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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+4.74%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$73B
AUM Growth
+$28B
(+62%)
Cap. Flow
+$23.7B
Cap. Flow
% of AUM
32.43%
Top 10 Holdings %
Top 10 Hldgs %
49.61%
Holding
1,873
New
618
Increased
371
Reduced
476
Closed
336
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$275M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$77.8M |
| 3 |
Tesla
TSLA
|
+$70M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$65.3M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$62.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$173M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$164M |
| 3 |
Sea Limited
SE
|
+$160M |
| 4 |
Wells Fargo
WFC
|
+$145M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$98.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.19% |
| 2 | Consumer Discretionary | 0.76% |
| 3 | Financials | 0.36% |
| 4 | Communication Services | 0.35% |
| 5 | Healthcare | 0.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SPLK
226
CALL
DELISTED
Splunk Inc
SPLK
| $40.1M | 0.05% |
277,100
+35,200
| +15% | +$4.48M |
|
227
CALL
NextEra Energy
NEE
$179B
| $39.9M | 0.05% |
544,700
-95,900
| -15% | -$7.2M |
|
228
CALL
US Bancorp
USB
$100B
| $39.8M | 0.05% |
698,200
-638,700
| -48% | -$37.5M |
|
229
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $39.6M | 0.05% |
100,600
+24,600
| +32% | +$9.44M |
|
230
PUT
TransDigm Group
TDG
$69.6B
| $39.1M | 0.05% |
60,400
+60,100
| +20,033% | +$37.7M |
|
231
JPMorgan Chase
JPM
$958B
| $38.7M | 0.05% |
+248,943
| New | +$39.1M |
|
232
CALL
Lemonade
LMND
$4.03B
| $38.5M | 0.05% |
+352,000
| New | +$32M |
|
233
CALL
QuantumScape Corp
QS
$3.38B
| $38.3M | 0.05% |
1,310,600
+335,600
| +34% | +$10.9M |
|
234
PUT
Walmart Inc
WMT
$894B
| $38.3M | 0.05% |
814,800
-314,700
| -28% | -$14.7M |
|
|
235
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $38.2M | 0.05% |
428,200
+9,000
| +2% | +$784K |
|
236
PUT
New Oriental
EDU
$9.05B
| $38.2M | 0.05% |
466,290
+357,130
| +327% | +$43.3M |
|
237
CALL
Lockheed Martin
LMT
$134B
| $38.2M | 0.05% |
+100,900
| New | +$38.8M |
|
|
238
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.9B
| $37.9M | 0.05% |
109,900
-367,100
| -77% | -$125M |
|
239
PUT
Winnebago Industries
WGO
$904M
| $37.7M | 0.05% |
555,100
+543,400
| +4,644% | +$40.1M |
|
240
CALL
Lyft
LYFT
$6.14B
| $37.3M | 0.05% |
+617,100
| New | +$35.5M |
|
241
PUT
Synchrony
SYF
$25.9B
| $36.5M | 0.05% |
752,800
-11,900
| -2% | -$542K |
|
242
CALL
Tencent Music
TME
$15.6B
| $36.2M | 0.05% |
2,339,900
+1,245,500
| +114% | +$20.6M |
|
243
TSMC
TSM
$2.15T
| $36.2M | 0.05% |
300,881
-407,233
| -58% | -$47.7M |
|
244
CALL
LyondellBasell Industries
LYB
$19.2B
| $36.1M | 0.05% |
+351,200
| New | +$38M |
|
245
CALL
Live Nation Entertainment
LYV
$42.8B
| $36.1M | 0.05% |
+412,400
| New | +$35.4M |
|
246
CALL
Magnite
MGNI
$2.94B
| $35.9M | 0.05% |
+1,059,600
| New | +$35.9M |
|
247
CALL
Phillips 66
PSX
$80.5B
| $35.4M | 0.05% |
412,500
-225,300
| -35% | -$19M |
|
|
JMIA
248
PUT
Jumia Technologies
JMIA
$733M
| $35M | 0.05% |
+1,152,700
| New | +$34.9M |
|
249
PUT
Lowe's Companies
LOW
$123B
| $34.9M | 0.05% |
+180,000
| New | +$35.2M |
|
|
X
250
PUT
DELISTED
US Steel
X
| $34.6M | 0.05% |
1,443,300
+740,600
| +105% | +$18.2M |
|
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HF
Parallax Volatility Advisers's Q2 2021 Portfolio in Review
As of Q2 2021, Parallax Volatility Advisers held 1,873 positions worth $73B, up 62% from $44.9B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers deployed $23.7B of net new capital in Q2 2021, opening 618 new positions and adding to 371 existing holdings. Its largest new stake was Microsoft: 1,082,293 shares worth $293M.
By sector, the portfolio is most concentrated in Technology at 1.2% of assets, down from 2.1% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was NVIDIA, an estimated $173M trimmed.
- Parallax Volatility Advisers's largest Q2 2021 buy was Microsoft: 1,082,293 shares worth $293M.
- Parallax Volatility Advisers added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q2 2021, an estimated $77.8M increase.
- Parallax Volatility Advisers's biggest Q2 2021 reduction was NVIDIA, cutting an estimated $173M.
- Parallax Volatility Advisers fully exited Sea Limited in Q2 2021, selling an estimated $160M.
- Parallax Volatility Advisers's ten largest holdings make up 50% of its $73B portfolio in Q2 2021.
- Parallax Volatility Advisers opened 618 new positions and closed 336 in Q2 2021.
- Parallax Volatility Advisers's portfolio value rose 62% quarter-over-quarter to $73B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2021, filed 16 Aug 2021.