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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
335
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 | |
|---|---|---|---|---|---|---|
351
CALL
Spotify
SPOT
$98.5B
| $20M | 0.03% |
72,400
+36,300
| +101% | +$9.21M |
|
352
Nucor
NUE
$62.1B
| $19.7M | 0.03% |
205,218
-19,938
| -9% | -$1.87M |
|
353
CALL
SiriusXM
SIRI
$10.1B
| $19.4M | 0.03% |
296,860
-67,570
| -19% | -$4.24M |
|
354
PUT
Progressive
PGR
$125B
| $19.4M | 0.03% |
197,600
+170,600
| +632% | +$16.9M |
|
355
CALL
Newmont
NEM
$111B
| $19.4M | 0.03% |
305,700
-333,100
| -52% | -$22.3M |
|
356
CALL
US Foods
USFD
$23.5B
| $19.3M | 0.03% |
504,000
+450,000
| +833% | +$17.5M |
|
357
PUT
PNC Financial Services
PNC
$101B
| $19.2M | 0.03% |
100,600
-193,600
| -66% | -$36.3M |
|
358
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $19.2M | 0.03% |
259,650
-178,116
| -41% | -$12.5M |
|
359
PUT
Tyson Foods
TSN
$20.7B
| $19.1M | 0.03% |
259,500
-122,100
| -32% | -$9.47M |
|
360
CALL
ON Semiconductor
ON
$18.8B
| $19M | 0.03% |
497,000
-222,700
| -31% | -$8.74M |
|
361
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$313M
| $19M | 0.03% |
1,007,491
+655,800
| +186% | +$13.3M |
|
362
PUT
McDonald's
MCD
$196B
| $19M | 0.03% |
+82,100
| New | +$19.1M |
|
|
VMW
363
CALL
DELISTED
VMware, Inc
VMW
| $18.7M | 0.03% |
+117,100
| New | +$18.7M |
|
364
CALL
Veeva Systems
VEEV
$35B
| $18.7M | 0.03% |
60,200
-22,000
| -27% | -$6.13M |
|
365
CALL
Tractor Supply
TSCO
$17.9B
| $18.6M | 0.03% |
500,500
-6,500
| -1% | -$238K |
|
366
PUT
Marvell Technology
MRVL
$191B
| $18.6M | 0.03% |
+319,100
| New | +$15.6M |
|
|
WBA
367
DELISTED
Walgreens Boots Alliance
WBA
| $18.4M | 0.03% |
350,034
-167,358
| -32% | -$9M |
|
368
CALL
T-Mobile US
TMUS
$193B
| $18.2M | 0.02% |
125,500
+59,500
| +90% | +$8.2M |
|
369
PUT
PVH
PVH
$4.05B
| $18.1M | 0.02% |
168,400
+99,200
| +143% | +$10.9M |
|
370
Zillow
Z
$7.39B
| $18.1M | 0.02% |
147,833
-249,375
| -63% | -$30.3M |
|
|
371
CALL
McDonald's
MCD
$196B
| $18.1M | 0.02% |
+78,200
| New | +$18.2M |
|
372
Royal Caribbean
RCL
$86.8B
| $18M | 0.02% |
210,958
+144,868
| +219% | +$12.6M |
|
373
S&P Global
SPGI
$120B
| $18M | 0.02% |
43,782
+4,706
| +12% | +$1.81M |
|
374
CALL
TAL Education Group
TAL
$6.8B
| $18M | 0.02% |
712,000
+510,100
| +253% | +$22.8M |
|
|
375
PUT
Newmont
NEM
$111B
| $17.9M | 0.02% |
282,800
+65,200
| +30% | +$4.37M |
|
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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 335 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.