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 | |
|---|---|---|---|---|---|---|
776
Green Plains
GPRE
$1.1B
| $13.8M | 0.01% |
421,580
-6,200
| -1% | -$213K |
|
|
JWN
777
PUT
DELISTED
Nordstrom
JWN
| $13.8M | 0.01% |
520,200
+358,800
| +222% | +$11.5M |
|
778
Edwards Lifesciences
EW
$49.7B
| $13.7M | 0.01% |
121,376
+94,350
| +349% | +$10.8M |
|
779
CALL
iShares Semiconductor ETF
SOXX
$43.8B
| $13.7M | 0.01% |
92,100
+91,500
| +15,250% | +$13.9M |
|
780
CALL
PENN Entertainment
PENN
$2.3B
| $13.7M | 0.01% |
188,900
+13,100
| +7% | +$963K |
|
781
Scotiabank
BNS
$112B
| $13.7M | 0.01% |
222,237
+217,978
| +5,118% | +$13.6M |
|
782
PUT
Boston Scientific
BSX
$65.2B
| $13.6M | 0.01% |
314,100
+206,900
| +193% | +$9.15M |
|
783
CALL
Oneok
OKE
$60.4B
| $13.6M | 0.01% |
234,400
-23,600
| -9% | -$1.27M |
|
|
BBBY
784
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $13.6M | 0.01% |
785,700
-183,600
| -19% | -$4.96M |
|
785
PUT
FuboTV Inc
FUBO
$323M
| $13.5M | 0.01% |
47,108
+37,691
| +400% | +$12.3M |
|
786
CALL
Teck Resources
TECK
$34.5B
| $13.5M | 0.01% |
543,500
+466,700
| +608% | +$10.7M |
|
787
CALL
FirstEnergy
FE
$26.7B
| $13.5M | 0.01% |
378,400
-405,400
| -52% | -$15.4M |
|
788
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
| $13.4M | 0.01% |
340,000
+87,200
| +34% | +$3.63M |
|
|
FL
789
PUT
DELISTED
Foot Locker
FL
| $13.4M | 0.01% |
294,000
+204,700
| +229% | +$11.4M |
|
790
Novavax
NVAX
$1.62B
| $13.4M | 0.01% |
64,720
+41,228
| +175% | +$9.09M |
|
791
CALL
Sherwin-Williams
SHW
$77.8B
| $13.4M | 0.01% |
47,900
-1,100
| -2% | -$322K |
|
792
PUT
InMode
INMD
$851M
| $13.4M | 0.01% |
+167,800
| New | +$10.2M |
|
793
CALL
NRG Energy
NRG
$24.3B
| $13.3M | 0.01% |
326,800
-79,300
| -20% | -$3.37M |
|
|
GTM
794
CALL
ZoomInfo Technologies
GTM
$1.08B
| $13.3M | 0.01% |
217,300
+217,200
| +217,200% | +$13M |
|
795
Toronto Dominion Bank
TD
$195B
| $13.3M | 0.01% |
+200,645
| New | +$13.4M |
|
796
CALL
Marvell Technology
MRVL
$211B
| $13.3M | 0.01% |
219,900
-134,600
| -38% | -$8.07M |
|
797
PUT
AMC Entertainment Holdings
AMC
$2.2B
| $13.2M | 0.01% |
34,780
+34,680
| +34,680% | +$14M |
|
|
798
CALL
Toronto Dominion Bank
TD
$195B
| $13.2M | 0.01% |
+200,000
| New | +$13.3M |
|
799
Builders FirstSource
BLDR
$6.61B
| $13.2M | 0.01% |
255,600
+255,531
| +370,335% | +$12.5M |
|
800
PUT
Rambus
RMBS
$9.51B
| $13.2M | 0.01% |
595,500
+10,000
| +2% | +$235K |
|
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.