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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
+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
Cap. Flow
-$4.61B
Cap. Flow %
-4.06%
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891

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
MHK icon
3301
Mohawk Industries
MHK
$8.67B
-685
Closed -$139K
MIR icon
3302
CALL
Mirion Technologies
MIR
$4.04B
-403,200
Closed -$4.21M
MITK icon
3303
Mitek Systems
MITK
$779M
-16,534
Closed -$278K
MKC icon
3304
CALL
McCormick & Company Non-Voting
MKC
$13.8B
-200
Closed -$18K
MKC icon
3305
McCormick & Company Non-Voting
MKC
$13.8B
-259
Closed -$23K
MKC icon
3306
PUT
McCormick & Company Non-Voting
MKC
$13.8B
-2,800
Closed -$250K
MKTX icon
3307
CALL
MarketAxess Holdings
MKTX
$5.75B
-800
Closed -$400K
MLM icon
3308
CALL
Martin Marietta Materials
MLM
$35.7B
-25,300
Closed -$8.49M
MNST icon
3309
CALL
Monster Beverage
MNST
$83.9B
-10,400
Closed -$237K
MNTS icon
3310
CALL
Momentus
MNTS
$89.2M
-25
Closed -$4.06M
MO icon
3311
Altria Group
MO
$113B
-138,653
Closed -$6.81M
CALY
3312
Callaway Golf Company
CALY
$2.75B
-17,373
Closed -$558K
MOMO
3313
CALL
Hello Group
MOMO
$685M
-922,300
Closed -$13.6M
MOMO
3314
Hello Group
MOMO
$685M
-33,996
Closed -$501K
MOMO
3315
PUT
Hello Group
MOMO
$685M
-3,400
Closed -$50K
MP icon
3316
MP Materials
MP
$9.67B
-29,156
Closed -$1.05M
MP icon
3317
PUT
MP Materials
MP
$9.67B
-100,000
Closed -$3.6M
MPC icon
3318
Marathon Petroleum
MPC
$112B
-16,072
Closed -$942K
MPLX icon
3319
MPLX
MPLX
$61.1B
-3,911
Closed -$111K
MRSN
3320
CALL
DELISTED
Mersana Therapeutics
MRSN
-3,484
Closed -$1.41M
MS icon
3321
Morgan Stanley
MS
$338B
-219,055
Closed -$18.8M
MSCI icon
3322
CALL
MSCI
MSCI
$40.3B
-400
Closed -$168K
MSI icon
3323
CALL
Motorola Solutions
MSI
$76.1B
-3,300
Closed -$621K
MTB icon
3324
M&T Bank
MTB
$34.4B
-481
Closed -$75.1K
MTN icon
3325
CALL
Vail Resorts
MTN
$4.64B
-1,600
Closed -$466K

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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.