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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 | |
|---|---|---|---|---|---|---|
|
151
iShares China Large-Cap ETF
FXI
$4.35B
| $65.5M | 0.09% |
+1,414,513
| New | +$65.3M |
|
152
Wayfair
W
$11.7B
| $65.3M | 0.09% |
206,798
+30,149
| +17% | +$9.44M |
|
153
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
| $64.9M | 0.09% |
633,900
+324,000
| +105% | +$33.2M |
|
154
CALL
S&P Global
SPGI
$122B
| $64.7M | 0.09% |
157,700
+125,800
| +394% | +$48.3M |
|
155
PUT
Thermo Fisher Scientific
TMO
$214B
| $64.2M | 0.09% |
127,300
-12,300
| -9% | -$5.8M |
|
156
PUT
Wynn Resorts
WYNN
$10.1B
| $64M | 0.09% |
522,900
+282,900
| +118% | +$36M |
|
157
CALL
Moderna
MRNA
$22.2B
| $63.5M | 0.09% |
+270,300
| New | +$48.3M |
|
158
CALL
Ulta Beauty
ULTA
$22.8B
| $63M | 0.09% |
182,300
-9,500
| -5% | -$3.12M |
|
159
CALL
Walmart Inc
WMT
$880B
| $62.7M | 0.09% |
1,332,900
+432,900
| +48% | +$20.2M |
|
|
VMW
160
PUT
DELISTED
VMware, Inc
VMW
| $62.4M | 0.09% |
390,000
| – | – |
|
161
Tencent Music
TME
$15.6B
| $62.3M | 0.09% |
4,027,569
+2,312,372
| +135% | +$38.3M |
|
162
PUT
Li Auto
LI
$12.9B
| $62.1M | 0.09% |
+1,777,000
| New | +$41.6M |
|
163
CALL
Lam Research
LRCX
$366B
| $61.9M | 0.08% |
+952,000
| New | +$60.1M |
|
164
PUT
Occidental Petroleum
OXY
$55.1B
| $61M | 0.08% |
1,950,200
+1,114,400
| +133% | +$29.9M |
|
165
PUT
MGM Resorts International
MGM
$11.4B
| $60M | 0.08% |
+1,405,800
| New | +$58.2M |
|
166
CALL
Petrobras
PBR
$123B
| $58.6M | 0.08% |
4,790,100
+2,740,900
| +134% | +$26.9M |
|
167
CALL
Nokia
NOK
$52.5B
| $57.9M | 0.08% |
10,875,300
-2,999,200
| -22% | -$14.5M |
|
168
PUT
KE Holdings
BEKE
$19B
| $57.5M | 0.08% |
+1,205,800
| New | +$61.6M |
|
169
Uber
UBER
$145B
| $56M | 0.08% |
1,116,735
+493,022
| +79% | +$25.8M |
|
170
JD.com
JD
$44.5B
| $55.5M | 0.08% |
+694,958
| New | +$52.3M |
|
171
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
| $55.1M | 0.08% |
569,400
-46,400
| -8% | -$4.05M |
|
172
Netflix
NFLX
$302B
| $55M | 0.08% |
1,041,570
-107,960
| -9% | -$5.52M |
|
173
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $55M | 0.08% |
+2,919,000
| New | +$59.4M |
|
174
PUT
NXP Semiconductors
NXPI
$56.3B
| $54.8M | 0.08% |
266,400
-439,000
| -62% | -$88M |
|
175
PUT
Plug Power
PLUG
$2.9B
| $54.7M | 0.08% |
1,599,400
+415,900
| +35% | +$12.1M |
|
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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.