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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
AAPL icon
26
CALL
Apple
AAPL
$4.61T
$487M 0.37%
3,445,000
-1,247,300
-27% -$184M
AMAT icon
27
PUT
Applied Materials
AMAT
$375B
$481M 0.36%
3,737,000
+1,986,600
+113% +$270M
META icon
28
Meta Platforms (Facebook)
META
$1.56T
$469M 0.35%
1,381,068
+330,373
+31% +$119M
C icon
29
PUT
Citigroup
C
$229B
$458M 0.35%
6,524,000
+635,200
+11% +$44.4M
BA icon
30
PUT
Boeing
BA
$167B
$432M 0.33%
1,963,100
+384,800
+24% +$85.8M
QCOM icon
31
PUT
Qualcomm
QCOM
$186B
$424M 0.32%
3,290,300
+668,700
+26% +$94.9M
BKNG icon
32
PUT
Booking.com
BKNG
$135B
$412M 0.31%
4,337,500
+2,225,000
+105% +$200M
UBER icon
33
PUT
Uber
UBER
$149B
$408M 0.31%
9,111,900
+3,722,400
+69% +$163M
MRNA icon
34
PUT
Moderna
MRNA
$56B
$407M 0.31%
1,058,700
+679,900
+179% +$251M
MRNA icon
35
CALL
Moderna
MRNA
$56B
$407M 0.31%
1,057,100
+786,800
+291% +$290M
GLD icon
36
PUT
SPDR Gold Trust
GLD
$148B
$395M 0.3%
2,407,100
-1,481,100
-38% -$248M
XYZ
37
PUT
Block Inc
XYZ
$48.1B
$392M 0.3%
1,635,900
-257,800
-14% -$66.2M
EFA icon
38
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
$389M 0.29%
4,980,300
+2,378,900
+91% +$190M
HYG icon
39
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$383M 0.29%
4,377,400
+3,478,800
+387% +$305M
EEM icon
40
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$377M 0.29%
7,488,800
+1,829,300
+32% +$95.2M
TLT icon
41
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$365M 0.28%
2,529,100
+328,100
+15% +$48.7M
Z icon
42
PUT
Zillow
Z
$7.28B
$365M 0.28%
4,138,900
-6,400
-0.2% -$647K
NVDA icon
43
CALL
NVIDIA
NVDA
$5.45T
$364M 0.28%
17,594,000
-8,878,000
-34% -$184M
SE icon
44
PUT
Sea Limited
SE
$69.4B
$359M 0.27%
1,126,300
+280,000
+33% +$85.9M
NKE icon
45
PUT
Nike
NKE
$56.5B
$358M 0.27%
2,464,500
+1,919,000
+352% +$313M
TGT icon
46
CALL
Target
TGT
$73.9B
$354M 0.27%
1,547,900
+386,000
+33% +$96.7M
BABA icon
47
CALL
Alibaba
BABA
$280B
$342M 0.26%
2,312,500
+170,100
+8% +$30.9M
BAC icon
48
PUT
Bank of America
BAC
$436B
$340M 0.26%
7,998,400
+2,740,700
+52% +$110M
C icon
49
CALL
Citigroup
C
$229B
$338M 0.26%
4,818,700
-12,200
-0.3% -$853K
ZM icon
50
PUT
Zoom
ZM
$28.1B
$336M 0.25%
1,286,100
-299,800
-19% -$101M
1
2
3 4 5

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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.