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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
COST icon
176
Costco
COST
$404B
$120M 0.09%
266,179
-10,858
-4% -$4.77M
W icon
177
CALL
Wayfair
W
$13.7B
$119M 0.09%
466,900
-36,000
-7% -$10.2M
XOM icon
178
CALL
ExxonMobil
XOM
$661B
$119M 0.09%
2,027,600
+1,053,300
+108% +$60M
ABNB icon
179
CALL
Airbnb
ABNB
$103B
$119M 0.09%
710,800
+634,500
+832% +$96.9M
GE icon
180
PUT
GE Aerospace
GE
$347B
$119M 0.09%
1,857,529
+1,748,884
+1,610% +$112M
WYNN icon
181
PUT
Wynn Resorts
WYNN
$9.5B
$119M 0.09%
1,405,300
+882,400
+169% +$87.1M
DIS icon
182
CALL
Walt Disney
DIS
$181B
$119M 0.09%
702,100
+402,500
+134% +$71.7M
EXPE icon
183
PUT
Expedia Group
EXPE
$33B
$119M 0.09%
724,500
+198,100
+38% +$30.6M
CI icon
184
CALL
Cigna
CI
$72.9B
$118M 0.09%
590,300
+567,000
+2,433% +$123M
UNH icon
185
PUT
UnitedHealth
UNH
$360B
$118M 0.09%
302,300
+52,300
+21% +$21.7M
ABNB icon
186
PUT
Airbnb
ABNB
$103B
$117M 0.09%
700,000
+523,500
+297% +$80M
QCOM icon
187
CALL
Qualcomm
QCOM
$186B
$117M 0.09%
910,200
+193,300
+27% +$27.4M
CMG icon
188
PUT
Chipotle Mexican Grill
CMG
$46.8B
$117M 0.09%
3,210,000
-1,055,000
-25% -$38.4M
TDOC icon
189
PUT
Teladoc Health
TDOC
$1.14B
$116M 0.09%
916,600
+110,200
+14% +$16M
XOM icon
190
PUT
ExxonMobil
XOM
$661B
$116M 0.09%
1,969,600
+864,400
+78% +$49.3M
NVAX icon
191
PUT
Novavax
NVAX
$1.68B
$115M 0.09%
553,700
+454,500
+458% +$100M
PFE icon
192
CALL
Pfizer
PFE
$158B
$114M 0.09%
2,659,500
+533,300
+25% +$23.6M
DKNG icon
193
CALL
DraftKings
DKNG
$11.9B
$114M 0.09%
2,363,200
+669,800
+40% +$35.5M
WFC icon
194
CALL
Wells Fargo
WFC
$266B
$113M 0.09%
2,438,600
-253,800
-9% -$11.7M
TMO icon
195
CALL
Thermo Fisher Scientific
TMO
$223B
$112M 0.08%
195,200
+62,000
+47% +$34M
UNH icon
196
CALL
UnitedHealth
UNH
$360B
$110M 0.08%
281,700
+6,800
+2% +$2.82M
KWEB icon
197
PUT
KraneShares CSI China Internet ETF
KWEB
$4.89B
$109M 0.08%
2,296,200
+1,961,100
+585% +$103M
OXY icon
198
PUT
Occidental Petroleum
OXY
$60.6B
$109M 0.08%
3,671,800
+1,721,600
+88% +$46M
MA icon
199
PUT
Mastercard
MA
$500B
$108M 0.08%
310,900
+28,800
+10% +$10.5M
CRWD icon
200
PUT
CrowdStrike
CRWD
$215B
$108M 0.08%
1,756,000
+1,041,200
+146% +$67.2M
6 7
8
9 10

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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.