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 | |
|---|---|---|---|---|---|---|
2051
PUT
Newell Brands
NWL
$2.56B
| $754K | ﹤0.01% |
34,100
+3,300
| +11% | +$84.3K |
|
2052
Aptiv
APTV
$9.24B
| $752K | ﹤0.01% |
5,047
-2,465
| -33% | -$384K |
|
|
UNIT
2053
Uniti Group
UNIT
$2.44B
| $751K | ﹤0.01% |
+60,736
| New | +$741K |
|
2054
Encompass Health
EHC
$12B
| $750K | ﹤0.01% |
+12,571
| New | +$791K |
|
2055
United States Natural Gas Fund
UNG
$546M
| $750K | ﹤0.01% |
9,298
+5,000
| +116% | +$302K |
|
2056
PUT
FMC
FMC
$1.54B
| $749K | ﹤0.01% |
8,200
+1,800
| +28% | +$178K |
|
2057
CALL
OneSpaWorld
OSW
$2.27B
| $748K | ﹤0.01% |
75,000
| – | – |
|
|
2058
PUT
OneSpaWorld
OSW
$2.27B
| $748K | ﹤0.01% |
75,000
| – | – |
|
2059
PUT
Clover Health Investments
CLOV
$2.31B
| $744K | ﹤0.01% |
100,700
+20,100
| +25% | +$172K |
|
|
APPH
2060
CALL
DELISTED
AppHarvest, Inc. Common Stock
APPH
| $740K | ﹤0.01% |
113,500
+13,300
| +13% | +$132K |
|
2061
iShares Core US Aggregate Bond ETF
AGG
$138B
| $735K | ﹤0.01% |
+6,401
| New | +$742K |
|
2062
Verisk Analytics
VRSK
$23.2B
| $734K | ﹤0.01% |
3,666
+1,040
| +40% | +$201K |
|
2063
CALL
Invesco DB Agriculture Fund
DBA
$1.25B
| $727K | ﹤0.01% |
38,000
| – | – |
|
2064
Leslie's
LESL
$4.7M
| $725K | ﹤0.01% |
+1,764
| New | +$845K |
|
|
LDTC
2065
DELISTED
LeddarTech
LDTC
| $721K | ﹤0.01% |
+147,848
| New | +$717K |
|
2066
Appian
APPN
$2.45B
| $713K | ﹤0.01% |
7,702
-137,877
| -95% | -$15.3M |
|
|
LSI
2067
DELISTED
Life Storage, Inc.
LSI
| $708K | ﹤0.01% |
6,170
-2,771
| -31% | -$330K |
|
2068
PUT
America Movil
AMX
$69.2B
| $707K | ﹤0.01% |
+40,000
| New | +$690K |
|
2069
CALL
British American Tobacco
BTI
$117B
| $706K | ﹤0.01% |
+20,000
| New | +$751K |
|
|
MRO
2070
CALL
DELISTED
Marathon Oil Corporation
MRO
| $706K | ﹤0.01% |
51,600
-22,500
| -30% | -$271K |
|
2071
Fair Isaac
FICO
$21.2B
| $702K | ﹤0.01% |
+1,764
| New | +$839K |
|
|
GOGL
2072
CALL
DELISTED
Golden Ocean Group
GOGL
| $701K | ﹤0.01% |
+65,100
| New | +$678K |
|
|
SII
2073
CALL
Sprott
SII
$3.34B
| $701K | ﹤0.01% |
19,100
| – | – |
|
|
VRAY
2074
CALL
DELISTED
ViewRay, Inc.
VRAY
| $700K | ﹤0.01% |
+97,100
| New | +$613K |
|
|
TGI
2075
CALL
DELISTED
Triumph Group
TGI
| $699K | ﹤0.01% |
37,500
| – | – |
|
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.