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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 | |
|---|---|---|---|---|---|---|
1301
McKesson
MCK
$103B
| $146K | ﹤0.01% |
+765
| New | +$148K |
|
|
TRIL
1302
CALL
DELISTED
Trillium Therapeutics Inc.
TRIL
| $146K | ﹤0.01% |
+15,000
| New | +$141K |
|
|
PPL
1303
PUT
PPL Corp
PPL
$26.3B
| $144K | ﹤0.01% |
5,100
-32,600
| -86% | -$942K |
|
1304
Yum! Brands
YUM
$41.6B
| $144K | ﹤0.01% |
1,254
-1,743
| -58% | -$205K |
|
1305
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
| $143K | ﹤0.01% |
+989
| New | +$138K |
|
1306
VistaGen Therapeutics
VTGN
$12.2M
| $140K | ﹤0.01% |
1,481
| – | – |
|
|
WRK
1307
DELISTED
WestRock Company
WRK
| $140K | ﹤0.01% |
2,622
+56
| +2% | +$3.13K |
|
|
WPG
1308
PUT
DELISTED
Washington Prime Group Inc.
WPG
| $134K | ﹤0.01% |
+61,400
| New | +$161K |
|
|
SGEN
1309
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $127K | ﹤0.01% |
800
-10,300
| -93% | -$1.53M |
|
1310
CALL
Gen Digital
GEN
$16.7B
| $125K | ﹤0.01% |
4,600
-15,800
| -77% | -$393K |
|
1311
CALL
Noodles & Co
NDLS
$108M
| $125K | ﹤0.01% |
+1,250
| New | +$116K |
|
1312
PUT
Ventas
VTR
$47.5B
| $121K | ﹤0.01% |
2,100
-2,800
| -57% | -$156K |
|
1313
PUT
Stanley Black & Decker
SWK
$15.6B
| $120K | ﹤0.01% |
600
-301,000
| -100% | -$62.4M |
|
|
TUP
1314
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $120K | ﹤0.01% |
5,100
-1,200
| -19% | -$30.4K |
|
1315
CALL
T. Rowe Price
TROW
$24.5B
| $119K | ﹤0.01% |
600
+500
| +500% | +$93.5K |
|
1316
CALL
LifeMD
LFMD
$178M
| $118K | ﹤0.01% |
+10,000
| New | +$115K |
|
1317
L3Harris
LHX
$53.3B
| $118K | ﹤0.01% |
+547
| New | +$118K |
|
1318
PUT
Upland Software
UPLD
$12.8M
| $115K | ﹤0.01% |
280
| – | – |
|
1319
CALL
Rockwell Automation
ROK
$50.1B
| $114K | ﹤0.01% |
+400
| New | +$108K |
|
1320
Rayonier Advanced Materials
RYAM
$652M
| $114K | ﹤0.01% |
+17,036
| New | +$139K |
|
1321
PACCAR
PCAR
$70.2B
| $113K | ﹤0.01% |
1,900
-19,155
| -91% | -$1.17M |
|
1322
CALL
JetBlue
JBLU
$2.4B
| $111K | ﹤0.01% |
+6,600
| New | +$128K |
|
1323
CALL
Rithm Capital
RITM
$5.64B
| $111K | ﹤0.01% |
10,500
-97,000
| -90% | -$1.03M |
|
1324
CALL
Protolabs
PRLB
$2.16B
| $109K | ﹤0.01% |
1,200
-7,900
| -87% | -$778K |
|
1325
PUT
MSCI
MSCI
$41.6B
| $107K | ﹤0.01% |
+200
| New | +$95.3K |
|
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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.