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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$21.1B 15.91%
49,073,800
+8,479,900
+21% +$3.74B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$490B
$5.71B 4.32%
15,959,800
+1,086,900
+7% +$400M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$5.34B 4.04%
24,423,300
+4,870,200
+25% +$1.08B
TSLA icon
4
PUT
Tesla
TSLA
$1.45T
$3.9B 2.95%
15,092,100
+6,993,300
+86% +$1.65B
SPY icon
5
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$3.86B 2.91%
8,985,900
-1,315,300
-13% -$580M
QQQ icon
6
CALL
Invesco QQQ Trust
QQQ
$490B
$3.57B 2.7%
9,977,800
-2,106,600
-17% -$776M
TSLA icon
7
CALL
Tesla
TSLA
$1.45T
$2.91B 2.2%
11,261,700
-2,970,600
-21% -$699M
MSFT icon
8
PUT
Microsoft
MSFT
$3.67T
$2.74B 2.07%
9,701,700
+6,472,300
+200% +$1.88B
IWM icon
9
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$2.26B 1.7%
10,311,200
+6,989,400
+210% +$1.55B
AMZN icon
10
PUT
Amazon
AMZN
$2.77T
$2.19B 1.66%
13,336,000
+9,404,000
+239% +$1.62B
META icon
11
PUT
Meta Platforms (Facebook)
META
$1.56T
$1.62B 1.23%
4,785,700
+2,457,800
+106% +$885M
AAPL icon
12
PUT
Apple
AAPL
$4.61T
$1.34B 1.01%
9,485,900
+1,800
+0% +$265K
GOOGL icon
13
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
$1.15B 0.87%
8,622,000
+4,074,000
+90% +$554M
NVDA icon
14
PUT
NVIDIA
NVDA
$5.45T
$937M 0.71%
45,237,000
-1,087,000
-2% -$22.6M
AMD icon
15
PUT
Advanced Micro Devices
AMD
$826B
$907M 0.69%
8,811,300
+3,056,600
+53% +$312M
HYG icon
16
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$851M 0.64%
9,730,600
-4,582,400
-32% -$402M
GOOG icon
17
PUT
Alphabet (Google) Class C
GOOG
$4.1T
$835M 0.63%
6,262,000
+2,440,000
+64% +$336M
META icon
18
CALL
Meta Platforms (Facebook)
META
$1.56T
$804M 0.61%
2,370,300
+357,000
+18% +$129M
AMZN icon
19
CALL
Amazon
AMZN
$2.77T
$769M 0.58%
4,682,000
+2,812,000
+150% +$485M
MSFT icon
20
Microsoft
MSFT
$3.67T
$647M 0.49%
2,295,067
+1,212,774
+112% +$353M
PYPL icon
21
PUT
PayPal
PYPL
$45.5B
$642M 0.49%
2,468,500
+1,397,700
+131% +$397M
GLD icon
22
CALL
SPDR Gold Trust
GLD
$148B
$642M 0.49%
3,909,600
-2,352,700
-38% -$394M
MSFT icon
23
CALL
Microsoft
MSFT
$3.67T
$616M 0.47%
2,185,500
+491,600
+29% +$143M
NFLX icon
24
PUT
Netflix
NFLX
$320B
$602M 0.45%
9,859,000
-77,000
-0.8% -$4.24M
MU icon
25
PUT
Micron Technology
MU
$1.13T
$523M 0.4%
7,369,600
+4,448,300
+152% +$334M
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.