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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 | |
|---|---|---|---|---|---|---|
1226
CALL
BioMarin Pharmaceuticals
BMRN
$12.5B
| $4.69M | ﹤0.01% |
56,200
| – | – |
|
1227
Intellia Therapeutics
NTLA
$1.71B
| $4.66M | ﹤0.01% |
+28,801
| New | +$2.24M |
|
1228
General Motors
GM
$73.5B
| $4.66M | ﹤0.01% |
78,768
-564,734
| -88% | -$33.2M |
|
1229
CALL
Enterprise Financial Services Corp
EFSC
$2.3B
| $4.64M | ﹤0.01% |
100,000
| – | – |
|
|
1230
PUT
Enterprise Financial Services Corp
EFSC
$2.3B
| $4.64M | ﹤0.01% |
100,000
| – | – |
|
|
HZNP
1231
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $4.63M | ﹤0.01% |
49,500
-37,000
| -43% | -$3.4M |
|
|
MRSH
1232
Marsh
MRSH
$84.4B
| $4.63M | ﹤0.01% |
32,909
+31,129
| +1,749% | +$4.17M |
|
1233
Paylocity
PCTY
$7.54B
| $4.63M | ﹤0.01% |
+24,238
| New | +$4.36M |
|
1234
CALL
GoodRx Holdings
GDRX
$1.14B
| $4.62M | ﹤0.01% |
128,400
-89,500
| -41% | -$3.3M |
|
1235
Starbucks
SBUX
$114B
| $4.62M | ﹤0.01% |
41,315
-475,435
| -92% | -$53.7M |
|
1236
CALL
Apollo Global Management
APO
$77.3B
| $4.61M | ﹤0.01% |
74,200
-201,700
| -73% | -$11.2M |
|
|
GTM
1237
PUT
ZoomInfo Technologies
GTM
$1.08B
| $4.6M | ﹤0.01% |
88,100
+83,600
| +1,858% | +$3.93M |
|
1238
PUT
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.93B
| $4.59M | ﹤0.01% |
+81,700
| New | +$4.25M |
|
1239
PUT
Boston Scientific
BSX
$65.2B
| $4.58M | ﹤0.01% |
107,200
+68,600
| +178% | +$2.89M |
|
1240
Pfizer
PFE
$158B
| $4.58M | ﹤0.01% |
117,050
+75,966
| +185% | +$2.95M |
|
1241
Biogen
BIIB
$31.1B
| $4.58M | ﹤0.01% |
13,235
+12,993
| +5,369% | +$3.94M |
|
1242
CALL
VICI Properties
VICI
$27.8B
| $4.58M | ﹤0.01% |
147,500
+127,500
| +638% | +$3.95M |
|
|
TUFN
1243
PUT
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $4.56M | ﹤0.01% |
500,000
-250,000
| -33% | -$2.34M |
|
1244
Labcorp
LH
$26B
| $4.54M | ﹤0.01% |
19,180
+18,663
| +3,610% | +$4.25M |
|
1245
PUT
Vroom Inc
VRM
$54.5M
| $4.54M | ﹤0.01% |
1,358
+733
| +117% | +$2.49M |
|
1246
CALL
Nu Skin
NUS
$236M
| $4.53M | ﹤0.01% |
+80,000
| New | +$4.55M |
|
1247
CALL
Philip Morris
PM
$289B
| $4.52M | ﹤0.01% |
45,600
-172,600
| -79% | -$16.6M |
|
1248
PUT
Tapestry
TPR
$22.7B
| $4.51M | ﹤0.01% |
103,700
-7,300
| -7% | -$326K |
|
|
SPR
1249
DELISTED
Spirit AeroSystems
SPR
| $4.5M | ﹤0.01% |
95,405
-75,135
| -44% | -$3.56M |
|
|
PSTH
1250
CALL
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $4.5M | ﹤0.01% |
197,500
-507,600
| -72% | -$12.2M |
|
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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.