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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 | |
|---|---|---|---|---|---|---|
301
PUT
Procter & Gamble
PG
$342B
| $27M | 0.04% |
200,400
-474,900
| -70% | -$64.3M |
|
302
PUT
S&P Global
SPGI
$121B
| $26.9M | 0.04% |
65,500
-30,100
| -31% | -$11.6M |
|
|
303
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $26.7M | 0.04% |
299,400
-571,200
| -66% | -$49.7M |
|
304
PUT
Nokia
NOK
$53.5B
| $26.6M | 0.04% |
5,000,300
-2,500
| -0% | -$12.1K |
|
305
PUT
Vale
VALE
$63.6B
| $26.4M | 0.04% |
1,157,800
+376,400
| +48% | +$7.87M |
|
306
PUT
Live Nation Entertainment
LYV
$42.8B
| $26.2M | 0.04% |
+299,500
| New | +$25.7M |
|
307
CALL
United States Oil Fund
USO
$1.79B
| $26.1M | 0.04% |
523,500
-1,253,500
| -71% | -$56.6M |
|
308
Palantir
PLTR
$380B
| $26.1M | 0.04% |
988,626
-341,152
| -26% | -$7.89M |
|
309
CALL
Royal Caribbean
RCL
$87.6B
| $26M | 0.04% |
305,000
-166,700
| -35% | -$14.5M |
|
310
CALL
NXP Semiconductors
NXPI
$58.3B
| $25.9M | 0.04% |
125,700
-339,100
| -73% | -$68M |
|
311
PUT
PENN Entertainment
PENN
$2.63B
| $25.7M | 0.04% |
335,700
+179,300
| +115% | +$15.4M |
|
312
PUT
Nutanix
NTNX
$16.5B
| $25.4M | 0.03% |
664,000
+204,400
| +44% | +$6.37M |
|
313
PUT
Prudential Financial
PRU
$41.7B
| $25.3M | 0.03% |
246,900
-377,600
| -60% | -$38.6M |
|
314
CALL
Old National Bancorp
ONB
$10.3B
| $25.2M | 0.03% |
1,429,500
-20,000
| -1% | -$378K |
|
315
US Bancorp
USB
$100B
| $25.1M | 0.03% |
440,415
+285,328
| +184% | +$16.7M |
|
316
Thermo Fisher Scientific
TMO
$214B
| $24.8M | 0.03% |
49,181
+35,544
| +261% | +$16.8M |
|
|
317
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $24.3M | 0.03% |
904,000
-571,200
| -39% | -$14.9M |
|
|
PXD
318
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $24.1M | 0.03% |
148,300
-460,476
| -76% | -$72.4M |
|
319
PUT
Valero Energy
VLO
$87.1B
| $24.1M | 0.03% |
308,100
-82,700
| -21% | -$6.4M |
|
320
PUT
Phillips 66
PSX
$81.2B
| $23.9M | 0.03% |
278,200
+14,000
| +5% | +$1.18M |
|
321
CALL
Kroger
KR
$34.7B
| $23.6M | 0.03% |
+617,200
| New | +$23.2M |
|
322
PUT
Steel Dynamics
STLD
$38.1B
| $23.6M | 0.03% |
+395,200
| New | +$23.2M |
|
|
323
PUT
Kroger
KR
$34.7B
| $23.5M | 0.03% |
+614,000
| New | +$23.1M |
|
324
PUT
KraneShares CSI China Internet ETF
KWEB
$5.65B
| $23.4M | 0.03% |
+335,100
| New | +$24.1M |
|
325
CALL
WIX.com
WIX
$2.7B
| $23.3M | 0.03% |
80,200
-700
| -0.9% | -$196K |
|
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HF
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.