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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 | |
|---|---|---|---|---|---|---|
126
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
| $147M | 0.13% |
529,100
-371,300
| -41% | -$104M |
|
127
CALL
Chevron
CVX
$419B
| $142M | 0.13% |
1,360,300
-1,132,700
| -45% | -$120M |
|
128
Cigna
CI
$73.5B
| $142M | 0.13% |
600,861
-9,712
| -2% | -$2.43M |
|
129
PUT
United Parcel Service
UPS
$84.4B
| $142M | 0.13% |
684,100
+83,200
| +14% | +$16.6M |
|
130
CALL
Vipshop
VIPS
$5.96B
| $139M | 0.12% |
6,915,000
+3,813,800
| +123% | +$95.9M |
|
131
CALL
Uber
UBER
$145B
| $137M | 0.12% |
2,739,100
-1,113,200
| -29% | -$58.1M |
|
132
PUT
American Airlines Group
AAL
$8.57B
| $136M | 0.12% |
6,433,800
-2,734,600
| -30% | -$61.9M |
|
133
PUT
Etsy
ETSY
$6.53B
| $136M | 0.12% |
661,600
+200,700
| +44% | +$37.1M |
|
134
Salesforce
CRM
$201B
| $136M | 0.12% |
555,570
-64,094
| -10% | -$14.8M |
|
135
CALL
Workday
WDAY
$44.8B
| $134M | 0.12% |
562,500
+356,000
| +172% | +$85.6M |
|
136
PUT
Teladoc Health
TDOC
$1.11B
| $134M | 0.12% |
806,400
+680,900
| +543% | +$110M |
|
137
Tesla
TSLA
$1.45T
| $133M | 0.12% |
587,688
+322,266
| +121% | +$70M |
|
138
PUT
Chipotle Mexican Grill
CMG
$45.6B
| $132M | 0.12% |
4,265,000
-290,000
| -6% | -$8.28M |
|
139
CALL
Comcast
CMCSA
$87.2B
| $132M | 0.12% |
2,308,600
-111,100
| -5% | -$6.21M |
|
140
PUT
JD.com
JD
$36.5B
| $131M | 0.12% |
1,645,800
-4,610,300
| -74% | -$347M |
|
141
CALL
TSMC
TSM
$2.26T
| $128M | 0.11% |
1,067,000
-1,473,800
| -58% | -$173M |
|
|
142
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
| $128M | 0.11% |
1,050,000
-500,000
| -32% | -$58.4M |
|
143
PUT
Unity
U
$18.7B
| $128M | 0.11% |
1,166,300
+365,700
| +46% | +$35.9M |
|
144
PUT
Carnival Corporation Ltd
CCL
$31.1B
| $128M | 0.11% |
4,842,400
+2,535,700
| +110% | +$71M |
|
145
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54B
| $127M | 0.11% |
3,456,600
-1,615,800
| -32% | -$59.1M |
|
|
146
PUT
Chevron
CVX
$419B
| $127M | 0.11% |
1,208,100
-672,300
| -36% | -$71M |
|
|
XYZ
147
CALL
Block Inc
XYZ
$47.7B
| $124M | 0.11% |
507,900
-474,100
| -48% | -$110M |
|
148
CALL
RTX Corp
RTX
$266B
| $124M | 0.11% |
1,451,000
-774,000
| -35% | -$65.1M |
|
149
CALL
iShares China Large-Cap ETF
FXI
$4.12B
| $124M | 0.11% |
2,669,300
-5,369,500
| -67% | -$248M |
|
150
PUT
Hilton Worldwide
HLT
$69.1B
| $122M | 0.11% |
1,011,400
+374,800
| +59% | +$46.8M |
|
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.