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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
CAR icon
451
PUT
Avis
CAR
$4.69B
$37M 0.03%
317,500
+247,900
+356% +$21.8M
KLAC icon
452
PUT
KLA
KLAC
$239B
$36.9M 0.03%
1,103,000
+182,000
+20% +$6.08M
DE icon
453
PUT
Deere & Co
DE
$183B
$36.5M 0.03%
109,000
+60,500
+125% +$21.8M
CMCSA icon
454
PUT
Comcast
CMCSA
$87.3B
$36.5M 0.03%
652,900
-18,400
-3% -$1.07M
FVRR icon
455
CALL
Fiverr
FVRR
$321M
$36.4M 0.03%
199,500
-30,700
-13% -$6.18M
CAT icon
456
CALL
Caterpillar
CAT
$375B
$36.3M 0.03%
189,200
-27,200
-13% -$5.66M
APPS icon
457
PUT
Digital Turbine
APPS
$1.34B
$36.1M 0.03%
524,900
+354,600
+208% +$22M
LYV icon
458
CALL
Live Nation Entertainment
LYV
$39.6B
$35.7M 0.03%
391,800
-20,600
-5% -$1.73M
ICLN icon
459
PUT
iShares Global Clean Energy ETF
ICLN
$2.1B
$35.6M 0.03%
1,645,400
-179,500
-10% -$4.09M
CHWY icon
460
Chewy
CHWY
$8.5B
$35.5M 0.03%
521,176
+280,569
+117% +$23.2M
AZO icon
461
PUT
AutoZone
AZO
$47.5B
$35.3M 0.03%
20,800
+16,500
+384% +$26.5M
WYNN icon
462
CALL
Wynn Resorts
WYNN
$9.29B
$35.1M 0.03%
414,300
+230,700
+126% +$22.8M
TMO icon
463
Thermo Fisher Scientific
TMO
$224B
$34.9M 0.03%
61,126
+11,945
+24% +$6.56M
SPOT icon
464
PUT
Spotify
SPOT
$108B
$34.8M 0.03%
154,600
+46,800
+43% +$11M
SYF icon
465
PUT
Synchrony
SYF
$25.2B
$34.6M 0.03%
708,300
-44,500
-6% -$2.16M
USB icon
466
CALL
US Bancorp
USB
$96.8B
$34.6M 0.03%
582,000
-116,200
-17% -$6.62M
M icon
467
PUT
Macy's
M
$5.66B
$34.5M 0.03%
1,526,800
+861,500
+129% +$17.2M
WDC icon
468
Western Digital
WDC
$174B
$34.5M 0.03%
808,816
+683,187
+544% +$32.5M
USO icon
469
PUT
United States Oil Fund
USO
$1.7B
$34.1M 0.03%
648,284
-254,900
-28% -$12.5M
NUE icon
470
PUT
Nucor
NUE
$58.5B
$33.9M 0.03%
344,500
+263,100
+323% +$28M
MAR icon
471
Marriott International
MAR
$86.4B
$33.8M 0.03%
228,560
+70,182
+44% +$9.8M
USO icon
472
United States Oil Fund
USO
$1.7B
$33.8M 0.03%
643,092
+63,734
+11% +$3.12M
BLDR icon
473
PUT
Builders FirstSource
BLDR
$6.61B
$33.7M 0.03%
652,000
+602,000
+1,204% +$29.4M
FVRR icon
474
PUT
Fiverr
FVRR
$321M
$33.7M 0.03%
184,200
-54,300
-23% -$10.9M
SABR icon
475
CALL
Sabre
SABR
$864M
$33.6M 0.03%
2,834,400
+463,600
+20% +$5.26M
17 18
19
20 21

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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.