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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 | |
|---|---|---|---|---|---|---|
251
PUT
Strategy Inc
MSTR
$35.9B
| $34.6M | 0.05% |
+521,000
| New | +$30.8M |
|
252
CALL
Rocket Companies
RKT
$39.2B
| $34.6M | 0.05% |
1,785,500
+215,900
| +14% | +$4.37M |
|
|
NEWR
253
DELISTED
New Relic, Inc.
NEWR
| $34.3M | 0.05% |
511,945
+106,345
| +26% | +$6.85M |
|
254
CALL
Okta
OKTA
$25.6B
| $34.3M | 0.05% |
140,000
+110,000
| +367% | +$26.6M |
|
255
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $34.1M | 0.05% |
+295,000
| New | +$33.8M |
|
|
SPR
256
PUT
DELISTED
Spirit AeroSystems
SPR
| $33.8M | 0.05% |
715,200
+493,500
| +223% | +$23.4M |
|
257
CALL
MetLife
MET
$61.9B
| $33.3M | 0.05% |
+556,900
| New | +$35.3M |
|
258
PUT
Union Pacific
UNP
$176B
| $33.2M | 0.05% |
151,000
-158,800
| -51% | -$35.4M |
|
259
PUT
lululemon athletica
LULU
$14B
| $33.2M | 0.05% |
+90,900
| New | +$29.9M |
|
260
PUT
iShares TIPS Bond ETF
TIP
$14.5B
| $33M | 0.05% |
+257,400
| New | +$32.7M |
|
261
SPDR Gold Trust
GLD
$138B
| $32.6M | 0.04% |
196,935
+195,806
| +17,343% | +$33.3M |
|
|
262
State Street Financial Select Sector SPDR ETF
XLF
$58.6B
| $32.4M | 0.04% |
883,775
-2,692,162
| -75% | -$98.5M |
|
263
CALL
Verizon
VZ
$193B
| $32.4M | 0.04% |
577,700
-512,000
| -47% | -$29.4M |
|
264
PUT
Vipshop
VIPS
$7.46B
| $32.3M | 0.04% |
1,608,400
+944,300
| +142% | +$23.7M |
|
265
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.49B
| $32.2M | 0.04% |
332,600
-240,900
| -42% | -$21M |
|
266
CALL
Vroom Inc
VRM
$49.7M
| $32.1M | 0.04% |
9,591
+8,331
| +661% | +$28.3M |
|
267
PUT
Match Group
MTCH
$8.9B
| $32M | 0.04% |
+198,500
| New | +$29.1M |
|
268
CALL
Las Vegas Sands
LVS
$29.7B
| $31.9M | 0.04% |
+605,900
| New | +$35M |
|
269
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $31.8M | 0.04% |
310,217
-9,503
| -3% | -$974K |
|
270
PUT
Medtronic
MDT
$110B
| $31.7M | 0.04% |
+255,300
| New | +$32.1M |
|
271
PUT
Southwest Airlines
LUV
$23.9B
| $31.4M | 0.04% |
591,200
-168,600
| -22% | -$10.1M |
|
272
United Airlines
UAL
$43.1B
| $31M | 0.04% |
593,726
-323,991
| -35% | -$18M |
|
273
Eli Lilly
LLY
$1.04T
| $31M | 0.04% |
+135,225
| New | +$27.2M |
|
|
ZNGA
274
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $31M | 0.04% |
2,913,900
-843,200
| -22% | -$8.88M |
|
275
PUT
MongoDB
MDB
$30.3B
| $30.9M | 0.04% |
+85,600
| New | +$26.5M |
|
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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.