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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
(+17%)
Cap. Flow
+$1.23B
Cap. Flow
% of AUM
0.93%
Top 10 Holdings %
Top 10 Hldgs %
40.45%
Holding
3,682
New
739
Increased
1,106
Reduced
875
Closed
705
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$353M |
| 2 |
Zoom
ZM
|
+$214M |
| 3 |
Peloton Interactive
PTON
|
+$179M |
| 4 |
Nike
NKE
|
+$165M |
| 5 |
Micron Technology
MU
|
+$147M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$215M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$188M |
| 3 |
Tesla
TSLA
|
+$138M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$97M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
851
Genesco
GCO
$381M
| $11.6M | 0.01% |
+200,758
| New | +$11.9M |
|
852
KLA
KLAC
$239B
| $11.5M | 0.01% |
344,810
-164,670
| -32% | -$5.5M |
|
853
PUT
Sysco
SYY
$39.1B
| $11.5M | 0.01% |
146,600
+5,000
| +4% | +$381K |
|
|
LKFT
854
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.8B
| $11.5M | 0.01% |
217,924
-15,993
| -7% | -$949K |
|
855
CALL
Cencora
COR
$61.7B
| $11.5M | 0.01% |
95,900
+19,100
| +25% | +$2.29M |
|
856
D.R. Horton
DHI
$38.9B
| $11.4M | 0.01% |
135,707
-202,773
| -60% | -$18.7M |
|
857
Gilead Sciences
GILD
$181B
| $11.4M | 0.01% |
163,098
-123,037
| -43% | -$8.64M |
|
858
Johnson & Johnson
JNJ
$644B
| $11.4M | 0.01% |
+70,506
| New | +$12M |
|
859
PUT
KeyCorp
KEY
$23.2B
| $11.4M | 0.01% |
525,900
+473,900
| +911% | +$9.58M |
|
860
CALL
SoFi Technologies
SOFI
$22.4B
| $11.3M | 0.01% |
+711,600
| New | +$11.2M |
|
861
Cardinal Health
CAH
$55.8B
| $11.3M | 0.01% |
228,142
+217,631
| +2,071% | +$11.8M |
|
862
PUT
Brunswick
BC
$4.6B
| $11.3M | 0.01% |
+118,200
| New | +$11.8M |
|
863
CALL
Lennar Class A
LEN
$19.5B
| $11.2M | 0.01% |
124,063
+9,193
| +8% | +$910K |
|
864
PUT
Veeva Systems
VEEV
$42.2B
| $11.2M | 0.01% |
39,000
-27,200
| -41% | -$8.63M |
|
865
CALL
Dollar Tree
DLTR
$22.2B
| $11.2M | 0.01% |
117,400
+103,500
| +745% | +$9.95M |
|
866
CALL
TransUnion
TRU
$14.8B
| $11.2M | 0.01% |
+100,000
| New | +$11.8M |
|
|
867
PUT
TransUnion
TRU
$14.8B
| $11.2M | 0.01% |
+100,000
| New | +$11.8M |
|
868
PUT
Becton Dickinson
BDX
$49B
| $11.2M | 0.01% |
46,638
+17,015
| +57% | +$4.17M |
|
869
CALL
Northrop Grumman
NOC
$73.2B
| $11.2M | 0.01% |
31,000
-4,300
| -12% | -$1.55M |
|
870
PUT
Yum! Brands
YUM
$39.6B
| $11.2M | 0.01% |
91,200
+84,800
| +1,325% | +$10.8M |
|
871
PUT
Altria Group
MO
$113B
| $11.2M | 0.01% |
244,900
-319,700
| -57% | -$15.4M |
|
872
PUT
Jefferies Financial Group
JEF
$12.7B
| $11.1M | 0.01% |
+313,800
| New | +$10.5M |
|
873
PUT
Canadian Imperial Bank of Commerce
CM
$104B
| $11.1M | 0.01% |
+200,000
| New | +$11.5M |
|
874
PUT
Invesco Senior Loan ETF
BKLN
$6.77B
| $11.1M | 0.01% |
+500,000
| New | +$11.1M |
|
|
875
CALL
Genesco
GCO
$381M
| $11M | 0.01% |
+191,300
| New | +$11.4M |
|
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TI
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.