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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 | |
|---|---|---|---|---|---|---|
476
PUT
KLA
KLAC
$239B
| $29.9M | 0.03% |
921,000
+557,000
| +153% | +$17.8M |
|
477
KE Holdings
BEKE
$18.6B
| $29.9M | 0.03% |
626,056
+311,335
| +99% | +$15.9M |
|
478
PUT
Take-Two Interactive
TTWO
$39.5B
| $29.8M | 0.03% |
168,600
+18,900
| +13% | +$3.36M |
|
479
CALL
Oracle
ORCL
$466B
| $29.8M | 0.03% |
382,300
-330,200
| -46% | -$25.8M |
|
480
PUT
Spotify
SPOT
$108B
| $29.7M | 0.03% |
107,800
-100,700
| -48% | -$25.5M |
|
481
CALL
Sabre
SABR
$864M
| $29.6M | 0.03% |
2,370,800
-162,300
| -6% | -$2.28M |
|
482
PUT
Marathon Petroleum
MPC
$112B
| $29.6M | 0.03% |
489,600
-610,700
| -56% | -$35.8M |
|
483
CALL
State Street SPDR S&P Retail ETF
XRT
$274M
| $29.5M | 0.03% |
303,000
-135,000
| -31% | -$12.6M |
|
484
CALL
Freeport-McMoran
FCX
$109B
| $29.3M | 0.03% |
790,000
-384,300
| -33% | -$15M |
|
|
ATVI
485
PUT
DELISTED
Activision Blizzard
ATVI
| $29.3M | 0.03% |
306,800
-172,300
| -36% | -$16.3M |
|
486
UnitedHealth
UNH
$353B
| $29.3M | 0.03% |
73,121
+26,114
| +56% | +$10.4M |
|
|
BBBY
487
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $29.3M | 0.03% |
879,200
+451,300
| +105% | +$12.6M |
|
488
CALL
eHealth
EHTH
$29.6M
| $29.2M | 0.03% |
500,500
-300
| -0.1% | -$19.7K |
|
489
CALL
FirstEnergy
FE
$26.7B
| $29.2M | 0.03% |
783,800
-437,400
| -36% | -$16.3M |
|
490
PUT
CRISPR Therapeutics
CRSP
$5.17B
| $29.1M | 0.03% |
179,900
+104,900
| +140% | +$12.8M |
|
491
PUT
Capri Holdings
CPRI
$1.44B
| $29.1M | 0.03% |
508,300
-192,400
| -27% | -$10.5M |
|
|
DFS
492
PUT
DELISTED
Discover Financial Services
DFS
| $29M | 0.03% |
245,500
-259,900
| -51% | -$29.4M |
|
493
United States Oil Fund
USO
$1.7B
| $28.9M | 0.03% |
579,358
-816,711
| -59% | -$36.9M |
|
494
PUT
3M
MMM
$84.8B
| $28.9M | 0.03% |
173,898
-109,195
| -39% | -$18.2M |
|
495
PUT
Fastly Inc
FSLY
$3.62B
| $28.8M | 0.03% |
482,700
+77,700
| +19% | +$4.42M |
|
|
WBA
496
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $28.7M | 0.03% |
545,100
+446,500
| +453% | +$24M |
|
497
PUT
BJs Wholesale Club
BJ
$11.2B
| $28.7M | 0.03% |
602,200
+602,100
| +602,100% | +$27.6M |
|
498
CALL
New Oriental
EDU
$8.83B
| $28.5M | 0.03% |
+348,160
| New | +$42.3M |
|
|
COUP
499
PUT
DELISTED
Coupa Software Incorporated
COUP
| $28.5M | 0.03% |
108,700
-24,300
| -18% | -$6.02M |
|
500
CALL
MGM Resorts International
MGM
$10.2B
| $28.4M | 0.03% |
666,800
-1,541,900
| -70% | -$63.8M |
|
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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.