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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 | |
|---|---|---|---|---|---|---|
|
JOYY
1401
CALL
JOYY Inc
JOYY
$3.61B
| $3.29M | ﹤0.01% |
49,800
-64,900
| -57% | -$5.51M |
|
1402
PUT
O'Reilly Automotive
ORLY
$69.6B
| $3.28M | ﹤0.01% |
87,000
-127,500
| -59% | -$4.57M |
|
1403
CALL
UWM Holdings
UWMC
$2.2B
| $3.28M | ﹤0.01% |
+387,700
| New | +$3.25M |
|
1404
CALL
Chubb
CB
$130B
| $3.27M | ﹤0.01% |
20,600
| – | – |
|
1405
GoodRx Holdings
GDRX
$1.14B
| $3.27M | ﹤0.01% |
90,925
+54,951
| +153% | +$2.03M |
|
|
CCXI
1406
DELISTED
ChemoCentryx, Inc.
CCXI
| $3.27M | ﹤0.01% |
+244,279
| New | +$6.02M |
|
|
FL
1407
CALL
DELISTED
Foot Locker
FL
| $3.26M | ﹤0.01% |
52,900
-125,100
| -70% | -$7.56M |
|
1408
PUT
Verisk Analytics
VRSK
$23.2B
| $3.24M | ﹤0.01% |
18,600
+3,700
| +25% | +$656K |
|
1409
CALL
iShares MSCI Japan ETF
EWJ
$23.3B
| $3.24M | ﹤0.01% |
48,000
+30,500
| +174% | +$2.09M |
|
|
QUOT
1410
PUT
DELISTED
Quotient Technology Inc
QUOT
| $3.24M | ﹤0.01% |
+300,000
| New | +$4.01M |
|
|
VAPO
1411
PUT
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $3.24M | ﹤0.01% |
17,125
+2,812
| +20% | +$479K |
|
1412
PUT
Children's Place
PLCE
$56.5M
| $3.23M | ﹤0.01% |
34,700
+31,700
| +1,057% | +$2.69M |
|
1413
Las Vegas Sands
LVS
$28.1B
| $3.23M | ﹤0.01% |
61,248
-155,797
| -72% | -$9M |
|
1414
PUT
Scotiabank
BNS
$112B
| $3.22M | ﹤0.01% |
49,500
-100,500
| -67% | -$6.5M |
|
1415
PUT
FerroAtlántica
GSM
$839M
| $3.21M | ﹤0.01% |
525,000
+200,000
| +62% | +$934K |
|
1416
PUT
Ovintiv
OVV
$17.8B
| $3.21M | ﹤0.01% |
101,900
-162,300
| -61% | -$4.36M |
|
1417
PUT
Pacific Biosciences
PACB
$401M
| $3.2M | ﹤0.01% |
91,500
+76,200
| +498% | +$2.22M |
|
1418
Transocean
RIG
$6.38B
| $3.2M | ﹤0.01% |
707,799
+585,533
| +479% | +$2.22M |
|
|
SGI
1419
PUT
Somnigroup International
SGI
$14.4B
| $3.17M | ﹤0.01% |
+81,000
| New | +$3.1M |
|
1420
CALL
Innoviz Technologies
INVZ
$102M
| $3.17M | ﹤0.01% |
+300,000
| New | +$3.12M |
|
|
LOTZ
1421
CALL
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
| $3.17M | ﹤0.01% |
579,800
+196,700
| +51% | +$1.24M |
|
1422
Molson Coors Class B
TAP
$7.17B
| $3.15M | ﹤0.01% |
58,652
-162,339
| -73% | -$9.07M |
|
|
SGI
1423
CALL
Somnigroup International
SGI
$14.4B
| $3.14M | ﹤0.01% |
+80,100
| New | +$3.07M |
|
1424
PUT
BioMarin Pharmaceuticals
BMRN
$12.5B
| $3.13M | ﹤0.01% |
37,500
| – | – |
|
|
APPH
1425
PUT
DELISTED
AppHarvest, Inc. Common Stock
APPH
| $3.13M | ﹤0.01% |
+195,400
| New | +$3.12M |
|
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.