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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
EMR icon
826
CALL
Emerson Electric
EMR
$83.9B
$12.4M 0.01%
131,600
+46,000
+54% +$4.59M
TLRY icon
827
CALL
Tilray
TLRY
$579M
$12.4M 0.01%
109,420
+105,390
+2,615% +$14.4M
IP icon
828
PUT
International Paper
IP
$18.3B
$12.3M 0.01%
232,109
+13,306
+6% +$741K
GPMT
829
PUT
Granite Point Mortgage Trust
GPMT
$48.2M
$12.3M 0.01%
+931,800
New +$12.8M
VOO icon
830
Vanguard S&P 500 ETF
VOO
$1.04T
$12.3M 0.01%
31,116
+18,473
+146% +$7.49M
ZS icon
831
Zscaler
ZS
$27.1B
$12.2M 0.01%
46,674
+2,198
+5% +$552K
CTRA
832
DELISTED
Coterra Energy
CTRA
$12.2M 0.01%
561,219
+510,956
+1,017% +$8.76M
IDV icon
833
CALL
iShares International Select Dividend ETF
IDV
$8.7B
$12.2M 0.01%
400,000
+100,000
+33% +$3.21M
FSLY icon
834
Fastly Inc
FSLY
$3.62B
$12.2M 0.01%
300,812
+169,504
+129% +$7.82M
WEX icon
835
PUT
WEX
WEX
$6.34B
$12.2M 0.01%
69,000
– –
CAR icon
836
Avis
CAR
$4.69B
$12.1M 0.01%
+104,060
New +$9.17M
ZEN
837
PUT
DELISTED
ZENDESK INC
ZEN
$12.1M 0.01%
104,000
+3,500
+3% +$452K
TWTR
838
DELISTED
Twitter, Inc.
TWTR
$12.1M 0.01%
199,916
-469,118
-70% -$30.8M
SIVB
839
PUT
DELISTED
SVB Financial Group
SIVB
$11.9M 0.01%
18,400
-6,500
-26% -$3.77M
LKFT
840
PUT
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.8B
$11.9M 0.01%
225,900
-165,800
-42% -$9.84M
SYY icon
841
CALL
Sysco
SYY
$39.1B
$11.9M 0.01%
151,300
-45,600
-23% -$3.48M
AG icon
842
CALL
First Majestic Silver
AG
$10.4B
$11.9M 0.01%
1,048,700
+254,900
+32% +$3.29M
TTD icon
843
PUT
Trade Desk
TTD
$6.52B
$11.8M 0.01%
168,000
+31,300
+23% +$2.42M
BLMN icon
844
CALL
Bloomin' Brands
BLMN
$774M
$11.8M 0.01%
471,500
+19,200
+4% +$497K
HUM icon
845
CALL
Humana
HUM
$48B
$11.8M 0.01%
30,200
+10,000
+50% +$4.24M
MRVL icon
846
PUT
Marvell Technology
MRVL
$211B
$11.7M 0.01%
194,500
-124,600
-39% -$7.47M
CI icon
847
PUT
Cigna
CI
$73.5B
$11.7M 0.01%
58,600
+31,400
+115% +$6.83M
KHC icon
848
CALL
Kraft Heinz
KHC
$29.2B
$11.7M 0.01%
318,200
+61,000
+24% +$2.3M
TFC icon
849
CALL
Truist Financial
TFC
$61.3B
$11.6M 0.01%
198,300
+147,000
+287% +$8.21M
WTW icon
850
CALL
Willis Towers Watson
WTW
$29.1B
$11.6M 0.01%
50,000
-150,000
-75% -$33.4M
32 33
34
35 36

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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.