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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Citizens Financial Group
CFG
$29.2B
| $5.8M | 0.01% |
126,400
+1,400
| +1% | +$66.1K |
|
|
SPWR
1102
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $5.78M | 0.01% |
197,800
+195,600
| +8,891% | +$5.05M |
|
|
EVBG
1103
CALL
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $5.78M | 0.01% |
+42,500
| New | +$5.31M |
|
1104
PUT
Canadian Pacific Kansas City
CP
$79.2B
| $5.77M | 0.01% |
+75,000
| New | +$5.81M |
|
1105
PUT
Cleveland-Cliffs
CLF
$6.9B
| $5.74M | 0.01% |
266,100
+126,800
| +91% | +$2.5M |
|
1106
CALL
PVH
PVH
$3.16B
| $5.71M | 0.01% |
53,100
+52,600
| +10,520% | +$5.78M |
|
|
ARR
1107
CALL
Armour Residential REIT
ARR
$2.29B
| $5.71M | 0.01% |
100,000
| – | – |
|
|
ARR
1108
PUT
Armour Residential REIT
ARR
$2.29B
| $5.71M | 0.01% |
100,000
| – | – |
|
|
AXNX
1109
CALL
DELISTED
Axonics, Inc. Common Stock
AXNX
| $5.71M | 0.01% |
+90,000
| New | +$5.31M |
|
|
AXNX
1110
PUT
DELISTED
Axonics, Inc. Common Stock
AXNX
| $5.71M | 0.01% |
+90,000
| New | +$5.31M |
|
1111
CALL
Aflac
AFL
$57.5B
| $5.69M | 0.01% |
+106,100
| New | +$5.79M |
|
|
FISV
1112
Fiserv Inc
FISV
$25.9B
| $5.68M | 0.01% |
53,112
+5,125
| +11% | +$596K |
|
|
JKS
1113
JinkoSolar
JKS
$638M
| $5.67M | 0.01% |
+101,153
| New | +$3.86M |
|
1114
CALL
C.H. Robinson
CHRW
$17.6B
| $5.64M | 0.01% |
60,200
+60,100
| +60,100% | +$5.86M |
|
|
TTM
1115
PUT
DELISTED
Tata Motors Limited
TTM
| $5.64M | 0.01% |
247,400
| – | – |
|
1116
CALL
Rio Tinto
RIO
$169B
| $5.62M | 0.01% |
67,000
-15,500
| -19% | -$1.33M |
|
1117
CALL
Stryker
SYK
$106B
| $5.61M | ﹤0.01% |
21,600
+21,500
| +21,500% | +$5.5M |
|
1118
PUT
Apollo Global Management
APO
$77.3B
| $5.61M | ﹤0.01% |
90,200
-67,100
| -43% | -$3.72M |
|
1119
CALL
BGC Group
BGC
$5.8B
| $5.61M | ﹤0.01% |
+989,200
| New | +$5.66M |
|
1120
CALL
Repligen
RGEN
$9.31B
| $5.61M | ﹤0.01% |
+28,100
| New | +$5.45M |
|
1121
PUT
Ciena
CIEN
$47.9B
| $5.61M | ﹤0.01% |
98,600
-73,700
| -43% | -$4.06M |
|
1122
Harley-Davidson
HOG
$2.78B
| $5.58M | ﹤0.01% |
121,855
+83,689
| +219% | +$3.88M |
|
1123
Corning
GLW
$145B
| $5.58M | ﹤0.01% |
136,363
-81,267
| -37% | -$3.54M |
|
1124
PUT
Under Armour Class C
UA
$2.06B
| $5.58M | ﹤0.01% |
300,300
-22,600
| -7% | -$426K |
|
1125
PUT
Global Payments
GPN
$23B
| $5.57M | ﹤0.01% |
29,700
-55,600
| -65% | -$11.2M |
|
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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.