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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 | |
|---|---|---|---|---|---|---|
|
MESO
1701
CALL
Mesoblast
MESO
$2.1B
| $1.58M | ﹤0.01% |
+105,800
| New | +$1.66M |
|
1702
CALL
Kratos Defense & Security Solutions
KTOS
$8.77B
| $1.58M | ﹤0.01% |
55,500
+15,500
| +39% | +$410K |
|
1703
Clear Channel Outdoor Holdings
CCO
$1.21B
| $1.57M | ﹤0.01% |
+594,643
| New | +$1.43M |
|
1704
PUT
Datadog
DDOG
$80.9B
| $1.56M | ﹤0.01% |
15,000
-85,200
| -85% | -$7.7M |
|
|
REGI
1705
CALL
DELISTED
Renewable Energy Group, Inc.
REGI
| $1.56M | ﹤0.01% |
+25,000
| New | +$1.56M |
|
1706
PUT
VF Corp
VFC
$5.08B
| $1.56M | ﹤0.01% |
19,000
-138,900
| -88% | -$11.6M |
|
1707
PUT
Teradyne
TER
$60B
| $1.55M | ﹤0.01% |
11,600
-63,500
| -85% | -$8.13M |
|
1708
Cboe Global Markets
CBOE
$30.5B
| $1.55M | ﹤0.01% |
13,052
+12,459
| +2,101% | +$1.37M |
|
1709
Synchrony
SYF
$25.2B
| $1.55M | ﹤0.01% |
32,002
+4,117
| +15% | +$188K |
|
1710
PUT
HCA Healthcare
HCA
$91.3B
| $1.55M | ﹤0.01% |
7,500
-49,600
| -87% | -$10.1M |
|
1711
Liberty Global Class C
LBTYK
$3.53B
| $1.55M | ﹤0.01% |
57,336
+3,567
| +7% | +$96.2K |
|
1712
ArcelorMittal
MT
$58B
| $1.54M | ﹤0.01% |
49,743
-176,433
| -78% | -$5.46M |
|
|
CLDT
1713
CALL
Chatham Lodging
CLDT
$601M
| $1.54M | ﹤0.01% |
120,000
-90,000
| -43% | -$1.2M |
|
1714
PUT
Travelers Companies
TRV
$76.5B
| $1.54M | ﹤0.01% |
10,300
-7,700
| -43% | -$1.19M |
|
|
TRONU
1715
DELISTED
Corner Growth Acquisition Corp. 2 Units
TRONU
| $1.54M | ﹤0.01% |
+152,800
| New | +$1.54M |
|
1716
Lincoln National
LNC
$8.34B
| $1.53M | ﹤0.01% |
24,404
+16,505
| +209% | +$1.09M |
|
1717
PUT
GoPro
GPRO
$293M
| $1.53M | ﹤0.01% |
131,700
-10,400
| -7% | -$117K |
|
1718
PUT
Fortinet
FTNT
$115B
| $1.52M | ﹤0.01% |
32,000
+8,500
| +36% | +$363K |
|
1719
CALL
Clean Energy Fuels
CLNE
$362M
| $1.52M | ﹤0.01% |
+150,100
| New | +$1.55M |
|
1720
CALL
B2Gold
BTG
$7.32B
| $1.52M | ﹤0.01% |
+360,000
| New | +$1.76M |
|
1721
CALL
WEC Energy
WEC
$34.6B
| $1.51M | ﹤0.01% |
17,000
-5,700
| -25% | -$537K |
|
|
AGEN
1722
CALL
Agenus
AGEN
$309M
| $1.51M | ﹤0.01% |
+14,011
| New | +$1.05M |
|
|
ONC
1723
BeOne Medicines Ltd
ONC
$39.7B
| $1.51M | ﹤0.01% |
4,397
-2,099
| -32% | -$695K |
|
1724
Abercrombie & Fitch
ANF
$6.45B
| $1.5M | ﹤0.01% |
32,384
-130,713
| -80% | -$5.27M |
|
|
CRON
1725
CALL
Cronos Group
CRON
$1.16B
| $1.5M | ﹤0.01% |
174,900
-235,100
| -57% | -$1.94M |
|
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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.