740
PUT
BridgeBio Pharma
BBIO
$14.9B
| $15.2M | 0.01% |
325,000
| – | – |
|
741
CALL
Carrier Global
CARR
$47.8B
| $15.2M | 0.01% |
293,000
+192,600
| +192% | +$10.4M |
|
742
PUT
Elevance Health
ELV
$86.1B
| $15.1M | 0.01% |
40,600
-8,200
| -17% | -$3.12M |
|
743
CALL
BioNTech
BNTX
$24.7B
| $15.1M | 0.01% |
55,300
-59,700
| -52% | -$19M |
|
|
B
744
Barrick Mining
B
$73.4B
| $15.1M | 0.01% |
833,894
-533,907
| -39% | -$10.7M |
|
745
CALL
Energy Transfer Partners
ET
$74.7B
| $15M | 0.01% |
1,567,300
-1,988,800
| -56% | -$19.1M |
|
746
Morgan Stanley
MS
$338B
| $15M | 0.01% |
+154,251
| New | +$15.3M |
|
|
PXD
747
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $15M | 0.01% |
90,100
+8,600
| +11% | +$1.3M |
|
|
CVAC
748
PUT
DELISTED
CureVac
CVAC
| $14.9M | 0.01% |
273,600
+86,500
| +46% | +$5.21M |
|
|
LSI
749
PUT
DELISTED
Life Storage, Inc.
LSI
| $14.9M | 0.01% |
130,200
+700
| +0.5% | +$83.2K |
|
|
GES
750
PUT
DELISTED
Guess Inc
GES
| $14.9M | 0.01% |
710,000
+443,000
| +166% | +$10.1M |
|
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.