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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 | |
|---|---|---|---|---|---|---|
376
CALL
Match Group
MTCH
$8.9B
| $17.9M | 0.02% |
+110,800
| New | +$16.2M |
|
377
CALL
TJX Companies
TJX
$177B
| $17.8M | 0.02% |
263,300
+115,400
| +78% | +$7.87M |
|
378
PUT
Verizon
VZ
$193B
| $17.7M | 0.02% |
316,700
-809,700
| -72% | -$46.5M |
|
379
PUT
NetEase
NTES
$82B
| $17.7M | 0.02% |
153,400
-56,900
| -27% | -$6.27M |
|
380
PUT
Kraft Heinz
KHC
$30.5B
| $17.4M | 0.02% |
+425,800
| New | +$17.9M |
|
381
New Oriental
EDU
$9.06B
| $17.3M | 0.02% |
211,731
+157,937
| +294% | +$19.2M |
|
|
ZEN
382
CALL
DELISTED
ZENDESK INC
ZEN
| $17.3M | 0.02% |
120,100
-6,500
| -5% | -$918K |
|
383
CALL
Paychex
PAYX
$42.1B
| $17.2M | 0.02% |
159,900
+17,400
| +12% | +$1.75M |
|
384
CALL
NovoCure
NVCR
$1.87B
| $17.1M | 0.02% |
77,000
-292,000
| -79% | -$56.8M |
|
385
iShares Global Clean Energy ETF
ICLN
$2.37B
| $17M | 0.02% |
+724,978
| New | +$16.5M |
|
386
PUT
Rocket Companies
RKT
$39.2B
| $16.8M | 0.02% |
870,000
-626,200
| -42% | -$12.7M |
|
387
CALL
Prudential Financial
PRU
$41.7B
| $16.8M | 0.02% |
163,900
-302,100
| -65% | -$30.9M |
|
388
PUT
Trip.com Group
TCOM
$28.9B
| $16.8M | 0.02% |
472,600
-91,600
| -16% | -$3.49M |
|
389
PUT
Mattel
MAT
$4.2B
| $16.7M | 0.02% |
+829,300
| New | +$17.1M |
|
|
K
390
PUT
DELISTED
Kellanova
K
| $16.6M | 0.02% |
+274,557
| New | +$16.7M |
|
391
CALL
Strategy Inc
MSTR
$35.9B
| $16.5M | 0.02% |
+249,000
| New | +$14.7M |
|
392
KLA
KLAC
$252B
| $16.5M | 0.02% |
+509,480
| New | +$16.3M |
|
393
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$14.3B
| $16.5M | 0.02% |
+211,500
| New | +$15.3M |
|
394
Tenet Healthcare
THC
$21.1B
| $16.5M | 0.02% |
245,926
+11,175
| +5% | +$693K |
|
395
CALL
NRG Energy
NRG
$25.5B
| $16.4M | 0.02% |
406,100
+266,100
| +190% | +$9.64M |
|
396
PUT
Sherwin-Williams
SHW
$89.7B
| $16.3M | 0.02% |
59,900
+11,300
| +23% | +$3.1M |
|
397
CALL
WEX
WEX
$6.42B
| $16.1M | 0.02% |
83,200
| – | – |
|
398
ZTO Express
ZTO
$18B
| $16.1M | 0.02% |
530,816
-389,113
| -42% | -$12M |
|
|
399
CALL
ZTO Express
ZTO
$18B
| $16M | 0.02% |
527,200
+291,900
| +124% | +$9.01M |
|
400
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $16M | 0.02% |
32,500
| – | – |
|
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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.