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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 | |
|---|---|---|---|---|---|---|
176
CALL
iShares Biotechnology ETF
IBB
$9.18B
| $54.5M | 0.07% |
+333,200
| New | +$51.3M |
|
177
CALL
Johnson Controls International
JCI
$88.7B
| $53.8M | 0.07% |
+784,000
| New | +$50.6M |
|
178
PUT
VanEck Gold Miners ETF
GDX
$23.2B
| $53.6M | 0.07% |
1,576,000
+362,600
| +30% | +$13.2M |
|
179
CALL
JD.com
JD
$44.6B
| $53.3M | 0.07% |
+668,200
| New | +$50.3M |
|
180
PUT
Marriott International
MAR
$91.5B
| $53M | 0.07% |
+387,900
| New | +$55.9M |
|
181
Texas Instruments
TXN
$246B
| $52.9M | 0.07% |
275,186
-198,885
| -42% | -$37.3M |
|
|
182
Wells Fargo
WFC
$266B
| $52.4M | 0.07% |
1,157,568
-3,241,356
| -74% | -$145M |
|
183
CALL
Medtronic
MDT
$111B
| $52.4M | 0.07% |
+422,100
| New | +$53M |
|
184
PUT
Merck
MRK
$316B
| $52.2M | 0.07% |
+671,600
| New | +$50M |
|
185
CALL
Valero Energy
VLO
$88.5B
| $52.1M | 0.07% |
667,300
-798,100
| -54% | -$61.8M |
|
186
PUT
United Rentals
URI
$69.5B
| $52.1M | 0.07% |
163,300
+73,700
| +82% | +$23.8M |
|
187
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $52M | 0.07% |
383,800
+313,800
| +448% | +$41.3M |
|
188
PUT
XPeng
XPEV
$11.8B
| $51.5M | 0.07% |
1,158,500
-187,600
| -14% | -$6.39M |
|
189
Nike
NKE
$63.3B
| $50.6M | 0.07% |
327,596
+293,985
| +875% | +$39.6M |
|
190
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $50.4M | 0.07% |
400,200
+350,600
| +707% | +$43M |
|
191
PUT
SLB Ltd
SLB
$73.2B
| $49.6M | 0.07% |
1,550,300
-229,900
| -13% | -$7.06M |
|
192
PUT
Lyft
LYFT
$6.22B
| $48.8M | 0.07% |
+807,300
| New | +$46.4M |
|
|
193
CALL
XPeng
XPEV
$11.8B
| $48.8M | 0.07% |
1,098,700
-668,200
| -38% | -$22.8M |
|
194
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
| $48.4M | 0.07% |
+620,485
| New | +$45M |
|
195
PUT
PepsiCo
PEP
$191B
| $48.4M | 0.07% |
326,600
-445,900
| -58% | -$65M |
|
196
CALL
Roku
ROKU
$21.6B
| $48.4M | 0.07% |
105,300
+70,200
| +200% | +$24.8M |
|
197
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $48.3M | 0.07% |
+1,527,200
| New | +$50M |
|
198
iShares Russell 2000 ETF
IWM
$81.5B
| $47.8M | 0.07% |
+208,427
| New | +$46.9M |
|
199
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $47.7M | 0.07% |
+468,300
| New | +$46.5M |
|
200
TAL Education Group
TAL
$6.7B
| $47.7M | 0.07% |
1,891,354
+1,323,311
| +233% | +$59.1M |
|
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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.