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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 | |
|---|---|---|---|---|---|---|
801
The Mosaic Company
MOS
$7.46B
| $2.46M | ﹤0.01% |
+76,972
| New | +$2.61M |
|
802
CALL
Pitney Bowes
PBI
$2.46B
| $2.43M | ﹤0.01% |
277,500
| – | – |
|
803
CALL
Welltower
WELL
$170B
| $2.42M | ﹤0.01% |
29,100
-163,900
| -85% | -$12.5M |
|
804
CALL
Wheaton Precious Metals
WPM
$56.9B
| $2.39M | ﹤0.01% |
54,300
-50,000
| -48% | -$2.22M |
|
805
CALL
Molson Coors Class B
TAP
$7.95B
| $2.39M | ﹤0.01% |
+44,500
| New | +$2.49M |
|
806
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $2.39M | ﹤0.01% |
58,060
-16,646
| -22% | -$701K |
|
807
CALL
Qorvo
QRVO
$8.41B
| $2.39M | ﹤0.01% |
12,200
-25,500
| -68% | -$4.7M |
|
|
SGEN
808
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
| $2.37M | ﹤0.01% |
15,000
+11,000
| +275% | +$1.63M |
|
809
CALL
Patterson-UTI
PTEN
$3.83B
| $2.35M | ﹤0.01% |
+236,500
| New | +$2M |
|
|
SAGE
810
CALL
DELISTED
Sage Therapeutics
SAGE
| $2.35M | ﹤0.01% |
+41,300
| New | +$2.92M |
|
811
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $2.35M | ﹤0.01% |
54,479
-463,937
| -89% | -$20.2M |
|
|
KL
812
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $2.34M | ﹤0.01% |
+60,800
| New | +$2.44M |
|
|
MTOR
813
CALL
DELISTED
MERITOR, Inc.
MTOR
| $2.34M | ﹤0.01% |
+100,000
| New | +$2.63M |
|
814
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
| $2.32M | ﹤0.01% |
+5,900
| New | +$2.26M |
|
815
Union Pacific
UNP
$175B
| $2.31M | ﹤0.01% |
10,518
-65,745
| -86% | -$14.6M |
|
816
CALL
PBF Energy
PBF
$7.26B
| $2.29M | ﹤0.01% |
+150,000
| New | +$2.32M |
|
817
PUT
Jack in the Box
JACK
$331M
| $2.24M | ﹤0.01% |
+20,100
| New | +$2.35M |
|
818
PUT
Virtu Financial
VIRT
$4.91B
| $2.21M | ﹤0.01% |
80,000
-100
| -0.1% | -$2.98K |
|
819
CALL
Viatris
VTRS
$19B
| $2.21M | ﹤0.01% |
154,400
+23,404
| +18% | +$339K |
|
|
WBT
820
CALL
DELISTED
Welbilt, Inc.
WBT
| $2.21M | ﹤0.01% |
+95,300
| New | +$2.02M |
|
|
IPOF
821
CALL
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $2.19M | ﹤0.01% |
+215,200
| New | +$2.22M |
|
822
Western Union
WU
$2.23B
| $2.16M | ﹤0.01% |
93,888
+67,368
| +254% | +$1.68M |
|
|
823
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
| $2.15M | ﹤0.01% |
50,000
+14,700
| +42% | +$639K |
|
|
WRK
824
PUT
DELISTED
WestRock Company
WRK
| $2.15M | ﹤0.01% |
40,300
+22,100
| +121% | +$1.24M |
|
|
825
PUT
Molson Coors Class B
TAP
$7.95B
| $2.14M | ﹤0.01% |
+39,900
| New | +$2.23M |
|
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.