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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
GS icon
401
CALL
Goldman Sachs
GS
$300B
$45.9M 0.03%
121,400
-100,700
-45% -$39.3M
AA icon
402
PUT
Alcoa
AA
$13.4B
$45.8M 0.03%
936,700
+396,500
+73% +$16.8M
RBLX icon
403
PUT
Roblox
RBLX
$31.8B
$45.6M 0.03%
604,100
-186,700
-24% -$15.3M
TAN icon
404
CALL
Invesco Solar ETF
TAN
$1.02B
$45.2M 0.03%
565,100
-558,000
-50% -$47M
DAL icon
405
CALL
Delta Air Lines
DAL
$51.8B
$45.1M 0.03%
1,059,600
+156,700
+17% +$6.4M
NEM icon
406
CALL
Newmont
NEM
$136B
$44.9M 0.03%
827,500
+521,800
+171% +$30.8M
NIO icon
407
PUT
NIO
NIO
$9.27B
$44.9M 0.03%
1,259,000
-958,600
-43% -$39.4M
ASO icon
408
CALL
Academy Sports + Outdoors
ASO
$3.17B
$44.8M 0.03%
1,118,500
+512,100
+84% +$20.4M
XLV icon
409
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$44.5M 0.03%
349,300
+288,900
+478% +$38.2M
JCI icon
410
CALL
Johnson Controls International
JCI
$87.8B
$44.4M 0.03%
652,000
-132,000
-17% -$9.54M
HAL icon
411
PUT
Halliburton
HAL
$30.9B
$44.2M 0.03%
2,044,400
+232,400
+13% +$4.76M
MRK icon
412
PUT
Merck
MRK
$364B
$43.7M 0.03%
581,500
-90,100
-13% -$6.85M
MS icon
413
CALL
Morgan Stanley
MS
$338B
$43.4M 0.03%
446,100
-1,486,500
-77% -$147M
HAL icon
414
CALL
Halliburton
HAL
$30.9B
$43.4M 0.03%
2,005,500
+838,900
+72% +$17.2M
TAN icon
415
PUT
Invesco Solar ETF
TAN
$1.02B
$43.3M 0.03%
542,000
-160,000
-23% -$13.5M
UNP icon
416
PUT
Union Pacific
UNP
$169B
$43.3M 0.03%
220,700
+69,700
+46% +$15.1M
RH icon
417
CALL
RH
RH
$2.64B
$43.2M 0.03%
64,800
+31,800
+96% +$21.9M
AVGO icon
418
Broadcom
AVGO
$1.73T
$43.2M 0.03%
890,540
+371,440
+72% +$18.1M
PG icon
419
PUT
Procter & Gamble
PG
$331B
$43.1M 0.03%
308,500
+108,100
+54% +$15.3M
PEP icon
420
CALL
PepsiCo
PEP
$187B
$43.1M 0.03%
286,300
-211,400
-42% -$32.7M
DELL icon
421
PUT
Dell
DELL
$346B
$42.4M 0.03%
803,800
+176,189
+28% +$8.78M
DISH
422
PUT
DELISTED
DISH Network Corp.
DISH
$42.1M 0.03%
969,000
– –
MPC icon
423
CALL
Marathon Petroleum
MPC
$112B
$41.7M 0.03%
675,200
-853,800
-56% -$49.1M
CI icon
424
Cigna
CI
$73.5B
$41.5M 0.03%
207,102
-393,759
-66% -$85.6M
LMT icon
425
CALL
Lockheed Martin
LMT
$121B
$41.1M 0.03%
119,100
+18,200
+18% +$6.59M
15 16
17
18 19

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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.