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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 | |
|---|---|---|---|---|---|---|
751
PUT
Verisk Analytics
VRSK
$24.7B
| $3.24M | ﹤0.01% |
18,600
+3,700
| +25% | +$656K |
|
|
QUOT
752
PUT
DELISTED
Quotient Technology Inc
QUOT
| $3.24M | ﹤0.01% |
+300,000
| New | +$4.01M |
|
|
VAPO
753
PUT
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $3.24M | ﹤0.01% |
17,125
+2,812
| +20% | +$479K |
|
754
Las Vegas Sands
LVS
$29.9B
| $3.23M | ﹤0.01% |
+61,248
| New | +$3.54M |
|
755
PUT
Ovintiv
OVV
$16.6B
| $3.21M | ﹤0.01% |
101,900
-162,300
| -61% | -$4.36M |
|
756
PUT
Pacific Biosciences
PACB
$363M
| $3.2M | ﹤0.01% |
91,500
+76,200
| +498% | +$2.22M |
|
757
Transocean
RIG
$5.71B
| $3.2M | ﹤0.01% |
707,799
+585,533
| +479% | +$2.22M |
|
|
SGI
758
PUT
Somnigroup International
SGI
$13.6B
| $3.17M | ﹤0.01% |
+81,000
| New | +$3.1M |
|
759
Molson Coors Class B
TAP
$7.95B
| $3.15M | ﹤0.01% |
+58,652
| New | +$3.28M |
|
|
SGI
760
CALL
Somnigroup International
SGI
$13.6B
| $3.14M | ﹤0.01% |
+80,100
| New | +$3.07M |
|
|
SAVE
761
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $3.1M | ﹤0.01% |
101,700
+6,200
| +6% | +$218K |
|
762
Wendy's
WEN
$1.41B
| $3.08M | ﹤0.01% |
+131,496
| New | +$3.02M |
|
763
PUT
Moody's
MCO
$81.9B
| $3.01M | ﹤0.01% |
+8,300
| New | +$2.76M |
|
|
BLD
764
CALL
DELISTED
TopBuild
BLD
| $2.97M | ﹤0.01% |
+15,000
| New | +$3.11M |
|
765
PUT
Pan American Silver
PAAS
$20.2B
| $2.96M | ﹤0.01% |
103,600
-27,600
| -21% | -$889K |
|
766
PUT
Northrop Grumman
NOC
$80.7B
| $2.91M | ﹤0.01% |
8,000
+1,900
| +31% | +$684K |
|
|
NDACU
767
DELISTED
NightDragon Acquisition Corp. SCALE Units
NDACU
| $2.9M | ﹤0.01% |
287,794
-56,608
| -16% | -$571K |
|
768
CALL
Pulmonx
LUNG
$88M
| $2.88M | ﹤0.01% |
+65,400
| New | +$2.85M |
|
769
PUT
Realty Income
O
$58.2B
| $2.86M | ﹤0.01% |
44,273
-15,583
| -26% | -$1.02M |
|
770
CALL
Truist Financial
TFC
$64.2B
| $2.85M | ﹤0.01% |
51,300
-270,000
| -84% | -$15.9M |
|
|
SAVE
771
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.83M | ﹤0.01% |
93,053
-186,913
| -67% | -$6.56M |
|
772
PUT
Stryker
SYK
$129B
| $2.83M | ﹤0.01% |
10,900
-27,700
| -72% | -$7.08M |
|
773
PUT
Norfolk Southern
NSC
$76.9B
| $2.81M | ﹤0.01% |
10,600
-57,600
| -84% | -$15.9M |
|
|
MRSH
774
CALL
Marsh
MRSH
$92.2B
| $2.8M | ﹤0.01% |
+19,900
| New | +$2.67M |
|
|
XPDIU
775
DELISTED
Power & Digital Infrastructure Acquisition Corp. Unit
XPDIU
| $2.79M | ﹤0.01% |
276,754
+109,879
| +66% | +$1.11M |
|
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.