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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 | |
|---|---|---|---|---|---|---|
126
CALL
Pfizer
PFE
$143B
| $83.3M | 0.11% |
2,126,200
+7,800
| +0.4% | +$303K |
|
127
PUT
Texas Instruments
TXN
$246B
| $81.6M | 0.11% |
424,200
-167,800
| -28% | -$31.5M |
|
|
TWTR
128
CALL
DELISTED
Twitter, Inc.
TWTR
| $81.1M | 0.11% |
1,177,900
+397,300
| +51% | +$24.4M |
|
|
129
PUT
Pfizer
PFE
$143B
| $79.5M | 0.11% |
2,030,600
+282,300
| +16% | +$11M |
|
130
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $79.1M | 0.11% |
+898,500
| New | +$78.4M |
|
131
CALL
VanEck Gold Miners ETF
GDX
$23.2B
| $76.6M | 0.11% |
2,255,200
+27,600
| +1% | +$1.01M |
|
132
CALL
Eli Lilly
LLY
$1,000B
| $76.6M | 0.11% |
+333,800
| New | +$67.1M |
|
133
Sprott Physical Gold and Silver Trust
CEF
$7.4B
| $74.6M | 0.1% |
3,995,433
-163,110
| -4% | -$3.11M |
|
134
CALL
PepsiCo
PEP
$191B
| $73.7M | 0.1% |
497,700
+135,500
| +37% | +$19.7M |
|
135
CALL
Merck
MRK
$316B
| $73M | 0.1% |
+939,000
| New | +$69.8M |
|
136
Qualcomm
QCOM
$159B
| $72.7M | 0.1% |
508,376
-334,829
| -40% | -$45.3M |
|
137
PUT
Roku
ROKU
$21.6B
| $72.5M | 0.1% |
157,800
+14,000
| +10% | +$4.95M |
|
138
CALL
iShares MSCI EAFE ETF
EFA
$78.4B
| $71.6M | 0.1% |
+908,200
| New | +$72.1M |
|
139
PUT
Roblox
RBLX
$26.2B
| $71.2M | 0.1% |
+790,800
| New | +$63.5M |
|
140
CALL
Nike
NKE
$63.3B
| $70.9M | 0.1% |
459,100
-402,300
| -47% | -$54.1M |
|
141
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $70.1M | 0.1% |
3,722,100
+3,083,400
| +483% | +$62.8M |
|
142
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
| $69.8M | 0.1% |
+620,900
| New | +$69.1M |
|
143
CALL
Snap
SNAP
$8.48B
| $69.5M | 0.1% |
1,020,300
-1,418,700
| -58% | -$85.2M |
|
144
CALL
Occidental Petroleum
OXY
$55.2B
| $69.1M | 0.09% |
2,209,800
+1,115,100
| +102% | +$29.9M |
|
|
145
PUT
Eli Lilly
LLY
$1,000B
| $68.7M | 0.09% |
+299,500
| New | +$60.2M |
|
146
PUT
Norwegian Cruise Line
NCLH
$9.07B
| $68.1M | 0.09% |
2,315,100
+2,066,200
| +830% | +$62.3M |
|
147
CALL
Thermo Fisher Scientific
TMO
$212B
| $67.2M | 0.09% |
133,200
-7,400
| -5% | -$3.49M |
|
148
CALL
Salesforce
CRM
$152B
| $66.9M | 0.09% |
273,800
-623,500
| -69% | -$144M |
|
149
PUT
State Street Technology Select Sector SPDR ETF
XLK
$117B
| $66.4M | 0.09% |
899,400
-364,000
| -29% | -$25.5M |
|
150
Pinduoduo
PDD
$128B
| $66.2M | 0.09% |
521,554
-384,379
| -42% | -$50M |
|
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.