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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
+6.5%
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
$113B
AUM Growth
-$1.98B
(-1.7%)
Cap. Flow
-$4.61B
Cap. Flow
% of AUM
-4.06%
Top 10 Holdings %
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$316M |
| 2 |
Amazon
AMZN
|
+$156M |
| 3 |
Boeing
BA
|
+$95.3M |
| 4 |
Costco
COST
|
+$85.8M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$77.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$435M |
| 2 |
Apple
AAPL
|
+$233M |
| 3 |
Microsoft
MSFT
|
+$206M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$194M |
| 5 |
NVIDIA
NVDA
|
+$173M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.72% |
| 2 | Technology | 1.2% |
| 3 | Consumer Discretionary | 1.14% |
| 4 | Communication Services | 1.04% |
| 5 | Healthcare | 0.56% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
CALL
JD.com
JD
$36.5B
| $53.3M | 0.05% |
668,200
-2,180,700
| -77% | -$164M |
|
302
CALL
Bristol-Myers Squibb
BMY
$132B
| $53.3M | 0.05% |
797,400
-72,500
| -8% | -$4.73M |
|
303
PUT
Marriott International
MAR
$86.4B
| $53M | 0.05% |
387,900
+105,000
| +37% | +$15.1M |
|
304
Texas Instruments
TXN
$239B
| $52.9M | 0.05% |
275,186
-198,885
| -42% | -$37.3M |
|
305
CALL
Walt Disney
DIS
$180B
| $52.7M | 0.05% |
299,600
-368,700
| -55% | -$66.3M |
|
306
Wells Fargo
WFC
$271B
| $52.4M | 0.05% |
1,157,568
-3,241,356
| -74% | -$145M |
|
307
CALL
Medtronic
MDT
$118B
| $52.4M | 0.05% |
422,100
+127,300
| +43% | +$16M |
|
308
PUT
Merck
MRK
$364B
| $52.2M | 0.05% |
671,600
+212,052
| +46% | +$15.8M |
|
309
CALL
Valero Energy
VLO
$112B
| $52.1M | 0.05% |
667,300
-798,100
| -54% | -$61.8M |
|
310
PUT
United Rentals
URI
$64B
| $52.1M | 0.05% |
163,300
+73,700
| +82% | +$23.8M |
|
311
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.1B
| $52M | 0.05% |
383,800
+313,800
| +448% | +$41.3M |
|
312
CALL
First Solar
FSLR
$21.8B
| $51.6M | 0.05% |
569,900
+391,300
| +219% | +$31M |
|
313
PUT
XPeng
XPEV
$10.1B
| $51.5M | 0.05% |
1,158,500
-187,600
| -14% | -$6.39M |
|
314
PUT
Autodesk
ADSK
$43.2B
| $51.5M | 0.05% |
176,300
+17,100
| +11% | +$4.88M |
|
315
PUT
ConocoPhillips
COP
$164B
| $50.9M | 0.04% |
835,700
+295,584
| +55% | +$16.5M |
|
316
Nike
NKE
$55.4B
| $50.6M | 0.04% |
327,596
+293,985
| +875% | +$39.6M |
|
317
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $50.4M | 0.04% |
400,200
+350,600
| +707% | +$43M |
|
318
CALL
Bausch Health
BHC
$2.3B
| $50.2M | 0.04% |
1,711,600
-1,272,200
| -43% | -$38.5M |
|
319
PUT
SLB Ltd
SLB
$84.7B
| $49.6M | 0.04% |
1,550,300
-229,900
| -13% | -$7.06M |
|
320
PUT
Lyft
LYFT
$5.64B
| $48.8M | 0.04% |
807,300
-493,900
| -38% | -$28.4M |
|
|
321
CALL
XPeng
XPEV
$10.1B
| $48.8M | 0.04% |
1,098,700
-668,200
| -38% | -$22.8M |
|
322
CALL
Chipotle Mexican Grill
CMG
$45.6B
| $48.7M | 0.04% |
1,570,000
-1,340,000
| -46% | -$38.2M |
|
323
American Airlines Group
AAL
$8.57B
| $48.6M | 0.04% |
2,289,601
-756,143
| -25% | -$17.1M |
|
324
CALL
Expedia Group
EXPE
$32.7B
| $48.4M | 0.04% |
295,800
-24,300
| -8% | -$4.17M |
|
325
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
| $48.4M | 0.04% |
620,485
+620,480
| +12,409,600% | +$45M |
|
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TI
Parallax Volatility Advisers's Q2 2021 Portfolio in Review
As of Q2 2021, Parallax Volatility Advisers held 3,830 positions worth $113B, down 1.7% from $115B the previous quarter. Its ten largest holdings account for 39% of the portfolio.
Parallax Volatility Advisers withdrew a net $4.61B in Q2 2021, closing 891 positions and reducing 1,240 holdings. Its most notable exit was Sea Limited, an estimated $160M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Xerox worth $13.1M.
- Parallax Volatility Advisers's largest Q2 2021 buy was Xerox: 557,521 shares worth $13.1M.
- Parallax Volatility Advisers added most to Alphabet (Google) Class A in Q2 2021, an estimated $316M increase.
- Parallax Volatility Advisers's biggest Q2 2021 reduction was iShares Russell 2000 ETF, cutting an estimated $435M.
- Parallax Volatility Advisers fully exited Sea Limited in Q2 2021, selling an estimated $160M.
- Parallax Volatility Advisers's ten largest holdings make up 39% of its $113B portfolio in Q2 2021.
- Parallax Volatility Advisers opened 638 new positions and closed 891 in Q2 2021.
- Parallax Volatility Advisers's portfolio value fell 1.7% quarter-over-quarter to $113B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2021, filed 16 Aug 2021.