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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 | |
|---|---|---|---|---|---|---|
2101
CALL
Universal Display
OLED
$3.67B
| $576K | ﹤0.01% |
2,600
-15,700
| -86% | -$3.44M |
|
|
SURF
2102
CALL
DELISTED
Surface Oncology, Inc. Common Stock
SURF
| $575K | ﹤0.01% |
+77,000
| New | +$593K |
|
2103
PUT
PACCAR
PCAR
$64.2B
| $573K | ﹤0.01% |
9,600
-8,700
| -48% | -$533K |
|
2104
Enovix
ENVX
$693M
| $570K | ﹤0.01% |
+28,358
| New | +$385K |
|
2105
PUT
NRG Energy
NRG
$24.3B
| $568K | ﹤0.01% |
14,100
-167,300
| -92% | -$6.06M |
|
2106
Mastercard
MA
$497B
| $567K | ﹤0.01% |
1,552
-52,623
| -97% | -$19.6M |
|
|
LCAHU
2107
DELISTED
Landcadia Holdings IV, Inc. Units
LCAHU
| $567K | ﹤0.01% |
56,953
+37,862
| +198% | +$378K |
|
|
XPOA
2108
CALL
DELISTED
DPCM Capital, Inc.
XPOA
| $566K | ﹤0.01% |
+57,300
| New | +$567K |
|
2109
CALL
American Superconductor
AMSC
$1.42B
| $565K | ﹤0.01% |
+32,500
| New | +$520K |
|
|
2110
PUT
American Superconductor
AMSC
$1.42B
| $565K | ﹤0.01% |
+32,500
| New | +$520K |
|
2111
PUT
L3Harris
LHX
$46.6B
| $565K | ﹤0.01% |
2,600
-3,500
| -57% | -$753K |
|
2112
PUT
Toll Brothers
TOL
$12.4B
| $565K | ﹤0.01% |
9,700
-34,100
| -78% | -$2.08M |
|
2113
Humana
HUM
$48B
| $564K | ﹤0.01% |
1,273
-3,348
| -72% | -$1.46M |
|
2114
PUT
Regions Financial
RF
$25.5B
| $564K | ﹤0.01% |
28,000
-4,900
| -15% | -$106K |
|
|
VGII.U
2115
DELISTED
Virgin Group Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fifth
VGII.U
| $564K | ﹤0.01% |
+56,270
| New | +$564K |
|
2116
Cintas
CTAS
$80B
| $560K | ﹤0.01% |
5,864
+444
| +8% | +$39.4K |
|
2117
B&G Foods
BGS
$264M
| $558K | ﹤0.01% |
+17,008
| New | +$524K |
|
2118
Virtu Financial
VIRT
$5.55B
| $557K | ﹤0.01% |
20,156
-12,481
| -38% | -$371K |
|
2119
CALL
McKesson
MCK
$104B
| $555K | ﹤0.01% |
+2,900
| New | +$560K |
|
2120
CALL
Insmed
INSM
$28.1B
| $552K | ﹤0.01% |
19,400
+1,200
| +7% | +$35.6K |
|
2121
PUT
Clarivate
CLVT
$1.22B
| $551K | ﹤0.01% |
+20,000
| New | +$550K |
|
2122
CALL
Sibanye-Stillwater
SBSW
$9.28B
| $550K | ﹤0.01% |
32,900
-39,600
| -55% | -$734K |
|
|
QUOT
2123
DELISTED
Quotient Technology Inc
QUOT
| $549K | ﹤0.01% |
+50,743
| New | +$678K |
|
2124
PUT
Hasbro
HAS
$12.5B
| $548K | ﹤0.01% |
5,800
-7,400
| -56% | -$711K |
|
2125
PUT
Banco Santander
SAN
$213B
| $547K | ﹤0.01% |
140,000
| – | – |
|
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.