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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 | |
|---|---|---|---|---|---|---|
876
CALL
iShares International Select Dividend ETF
IDV
$8.7B
| $9.72M | 0.01% |
+300,000
| New | +$9.89M |
|
877
CALL
Warner Bros
WBD
$70B
| $9.72M | 0.01% |
316,700
-133,200
| -30% | -$4.62M |
|
878
CALL
Harley-Davidson
HOG
$2.78B
| $9.72M | 0.01% |
211,900
-60,400
| -22% | -$2.8M |
|
879
PUT
HP
HPQ
$29.2B
| $9.71M | 0.01% |
321,800
+36,200
| +13% | +$1.16M |
|
|
PSTH
880
PUT
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $9.71M | 0.01% |
426,700
-378,400
| -47% | -$9.08M |
|
881
PUT
Aon
AON
$64.6B
| $9.67M | 0.01% |
40,500
-25,000
| -38% | -$6.11M |
|
882
CALL
BlackBerry
BB
$4.54B
| $9.67M | 0.01% |
791,400
-209,100
| -21% | -$2.19M |
|
883
CALL
Charter Communications
CHTR
$16B
| $9.67M | 0.01% |
13,400
-800
| -6% | -$539K |
|
|
HDV
884
CALL
iShares Core High Dividend ETF
HDV
$15.3B
| $9.65M | 0.01% |
+500,000
| New | +$9.71M |
|
885
CALL
Zscaler
ZS
$27.1B
| $9.64M | 0.01% |
44,600
-98,000
| -69% | -$18.6M |
|
|
886
Zscaler
ZS
$27.1B
| $9.61M | 0.01% |
44,476
+33,135
| +292% | +$6.3M |
|
887
CALL
Shake Shack
SHAK
$2.55B
| $9.6M | 0.01% |
89,700
+79,800
| +806% | +$8.05M |
|
888
CALL
Lightspeed Commerce
LSPD
$1.27B
| $9.6M | 0.01% |
+114,800
| New | +$8.07M |
|
889
PUT
Arbor Realty Trust
ABR
$918M
| $9.53M | 0.01% |
534,900
+100
| +0% | +$1.76K |
|
890
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
| $9.5M | 0.01% |
300,600
+120,600
| +67% | +$3.95M |
|
891
CALL
Assured Guaranty
AGO
$3.18B
| $9.5M | 0.01% |
200,000
| – | – |
|
892
PUT
JB Hunt Transport Services
JBHT
$25.2B
| $9.48M | 0.01% |
+58,200
| New | +$9.82M |
|
893
CALL
GATX Corp
GATX
$6.25B
| $9.4M | 0.01% |
+106,300
| New | +$10.2M |
|
894
CALL
Cboe Global Markets
CBOE
$30.5B
| $9.39M | 0.01% |
78,900
-5,600
| -7% | -$614K |
|
895
CALL
Five Below
FIVE
$13.6B
| $9.32M | 0.01% |
48,200
-309,900
| -87% | -$59.2M |
|
896
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
| $9.32M | 0.01% |
100,000
-7,500
| -7% | -$690K |
|
897
CALL
Eaton
ETN
$161B
| $9.31M | 0.01% |
62,800
-2,100
| -3% | -$303K |
|
898
CALL
Parker-Hannifin
PH
$120B
| $9.3M | 0.01% |
+30,300
| New | +$9.38M |
|
899
Trip.com Group
TCOM
$24.7B
| $9.29M | 0.01% |
262,122
+85,845
| +49% | +$3.27M |
|
900
PUT
T-Mobile US
TMUS
$190B
| $9.29M | 0.01% |
64,200
-131,300
| -67% | -$18.1M |
|
Similar funds
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.