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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
LQD icon
101
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$183M 0.14%
1,375,900
-1,566,500
-53% -$212M
NFLX icon
102
Netflix
NFLX
$320B
$182M 0.14%
2,985,750
+1,944,180
+187% +$107M
INTU icon
103
PUT
Intuit
INTU
$87.2B
$179M 0.13%
331,000
+283,200
+592% +$153M
AMD icon
104
Advanced Micro Devices
AMD
$826B
$175M 0.13%
1,699,300
+1,399,236
+466% +$143M
RCL icon
105
CALL
Royal Caribbean
RCL
$70.7B
$175M 0.13%
1,964,100
+1,659,100
+544% +$134M
CRM icon
106
PUT
Salesforce
CRM
$205B
$174M 0.13%
641,670
-196,500
-23% -$49.9M
SBUX icon
107
PUT
Starbucks
SBUX
$116B
$172M 0.13%
1,562,000
+642,200
+70% +$75.2M
TXN icon
108
PUT
Texas Instruments
TXN
$236B
$172M 0.13%
896,100
+471,900
+111% +$89.9M
COST icon
109
PUT
Costco
COST
$404B
$172M 0.13%
382,800
+79,200
+26% +$34.8M
FDX icon
110
PUT
FedEx
FDX
$74.3B
$171M 0.13%
780,000
-170,300
-18% -$46.2M
PINS icon
111
CALL
Pinterest
PINS
$11.4B
$170M 0.13%
3,331,000
+883,100
+36% +$54.3M
MU icon
112
CALL
Micron Technology
MU
$1.13T
$170M 0.13%
2,388,600
-677,100
-22% -$50.8M
WFC icon
113
PUT
Wells Fargo
WFC
$266B
$169M 0.13%
3,645,500
-117,300
-3% -$5.43M
UBER icon
114
CALL
Uber
UBER
$149B
$169M 0.13%
3,773,000
+1,033,900
+38% +$45.2M
CRM icon
115
CALL
Salesforce
CRM
$205B
$167M 0.13%
617,000
+343,200
+125% +$87.2M
MS icon
116
PUT
Morgan Stanley
MS
$340B
$167M 0.13%
1,718,700
+72,300
+4% +$7.16M
ZM icon
117
Zoom
ZM
$28.1B
$166M 0.13%
+635,535
New +$214M
UPST icon
118
CALL
Upstart Holdings
UPST
$2.63B
$166M 0.13%
+523,800
New +$103M
LOW icon
119
PUT
Lowe's Companies
LOW
$113B
$166M 0.13%
816,700
+636,700
+354% +$127M
NVDA icon
120
NVIDIA
NVDA
$5.45T
$166M 0.13%
7,991,890
+6,607,770
+477% +$137M
CVX icon
121
CALL
Chevron
CVX
$412B
$165M 0.12%
1,628,800
+268,500
+20% +$26.8M
CSCO icon
122
CALL
Cisco
CSCO
$430B
$165M 0.12%
3,033,100
-931,700
-23% -$52.3M
NKE icon
123
CALL
Nike
NKE
$56.5B
$164M 0.12%
1,132,100
+673,000
+147% +$110M
COP icon
124
PUT
ConocoPhillips
COP
$162B
$164M 0.12%
2,417,300
+1,581,600
+189% +$91.3M
PINS icon
125
PUT
Pinterest
PINS
$11.4B
$163M 0.12%
3,199,600
+333,800
+12% +$20.5M
3 4
5
6 7

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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.