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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 | |
|---|---|---|---|---|---|---|
|
KEEL
2001
CALL
Keel Infrastructure Corp
KEEL
$2.29B
| $850K | ﹤0.01% |
+200,000
| New | +$981K |
|
|
K
2002
PUT
DELISTED
Kellanova
K
| $850K | ﹤0.01% |
14,165
-260,392
| -95% | -$15.6M |
|
2003
CALL
Verra Mobility
VRRM
$567M
| $847K | ﹤0.01% |
+56,200
| New | +$858K |
|
2004
PUT
Baker Hughes
BKR
$63.2B
| $846K | ﹤0.01% |
34,200
-16,100
| -32% | -$359K |
|
2005
CALL
HP
HPQ
$29.2B
| $844K | ﹤0.01% |
30,900
-68,400
| -69% | -$1.97M |
|
2006
Apple Hospitality REIT
APLE
$3.67B
| $839K | ﹤0.01% |
53,312
+10,512
| +25% | +$158K |
|
2007
CALL
Offerpad Solutions Inc. Class A Common Stock
OPAD
$18.6M
| $839K | ﹤0.01% |
+641
| New | +$985K |
|
2008
PUT
Cheesecake Factory
CAKE
$5.16B
| $837K | ﹤0.01% |
17,800
-700
| -4% | -$32.9K |
|
2009
PUT
Performance Food Group
PFGC
$15B
| $836K | ﹤0.01% |
18,000
| – | – |
|
2010
CALL
Canadian Solar
CSIQ
$914M
| $835K | ﹤0.01% |
24,100
-205,400
| -89% | -$7.81M |
|
|
CDK
2011
DELISTED
CDK Global, Inc.
CDK
| $835K | ﹤0.01% |
19,630
-20,983
| -52% | -$945K |
|
|
SAVE
2012
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $830K | ﹤0.01% |
32,000
-69,700
| -69% | -$1.83M |
|
2013
CALL
Consolidated Edison
ED
$39.8B
| $827K | ﹤0.01% |
11,400
+11,000
| +2,750% | +$821K |
|
2014
PUT
NCR Voyix
VYX
$1.15B
| $826K | ﹤0.01% |
+34,719
| New | +$903K |
|
|
BIG
2015
DELISTED
Big Lots, Inc.
BIG
| $826K | ﹤0.01% |
19,051
+8,442
| +80% | +$460K |
|
2016
Alerian MLP ETF
AMLP
$13.6B
| $824K | ﹤0.01% |
24,716
+16,609
| +205% | +$554K |
|
|
FSR
2017
PUT
DELISTED
Fisker Inc.
FSR
| $818K | ﹤0.01% |
+55,900
| New | +$841K |
|
2018
PUT
J.M. Smucker
SJM
$13.2B
| $816K | ﹤0.01% |
6,800
+4,000
| +143% | +$509K |
|
2019
Scorpio Tankers
STNG
$4.16B
| $816K | ﹤0.01% |
44,036
-196,020
| -82% | -$3.27M |
|
2020
Stanley Black & Decker
SWK
$13.8B
| $816K | ﹤0.01% |
+4,654
| New | +$908K |
|
|
NEUE
2021
PUT
DELISTED
NeueHealth
NEUE
| $816K | ﹤0.01% |
+1,250
| New | +$1.1M |
|
2022
CALL
Illumina
ILMN
$31B
| $811K | ﹤0.01% |
2,056
-6,168
| -75% | -$2.84M |
|
2023
CALL
Archer Aviation
ACHR
$4.24B
| $809K | ﹤0.01% |
+91,100
| New | +$826K |
|
2024
PUT
Northern Trust
NTRS
$33.8B
| $808K | ﹤0.01% |
+7,500
| New | +$851K |
|
|
INOV
2025
CALL
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $806K | ﹤0.01% |
+20,000
| New | +$756K |
|
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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.