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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 | |
|---|---|---|---|---|---|---|
|
ZGNX
901
PUT
DELISTED
Zogenix, Inc.
ZGNX
| $1.6M | ﹤0.01% |
+92,500
| New | +$1.7M |
|
902
PUT
Paychex
PAYX
$42.7B
| $1.59M | ﹤0.01% |
14,800
-12,500
| -46% | -$1.26M |
|
903
CALL
KraneShares CSI China Internet ETF
KWEB
$5.62B
| $1.58M | ﹤0.01% |
+22,700
| New | +$1.63M |
|
|
MESO
904
CALL
Mesoblast
MESO
$2.03B
| $1.58M | ﹤0.01% |
+105,800
| New | +$1.66M |
|
905
CALL
Kratos Defense & Security Solutions
KTOS
$10.8B
| $1.58M | ﹤0.01% |
+55,500
| New | +$1.47M |
|
|
REGI
906
CALL
DELISTED
Renewable Energy Group, Inc.
REGI
| $1.56M | ﹤0.01% |
+25,000
| New | +$1.56M |
|
907
PUT
VF Corp
VFC
$5.8B
| $1.56M | ﹤0.01% |
19,000
-138,900
| -88% | -$11.6M |
|
908
PUT
Teradyne
TER
$60.2B
| $1.55M | ﹤0.01% |
11,600
-63,500
| -85% | -$8.13M |
|
909
Synchrony
SYF
$25.6B
| $1.55M | ﹤0.01% |
32,002
+4,117
| +15% | +$188K |
|
910
Liberty Global Class C
LBTYK
$3.58B
| $1.55M | ﹤0.01% |
+57,336
| New | +$1.55M |
|
911
PUT
Travelers Companies
TRV
$80.5B
| $1.54M | ﹤0.01% |
10,300
-7,700
| -43% | -$1.19M |
|
912
Lincoln National
LNC
$8.93B
| $1.53M | ﹤0.01% |
+24,404
| New | +$1.61M |
|
913
CALL
WEC Energy
WEC
$35.2B
| $1.51M | ﹤0.01% |
17,000
-5,700
| -25% | -$537K |
|
914
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $1.49M | ﹤0.01% |
21,300
-350,400
| -94% | -$24.5M |
|
915
CALL
Nomad Foods
NOMD
$1.65B
| $1.48M | ﹤0.01% |
52,500
| – | – |
|
916
CALL
Pluri
PLUR
$19.5M
| $1.48M | ﹤0.01% |
+46,700
| New | +$1.55M |
|
917
News Corp Class A
NWSA
$16.1B
| $1.48M | ﹤0.01% |
+57,348
| New | +$1.51M |
|
918
CALL
Macerich
MAC
$6.66B
| $1.46M | ﹤0.01% |
+80,000
| New | +$1.2M |
|
919
CALL
Voya Financial
VOYA
$9.2B
| $1.43M | ﹤0.01% |
23,300
| – | – |
|
|
NNDM
920
CALL
Nano Dimension
NNDM
$330M
| $1.42M | ﹤0.01% |
+172,600
| New | +$1.28M |
|
921
Kennametal
KMT
$2.58B
| $1.42M | ﹤0.01% |
+39,427
| New | +$1.54M |
|
922
CALL
Janus International
JBI
$760M
| $1.41M | ﹤0.01% |
+100,000
| New | +$1.38M |
|
923
Welltower
WELL
$170B
| $1.39M | ﹤0.01% |
16,682
+5,492
| +49% | +$420K |
|
924
PNC Financial Services
PNC
$101B
| $1.39M | ﹤0.01% |
7,261
-24,504
| -77% | -$4.6M |
|
925
PUT
Root
ROOT
$799M
| $1.37M | ﹤0.01% |
+7,028
| New | +$1.33M |
|
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.