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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 | |
|---|---|---|---|---|---|---|
726
PUT
Itaú Unibanco
ITUB
$90.2B
| $3.61M | ﹤0.01% |
+824,597
| New | +$3.32M |
|
|
MRO
727
PUT
DELISTED
Marathon Oil Corporation
MRO
| $3.59M | ﹤0.01% |
+264,000
| New | +$3.19M |
|
728
PUT
Kimberly-Clark
KMB
$36.1B
| $3.57M | ﹤0.01% |
+26,700
| New | +$3.56M |
|
729
CALL
Teradyne
TER
$60.2B
| $3.56M | ﹤0.01% |
26,600
+15,900
| +149% | +$2.03M |
|
730
CALL
Williams-Sonoma
WSM
$29.1B
| $3.53M | ﹤0.01% |
44,200
-600
| -1% | -$51.1K |
|
731
iShares Semiconductor ETF
SOXX
$47.7B
| $3.51M | ﹤0.01% |
+23,208
| New | +$3.32M |
|
732
CALL
LPL Financial
LPLA
$28.3B
| $3.51M | ﹤0.01% |
+26,000
| New | +$3.78M |
|
|
MAXN
733
CALL
DELISTED
Maxeon Solar Technologies
MAXN
| $3.51M | ﹤0.01% |
+1,636
| New | +$3.08M |
|
734
Sherwin-Williams
SHW
$88.2B
| $3.49M | ﹤0.01% |
12,811
-4,517
| -26% | -$1.24M |
|
735
Trade Desk
TTD
$8.31B
| $3.46M | ﹤0.01% |
44,662
-145,108
| -76% | -$9.27M |
|
736
PUT
Kinross Gold
KGC
$30.4B
| $3.44M | ﹤0.01% |
+541,700
| New | +$4.02M |
|
|
XLNX
737
PUT
DELISTED
Xilinx Inc
XLNX
| $3.42M | ﹤0.01% |
23,700
+5,300
| +29% | +$674K |
|
738
PUT
Mondelez International
MDLZ
$80.1B
| $3.42M | ﹤0.01% |
+54,800
| New | +$3.38M |
|
739
Tyson Foods
TSN
$20.6B
| $3.41M | ﹤0.01% |
46,289
-16,252
| -26% | -$1.26M |
|
740
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
| $3.41M | ﹤0.01% |
+65,056
| New | +$3.39M |
|
|
P
741
Everpure Inc
P
$29B
| $3.41M | ﹤0.01% |
174,374
-135,137
| -44% | -$2.66M |
|
|
742
CALL
Trade Desk
TTD
$8.31B
| $3.4M | ﹤0.01% |
44,000
-203,000
| -82% | -$13M |
|
743
Tronox
TROX
$1.11B
| $3.35M | ﹤0.01% |
149,429
-64,845
| -30% | -$1.42M |
|
744
JetBlue
JBLU
$2.34B
| $3.33M | ﹤0.01% |
+198,622
| New | +$3.85M |
|
745
CALL
Vir Biotechnology
VIR
$1.48B
| $3.31M | ﹤0.01% |
+70,000
| New | +$3.18M |
|
|
JOYY
746
PUT
JOYY Inc
JOYY
$3.77B
| $3.3M | ﹤0.01% |
+50,000
| New | +$4.24M |
|
747
Quest Diagnostics
DGX
$26.3B
| $3.29M | ﹤0.01% |
24,928
+24,075
| +2,822% | +$3.15M |
|
|
JOYY
748
CALL
JOYY Inc
JOYY
$3.77B
| $3.29M | ﹤0.01% |
+49,800
| New | +$4.23M |
|
749
PUT
O'Reilly Automotive
ORLY
$76.2B
| $3.28M | ﹤0.01% |
87,000
-127,500
| -59% | -$4.57M |
|
750
CALL
UWM Holdings
UWMC
$407M
| $3.28M | ﹤0.01% |
+387,700
| New | +$3.25M |
|
Similar funds
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 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.