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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 | |
|---|---|---|---|---|---|---|
26
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $312M | 0.43% |
+5,658,800
| New | +$307M |
|
|
27
Microsoft
MSFT
$3.35T
| $293M | 0.4% |
+1,082,293
| New | +$275M |
|
28
CALL
Target
TGT
$65.6B
| $281M | 0.39% |
1,161,900
-142,300
| -11% | -$31.1M |
|
29
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $277M | 0.38% |
+2,058,200
| New | +$271M |
|
30
PUT
Uber
UBER
$143B
| $270M | 0.37% |
5,389,500
+1,553,300
| +40% | +$81.1M |
|
31
CALL
Netflix
NFLX
$305B
| $263M | 0.36% |
4,982,000
-3,501,000
| -41% | -$179M |
|
32
CALL
Micron Technology
MU
$988B
| $261M | 0.36% |
+3,065,700
| New | +$259M |
|
33
CALL
Pinduoduo
PDD
$124B
| $260M | 0.36% |
2,046,900
+511,300
| +33% | +$66.5M |
|
|
34
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $256M | 0.35% |
+4,650,900
| New | +$253M |
|
35
CALL
Snowflake
SNOW
$103B
| $255M | 0.35% |
+1,052,900
| New | +$245M |
|
36
PUT
JPMorgan Chase
JPM
$933B
| $251M | 0.34% |
+1,616,600
| New | +$254M |
|
|
37
PUT
Pinduoduo
PDD
$124B
| $251M | 0.34% |
1,976,600
-587,600
| -23% | -$76.4M |
|
|
38
PUT
Micron Technology
MU
$988B
| $248M | 0.34% |
+2,921,300
| New | +$247M |
|
|
39
PUT
Snowflake
SNOW
$103B
| $238M | 0.33% |
984,100
+534,100
| +119% | +$124M |
|
|
40
PUT
Sea Limited
SE
$65.1B
| $232M | 0.32% |
846,300
-492,100
| -37% | -$125M |
|
|
41
PUT
iShares China Large-Cap ETF
FXI
$4.37B
| $232M | 0.32% |
+5,008,000
| New | +$231M |
|
|
42
PUT
Target
TGT
$65.6B
| $232M | 0.32% |
959,600
+584,200
| +156% | +$128M |
|
43
PUT
Pinterest
PINS
$13.7B
| $226M | 0.31% |
2,865,800
+1,639,300
| +134% | +$114M |
|
|
44
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $225M | 0.31% |
8,360,210
+2,386,550
| +40% | +$62.1M |
|
45
CALL
Unity
U
$14.6B
| $225M | 0.31% |
2,046,400
+1,405,300
| +219% | +$138M |
|
46
CALL
Visa
V
$673B
| $222M | 0.3% |
948,400
+95,400
| +11% | +$21.8M |
|
47
PUT
Shopify
SHOP
$159B
| $218M | 0.3% |
1,494,000
+1,147,000
| +331% | +$141M |
|
48
CALL
Palo Alto Networks
PANW
$265B
| $210M | 0.29% |
3,393,600
+195,600
| +6% | +$11.6M |
|
49
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $205M | 0.28% |
+2,600,600
| New | +$207M |
|
50
PUT
Salesforce
CRM
$148B
| $205M | 0.28% |
838,170
-330,530
| -28% | -$76.2M |
|
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.