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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 | |
|---|---|---|---|---|---|---|
701
CALL
Marriott International
MAR
$86.4B
| $15.8M | 0.01% |
115,500
-130,300
| -53% | -$18.8M |
|
702
CALL
Vanguard High Dividend Yield ETF
VYM
$82.5B
| $15.7M | 0.01% |
+150,000
| New | +$15.7M |
|
703
CALL
SolarEdge
SEDG
$2.17B
| $15.7M | 0.01% |
56,800
+42,100
| +286% | +$10.6M |
|
704
Hilton Worldwide
HLT
$69.1B
| $15.7M | 0.01% |
130,180
+111,291
| +589% | +$13.9M |
|
705
CALL
Devon Energy
DVN
$53.9B
| $15.7M | 0.01% |
537,700
+327,500
| +156% | +$8.47M |
|
|
PARA
706
DELISTED
Paramount Global Class B
PARA
| $15.7M | 0.01% |
346,980
-82,850
| -19% | -$3.42M |
|
707
PUT
Abbott
ABT
$182B
| $15.6M | 0.01% |
134,800
+134,600
| +67,300% | +$15.7M |
|
708
CALL
Capri Holdings
CPRI
$1.44B
| $15.6M | 0.01% |
272,800
+88,000
| +48% | +$4.79M |
|
709
CALL
United Rentals
URI
$64B
| $15.5M | 0.01% |
48,500
-35,800
| -42% | -$11.6M |
|
710
CALL
Clover Health Investments
CLOV
$2.31B
| $15.5M | 0.01% |
1,161,800
-514,100
| -31% | -$5.05M |
|
711
CALL
ARK Innovation ETF
ARKK
$6.32B
| $15.4M | 0.01% |
118,000
-249,000
| -68% | -$29M |
|
|
TWNKW
712
DELISTED
Hostess Brands, Inc. Warrants
TWNKW
| $15.4M | 0.01% |
6,332,779
| – | – |
|
713
CALL
Phreesia
PHR
$642M
| $15.4M | 0.01% |
+250,800
| New | +$13.1M |
|
|
MDP
714
PUT
DELISTED
Meredith Corporation
MDP
| $15.3M | 0.01% |
+353,000
| New | +$12.5M |
|
715
CALL
Sysco
SYY
$39.1B
| $15.3M | 0.01% |
196,900
+125,300
| +175% | +$10.1M |
|
716
CALL
iShares Global Clean Energy ETF
ICLN
$2.1B
| $15.3M | 0.01% |
652,300
+104,800
| +19% | +$2.39M |
|
717
CALL
PNC Financial Services
PNC
$96B
| $15.3M | 0.01% |
80,200
-117,500
| -59% | -$22.1M |
|
718
CALL
Antero Resources
AR
$12B
| $15M | 0.01% |
1,000,200
+200
| +0% | +$2.35K |
|
719
CALL
Prologis
PLD
$129B
| $15M | 0.01% |
125,200
+76,100
| +155% | +$8.9M |
|
720
CALL
Kohl's
KSS
$1.99B
| $15M | 0.01% |
271,300
+15,800
| +6% | +$908K |
|
721
CALL
NetEase
NTES
$74.2B
| $14.9M | 0.01% |
129,100
+41,100
| +47% | +$4.53M |
|
722
PUT
Enterprise Products Partners
EPD
$84.9B
| $14.9M | 0.01% |
616,400
-1,350,900
| -69% | -$32M |
|
723
PUT
Oracle
ORCL
$466B
| $14.8M | 0.01% |
190,500
-149,500
| -44% | -$11.7M |
|
724
PUT
Zscaler
ZS
$27.1B
| $14.7M | 0.01% |
67,900
+27,500
| +68% | +$5.23M |
|
725
CALL
Domino's
DPZ
$10.6B
| $14.6M | 0.01% |
31,200
-38,600
| -55% | -$16.4M |
|
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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.