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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 | |
|---|---|---|---|---|---|---|
276
PUT
Petrobras
PBR
$118B
| $30.7M | 0.04% |
2,511,000
+589,200
| +31% | +$5.79M |
|
|
WWE
277
CALL
DELISTED
World Wrestling Entertainment
WWE
| $30.4M | 0.04% |
524,900
-50,100
| -9% | -$2.85M |
|
278
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.71B
| $30.4M | 0.04% |
463,100
-260,300
| -36% | -$17.8M |
|
|
RDFN
279
PUT
DELISTED
Redfin
RDFN
| $30.2M | 0.04% |
475,700
-14,600
| -3% | -$892K |
|
280
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.86B
| $30.2M | 0.04% |
645,000
+7,700
| +1% | +$389K |
|
281
PUT
KLA
KLAC
$253B
| $29.9M | 0.04% |
+921,000
| New | +$29.5M |
|
282
KE Holdings
BEKE
$18.7B
| $29.9M | 0.04% |
+626,056
| New | +$32M |
|
283
PUT
Take-Two Interactive
TTWO
$44.1B
| $29.8M | 0.04% |
168,600
+18,900
| +13% | +$3.36M |
|
284
CALL
Oracle
ORCL
$417B
| $29.8M | 0.04% |
382,300
-330,200
| -46% | -$25.8M |
|
285
PUT
Spotify
SPOT
$100B
| $29.7M | 0.04% |
107,800
-100,700
| -48% | -$25.5M |
|
286
CALL
Sabre
SABR
$838M
| $29.6M | 0.04% |
2,370,800
-162,300
| -6% | -$2.28M |
|
287
PUT
Marathon Petroleum
MPC
$88.1B
| $29.6M | 0.04% |
+489,600
| New | +$28.7M |
|
288
CALL
State Street SPDR S&P Retail ETF
XRT
$329M
| $29.5M | 0.04% |
303,000
-135,000
| -31% | -$12.6M |
|
289
UnitedHealth
UNH
$376B
| $29.3M | 0.04% |
73,121
+26,114
| +56% | +$10.4M |
|
290
United States Oil Fund
USO
$1.8B
| $28.9M | 0.04% |
579,358
-816,711
| -59% | -$36.9M |
|
|
WBA
291
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $28.7M | 0.04% |
545,100
+446,500
| +453% | +$24M |
|
292
CALL
New Oriental
EDU
$9.06B
| $28.5M | 0.04% |
+348,160
| New | +$42.3M |
|
293
CALL
MGM Resorts International
MGM
$11.4B
| $28.4M | 0.04% |
+666,800
| New | +$27.6M |
|
|
PCGU
294
DELISTED
PG&E Corporation
PCGU
| $28.3M | 0.04% |
279,635
-23,865
| -8% | -$2.53M |
|
295
PUT
Linde
LIN
$226B
| $27.7M | 0.04% |
+95,900
| New | +$28M |
|
|
296
NVIDIA
NVDA
$5.36T
| $27.7M | 0.04% |
1,384,120
-10,817,120
| -89% | -$173M |
|
297
CALL
Norfolk Southern
NSC
$76.5B
| $27.4M | 0.04% |
103,300
-185,300
| -64% | -$51.1M |
|
298
PUT
Louisiana-Pacific
LPX
$5.46B
| $27.3M | 0.04% |
+452,500
| New | +$28.9M |
|
|
TSP
299
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $27.1M | 0.04% |
+379,700
| New | +$16.3M |
|
|
SCHW
300
PUT
Charles Schwab
SCHW
$188B
| $27M | 0.04% |
371,500
-389,900
| -51% | -$27.6M |
|
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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.