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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 | |
|---|---|---|---|---|---|---|
401
CALL
Lyft
LYFT
$5.64B
| $37.3M | 0.03% |
617,100
-243,200
| -28% | -$14M |
|
402
CALL
International Paper
IP
$18.3B
| $37M | 0.03% |
637,718
-111,831
| -15% | -$6.38M |
|
403
PUT
Synchrony
SYF
$25.2B
| $36.5M | 0.03% |
752,800
-11,900
| -2% | -$542K |
|
404
CALL
Tencent Music
TME
$12.9B
| $36.2M | 0.03% |
2,339,900
+1,245,500
| +114% | +$20.6M |
|
405
TSMC
TSM
$2.26T
| $36.2M | 0.03% |
300,881
-407,233
| -58% | -$47.7M |
|
406
CALL
LyondellBasell Industries
LYB
$20.8B
| $36.1M | 0.03% |
351,200
+245,000
| +231% | +$26.5M |
|
407
CALL
Live Nation Entertainment
LYV
$39.6B
| $36.1M | 0.03% |
412,400
-10,600
| -3% | -$909K |
|
408
CALL
Magnite
MGNI
$3.38B
| $35.9M | 0.03% |
1,059,600
-867,800
| -45% | -$29.4M |
|
409
PUT
Dow Inc
DOW
$21.2B
| $35.6M | 0.03% |
563,100
-4,500
| -0.8% | -$297K |
|
410
PUT
Domino's
DPZ
$10.6B
| $35.4M | 0.03% |
75,900
-60,000
| -44% | -$25.4M |
|
411
CALL
Phillips 66
PSX
$104B
| $35.4M | 0.03% |
412,500
-225,300
| -35% | -$19M |
|
412
Applied Materials
AMAT
$372B
| $35.2M | 0.03% |
247,197
-162,010
| -40% | -$21.7M |
|
413
CALL
American Airlines Group
AAL
$8.57B
| $35.2M | 0.03% |
1,658,700
-3,032,700
| -65% | -$68.6M |
|
|
JMIA
414
PUT
Jumia Technologies
JMIA
$1B
| $35M | 0.03% |
1,152,700
+428,000
| +59% | +$12.9M |
|
415
PUT
Lowe's Companies
LOW
$111B
| $34.9M | 0.03% |
180,000
-532,800
| -75% | -$104M |
|
|
X
416
PUT
DELISTED
US Steel
X
| $34.6M | 0.03% |
1,443,300
+740,600
| +105% | +$18.2M |
|
417
PUT
Strategy Inc
MSTR
$52.7B
| $34.6M | 0.03% |
+521,000
| New | +$30.8M |
|
418
CALL
JB Hunt Transport Services
JBHT
$25.2B
| $34.6M | 0.03% |
+212,400
| New | +$35.9M |
|
419
Freeport-McMoran
FCX
$109B
| $34.6M | 0.03% |
932,174
+546,607
| +142% | +$21.3M |
|
420
CALL
Rocket Companies
RKT
$38B
| $34.6M | 0.03% |
1,785,500
+215,900
| +14% | +$4.37M |
|
421
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
| $34.5M | 0.03% |
124,300
-131,000
| -51% | -$36.6M |
|
422
PUT
Devon Energy
DVN
$53.9B
| $34.5M | 0.03% |
1,183,000
+471,400
| +66% | +$12.2M |
|
423
PUT
Diamondback Energy
FANG
$56.7B
| $34.4M | 0.03% |
366,100
+170,900
| +88% | +$14.1M |
|
|
NEWR
424
DELISTED
New Relic, Inc.
NEWR
| $34.3M | 0.03% |
511,945
+106,345
| +26% | +$6.85M |
|
425
CALL
Okta
OKTA
$30.2B
| $34.3M | 0.03% |
140,000
+110,000
| +367% | +$26.6M |
|
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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.