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Parallax Volatility Advisers

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
Cap. Flow
+$1.23B
Cap. Flow %
0.93%
Top 10 Hldgs %
40.45%
Holding
3,682
New
739
Increased
1,106
Reduced
875
Closed
705

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$353M
2
ZM icon
Zoom
ZM
+$214M
3
PTON icon
Peloton Interactive
PTON
+$179M
4
NKE icon
Nike
NKE
+$165M
5
MU icon
Micron Technology
MU
+$147M

Top Sells

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$215M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$188M
3
TSLA icon
Tesla
TSLA
+$138M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$97M
5
CI icon
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
Z icon
251
CALL
Zillow
Z
$7.22B
$80.3M 0.06%
911,000
+49,800
+6% +$5.04M
ABBV icon
252
CALL
AbbVie
ABBV
$442B
$80.1M 0.06%
743,000
+356,600
+92% +$40.7M
HLT icon
253
CALL
Hilton Worldwide
HLT
$69.1B
$79.8M 0.06%
603,900
-621,900
-51% -$78.6M
LRCX icon
254
Lam Research
LRCX
$395B
$79.5M 0.06%
1,396,480
+776,060
+125% +$47.2M
CCL icon
255
CALL
Carnival Corporation Ltd
CCL
$31.2B
$79.3M 0.06%
3,171,800
+61,300
+2% +$1.43M
CNC icon
256
CALL
Centene
CNC
$31.8B
$79.2M 0.06%
1,271,700
+1,022,300
+410% +$68.3M
XOP icon
257
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$78.6M 0.06%
813,100
+243,700
+43% +$20.7M
LOW icon
258
CALL
Lowe's Companies
LOW
$111B
$78.6M 0.06%
387,300
+349,100
+914% +$69.6M
ULTA icon
259
PUT
Ulta Beauty
ULTA
$23.3B
$78.5M 0.06%
217,400
-43,500
-17% -$15.7M
WDC icon
260
PUT
Western Digital
WDC
$175B
$78.3M 0.06%
1,835,001
+1,083,537
+144% +$51.5M
BKNG icon
261
Booking.com
BKNG
$129B
$78.3M 0.06%
824,125
+560,725
+213% +$50.3M
DOCU
262
CALL
DocuSign
DOCU
$11.9B
$77.8M 0.06%
302,200
-74,100
-20% -$21.3M
CVS icon
263
CALL
CVS Health
CVS
$123B
$77.4M 0.06%
912,500
+261,800
+40% +$21.9M
SLB icon
264
PUT
SLB Ltd
SLB
$85.5B
$77M 0.06%
2,598,000
+1,047,700
+68% +$30M
U icon
265
PUT
Unity
U
$18.8B
$76.1M 0.06%
602,700
-563,600
-48% -$66.7M
JNJ icon
266
PUT
Johnson & Johnson
JNJ
$647B
$75.7M 0.06%
469,000
-264,100
-36% -$45.1M
TXN icon
267
CALL
Texas Instruments
TXN
$238B
$75.5M 0.06%
392,800
+283,400
+259% +$54M
EFA icon
268
CALL
iShares MSCI EAFE ETF
EFA
$78.8B
$75.5M 0.06%
967,500
+59,200
+7% +$4.74M
COF icon
269
CALL
Capital One
COF
$130B
$75M 0.06%
463,300
+305,100
+193% +$49.8M
TWLO icon
270
CALL
Twilio
TWLO
$34.9B
$75M 0.06%
235,100
-39,200
-14% -$14.3M
BABA icon
271
Alibaba
BABA
$273B
$74.7M 0.06%
504,283
-252,781
-33% -$46M
W icon
272
Wayfair
W
$13.7B
$73.9M 0.06%
289,323
+82,525
+40% +$23.3M
LVS icon
273
CALL
Las Vegas Sands
LVS
$27.7B
$73.9M 0.06%
2,019,700
+1,413,800
+233% +$60.6M
SNAP icon
274
CALL
Snap
SNAP
$9.05B
$73.7M 0.06%
998,000
-22,300
-2% -$1.61M
CVS icon
275
PUT
CVS Health
CVS
$123B
$73.3M 0.06%
863,800
+302,700
+54% +$25.4M
9 10
11
12 13

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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.