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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 | |
|---|---|---|---|---|---|---|
76
PUT
United Parcel Service
UPS
$91B
| $142M | 0.2% |
684,100
+83,200
| +14% | +$16.6M |
|
77
CALL
Vipshop
VIPS
$7.44B
| $139M | 0.19% |
6,915,000
+3,813,800
| +123% | +$95.9M |
|
78
CALL
Uber
UBER
$145B
| $137M | 0.19% |
2,739,100
-1,113,200
| -29% | -$58.1M |
|
79
Salesforce
CRM
$153B
| $136M | 0.19% |
555,570
-64,094
| -10% | -$14.8M |
|
80
CALL
Workday
WDAY
$40.9B
| $134M | 0.18% |
562,500
+356,000
| +172% | +$85.6M |
|
81
PUT
Teladoc Health
TDOC
$1.2B
| $134M | 0.18% |
806,400
+680,900
| +543% | +$110M |
|
|
82
Tesla
TSLA
$1.27T
| $133M | 0.18% |
587,688
+322,266
| +121% | +$70M |
|
83
PUT
JD.com
JD
$44.5B
| $131M | 0.18% |
+1,645,800
| New | +$124M |
|
84
CALL
TSMC
TSM
$2.11T
| $128M | 0.18% |
1,067,000
-1,473,800
| -58% | -$173M |
|
85
PUT
Unity
U
$14.5B
| $128M | 0.18% |
1,166,300
+365,700
| +46% | +$35.9M |
|
|
86
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.8B
| $127M | 0.17% |
3,456,600
-1,615,800
| -32% | -$59.1M |
|
|
XYZ
87
CALL
Block Inc
XYZ
$48.7B
| $124M | 0.17% |
507,900
-474,100
| -48% | -$110M |
|
88
CALL
RTX Corp
RTX
$292B
| $124M | 0.17% |
1,451,000
-774,000
| -35% | -$65.1M |
|
|
89
CALL
iShares China Large-Cap ETF
FXI
$4.35B
| $124M | 0.17% |
+2,669,000
| New | +$123M |
|
|
90
CALL
Wells Fargo
WFC
$264B
| $122M | 0.17% |
2,692,400
-4,395,900
| -62% | -$196M |
|
91
PUT
Johnson & Johnson
JNJ
$611B
| $121M | 0.17% |
+733,100
| New | +$121M |
|
|
92
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.8B
| $119M | 0.16% |
3,240,500
+98,300
| +3% | +$3.6M |
|
93
PUT
NIO
NIO
$12.1B
| $118M | 0.16% |
2,217,600
+206,300
| +10% | +$8.26M |
|
94
PUT
RH
RH
$3.26B
| $118M | 0.16% |
173,300
+17,500
| +11% | +$11.4M |
|
95
PUT
Royal Caribbean
RCL
$86.7B
| $117M | 0.16% |
1,369,000
+1,139,000
| +495% | +$99.3M |
|
96
PUT
Palo Alto Networks
PANW
$281B
| $113M | 0.16% |
1,835,400
+98,400
| +6% | +$5.83M |
|
97
PUT
Tencent Music
TME
$15.6B
| $110M | 0.15% |
7,110,600
+1,862,000
| +35% | +$30.8M |
|
98
CALL
UnitedHealth
UNH
$378B
| $110M | 0.15% |
274,900
+151,800
| +123% | +$60.5M |
|
99
PUT
US Bancorp
USB
$99.1B
| $110M | 0.15% |
1,923,700
+479,700
| +33% | +$28.1M |
|
100
CALL
Twilio
TWLO
$30.1B
| $108M | 0.15% |
274,300
+75,100
| +38% | +$26.1M |
|
Similar funds
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.