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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 | |
|---|---|---|---|---|---|---|
|
HES
551
CALL
DELISTED
Hess
HES
| $24.5M | 0.02% |
281,000
-387,000
| -58% | -$31.2M |
|
552
CALL
Capital One
COF
$129B
| $24.5M | 0.02% |
158,200
-357,000
| -69% | -$53.9M |
|
553
PUT
iShares MSCI Brazil ETF
EWZ
$8.67B
| $24.4M | 0.02% |
602,100
-1,268,100
| -68% | -$47.9M |
|
554
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $24.3M | 0.02% |
904,000
-571,200
| -39% | -$14.9M |
|
|
FTCH
555
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $24.2M | 0.02% |
481,500
-1,282,900
| -73% | -$60.9M |
|
556
CALL
Darden Restaurants
DRI
$23.8B
| $24.2M | 0.02% |
165,700
-116,700
| -41% | -$16.4M |
|
557
CALL
GDS Holdings
GDS
$6.49B
| $24.2M | 0.02% |
308,200
+199,700
| +184% | +$15.5M |
|
|
PXD
558
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $24.1M | 0.02% |
148,300
-460,476
| -76% | -$72.4M |
|
559
PUT
Valero Energy
VLO
$112B
| $24.1M | 0.02% |
308,100
-82,700
| -21% | -$6.4M |
|
560
PUT
Phillips 66
PSX
$104B
| $23.9M | 0.02% |
278,200
+14,000
| +5% | +$1.18M |
|
561
PUT
CarMax
KMX
$8.56B
| $23.8M | 0.02% |
184,300
-48,500
| -21% | -$6M |
|
562
CALL
Broadcom
AVGO
$1.73T
| $23.7M | 0.02% |
498,000
-694,000
| -58% | -$32.2M |
|
563
CALL
Kroger
KR
$34.6B
| $23.6M | 0.02% |
617,200
+540,400
| +704% | +$20.3M |
|
564
PUT
Steel Dynamics
STLD
$34.5B
| $23.6M | 0.02% |
+395,200
| New | +$23.2M |
|
|
565
PUT
Kroger
KR
$34.6B
| $23.5M | 0.02% |
614,000
+311,400
| +103% | +$11.7M |
|
566
PUT
Intuit
INTU
$85.9B
| $23.4M | 0.02% |
47,800
-73,200
| -60% | -$31.7M |
|
567
PUT
KraneShares CSI China Internet ETF
KWEB
$4.78B
| $23.4M | 0.02% |
335,100
+30,100
| +10% | +$2.17M |
|
|
DFS
568
CALL
DELISTED
Discover Financial Services
DFS
| $23.4M | 0.02% |
197,700
-177,000
| -47% | -$20M |
|
569
PUT
Centene
CNC
$31.6B
| $23.3M | 0.02% |
320,100
+303,700
| +1,852% | +$20.8M |
|
|
BCOV
570
PUT
DELISTED
Brightcove, Inc.
BCOV
| $23.3M | 0.02% |
1,625,000
-135,000
| -8% | -$2.17M |
|
571
CALL
WIX.com
WIX
$3.11B
| $23.3M | 0.02% |
80,200
-700
| -0.9% | -$196K |
|
|
572
PUT
Darden Restaurants
DRI
$23.8B
| $23.1M | 0.02% |
157,900
-101,300
| -39% | -$14.3M |
|
573
Booking.com
BKNG
$130B
| $23.1M | 0.02% |
263,400
-151,275
| -36% | -$14.1M |
|
574
PUT
Cencora
COR
$61.7B
| $23M | 0.02% |
201,100
-2,300
| -1% | -$272K |
|
575
PUT
SolarEdge
SEDG
$2.17B
| $22.9M | 0.02% |
82,800
+58,500
| +241% | +$14.7M |
|
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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.