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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
PTON icon
76
PUT
Peloton Interactive
PTON
$2.21B
$238M 0.18%
2,738,700
+1,468,500
+116% +$162M
LRCX icon
77
PUT
Lam Research
LRCX
$401B
$232M 0.18%
4,070,000
+1,290,000
+46% +$78.5M
FCX icon
78
PUT
Freeport-McMoran
FCX
$110B
$228M 0.17%
7,018,200
+4,042,400
+136% +$142M
RCL icon
79
PUT
Royal Caribbean
RCL
$70.7B
$223M 0.17%
2,504,200
+1,135,200
+83% +$91.8M
SNOW icon
80
PUT
Snowflake
SNOW
$116B
$221M 0.17%
729,700
-254,400
-26% -$72.4M
GS icon
81
PUT
Goldman Sachs
GS
$302B
$218M 0.16%
577,500
+84,700
+17% +$33.1M
SMH icon
82
PUT
VanEck Semiconductor ETF
SMH
$69.8B
$217M 0.16%
1,689,600
+472,600
+39% +$62.3M
TWTR
83
PUT
DELISTED
Twitter, Inc.
TWTR
$216M 0.16%
3,582,000
+1,172,500
+49% +$77M
XLF icon
84
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$210M 0.16%
5,608,100
+2,151,500
+62% +$80.5M
SE icon
85
CALL
Sea Limited
SE
$69.4B
$210M 0.16%
659,400
+36,000
+6% +$11M
CCL icon
86
PUT
Carnival Corporation Ltd
CCL
$31.8B
$210M 0.16%
8,399,500
+3,557,100
+73% +$82.8M
MELI icon
87
PUT
Mercado Libre
MELI
$97.7B
$208M 0.16%
123,700
+23,400
+23% +$40.5M
BYND icon
88
PUT
Beyond Meat
BYND
$193M
$205M 0.16%
65,020
+8,200
+14% +$30.1M
BIDU icon
89
CALL
Baidu
BIDU
$31.4B
$205M 0.16%
1,334,500
-314,100
-19% -$51.6M
ZM icon
90
CALL
Zoom
ZM
$28.1B
$203M 0.15%
776,900
-247,600
-24% -$83.5M
INTC icon
91
CALL
Intel
INTC
$552B
$202M 0.15%
3,796,900
+562,000
+17% +$30.5M
U icon
92
CALL
Unity
U
$18.8B
$200M 0.15%
1,582,300
-464,100
-23% -$54.9M
ADBE icon
93
Adobe
ADBE
$102B
$199M 0.15%
345,412
+166,134
+93% +$105M
CMCSA icon
94
CALL
Comcast
CMCSA
$93.4B
$197M 0.15%
3,528,800
+1,220,200
+53% +$71.1M
BAC icon
95
CALL
Bank of America
BAC
$436B
$196M 0.15%
4,610,800
+741,500
+19% +$29.9M
NKE icon
96
Nike
NKE
$56.5B
$195M 0.15%
1,340,969
+1,013,373
+309% +$165M
CVX icon
97
PUT
Chevron
CVX
$412B
$193M 0.15%
1,906,800
+698,700
+58% +$69.7M
AAL icon
98
PUT
American Airlines Group
AAL
$8.55B
$192M 0.15%
9,361,600
+2,927,800
+46% +$59.3M
PFE icon
99
PUT
Pfizer
PFE
$158B
$191M 0.14%
4,441,600
+2,411,000
+119% +$107M
AMZN icon
100
Amazon
AMZN
$2.77T
$186M 0.14%
1,135,300
-302,980
-21% -$52.3M
2 3
4
5 6

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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.