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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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $17.4B | 23.82% |
40,593,900
+17,544,600
| +76% | +$7.32B |
|
2
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $4.48B | 6.15% |
+19,553,100
| New | +$4.4B |
|
|
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $4.41B | 6.04% |
10,301,200
+371,700
| +4% | +$155M |
|
|
4
CALL
Tesla
TSLA
$1.22T
| $3.22B | 4.42% |
14,232,300
+1,324,800
| +10% | +$288M |
|
|
5
PUT
Tesla
TSLA
$1.22T
| $1.83B | 2.52% |
8,098,800
+379,800
| +5% | +$82.4M |
|
6
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $1.26B | 1.73% |
+14,313,000
| New | +$1.25B |
|
7
CALL
SPDR Gold Trust
GLD
$133B
| $1.04B | 1.42% |
6,262,300
+4,175,100
| +200% | +$709M |
|
|
8
PUT
NVIDIA
NVDA
$4.72T
| $927M | 1.27% |
46,324,000
-5,880,000
| -11% | -$94.3M |
|
|
9
PUT
Microsoft
MSFT
$3.35T
| $875M | 1.2% |
+3,229,400
| New | +$821M |
|
|
10
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $762M | 1.04% |
+3,321,800
| New | +$747M |
|
|
11
PUT
SPDR Gold Trust
GLD
$133B
| $644M | 0.88% |
3,888,200
+2,899,000
| +293% | +$493M |
|
12
PUT
Zoom
ZM
$27.1B
| $614M | 0.84% |
1,585,900
+1,010,400
| +176% | +$337M |
|
|
13
CALL
NVIDIA
NVDA
$4.72T
| $529M | 0.73% |
26,472,000
+5,092,000
| +24% | +$81.6M |
|
14
PUT
Netflix
NFLX
$305B
| $525M | 0.72% |
9,936,000
-5,420,000
| -35% | -$277M |
|
15
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $507M | 0.7% |
+3,515,300
| New | +$490M |
|
16
PUT
Zillow
Z
$7.71B
| $507M | 0.69% |
4,145,300
+542,700
| +15% | +$66M |
|
17
PUT
TSMC
TSM
$2.09T
| $495M | 0.68% |
4,123,600
-123,200
| -3% | -$14.4M |
|
|
XYZ
18
PUT
Block Inc
XYZ
$49.2B
| $462M | 0.63% |
1,893,700
-341,500
| -15% | -$79.2M |
|
|
19
CALL
Microsoft
MSFT
$3.35T
| $459M | 0.63% |
+1,693,900
| New | +$431M |
|
|
20
CALL
Zoom
ZM
$27.1B
| $397M | 0.54% |
1,024,500
+801,600
| +360% | +$267M |
|
21
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $395M | 0.54% |
+2,942,300
| New | +$388M |
|
22
PUT
Qualcomm
QCOM
$160B
| $375M | 0.51% |
2,621,600
+75,400
| +3% | +$10.2M |
|
23
CALL
Johnson & Johnson
JNJ
$617B
| $340M | 0.47% |
+2,061,600
| New | +$341M |
|
|
24
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $318M | 0.44% |
+2,201,000
| New | +$307M |
|
25
PUT
PayPal
PYPL
$49.3B
| $312M | 0.43% |
1,070,800
-314,600
| -23% | -$83.1M |
|
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.