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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 | |
|---|---|---|---|---|---|---|
326
PUT
SolarEdge
SEDG
$2.06B
| $22.9M | 0.03% |
82,800
+58,500
| +241% | +$14.7M |
|
|
NEWR
327
PUT
DELISTED
New Relic, Inc.
NEWR
| $22.7M | 0.03% |
339,200
+200,000
| +144% | +$12.9M |
|
328
PUT
Virgin Galactic
SPCE
$371M
| $22.6M | 0.03% |
24,615
+8,715
| +55% | +$4.95M |
|
329
CALL
Steel Dynamics
STLD
$38.1B
| $22.5M | 0.03% |
377,500
+365,100
| +2,944% | +$21.4M |
|
330
CALL
Wynn Resorts
WYNN
$10.5B
| $22.5M | 0.03% |
183,600
+139,700
| +318% | +$17.8M |
|
331
CALL
Seagate
STX
$190B
| $22.4M | 0.03% |
255,100
+228,300
| +852% | +$20.6M |
|
332
CALL
RH
RH
$3.7B
| $22.4M | 0.03% |
33,000
-9,700
| -23% | -$6.3M |
|
333
Southwest Airlines
LUV
$23.9B
| $22.4M | 0.03% |
421,834
-120,169
| -22% | -$7.2M |
|
334
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$681B
| $22.4M | 0.03% |
100,400
| – | – |
|
335
PUT
Kohl's
KSS
$2.23B
| $21.9M | 0.03% |
+397,400
| New | +$22.8M |
|
336
Marriott International
MAR
$94.2B
| $21.6M | 0.03% |
+158,378
| New | +$22.8M |
|
337
PUT
Lennar Class A
LEN
$21.2B
| $21.6M | 0.03% |
+224,058
| New | +$21.6M |
|
|
SIX
338
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $21.6M | 0.03% |
498,000
+143,900
| +41% | +$6.49M |
|
339
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| $21.4M | 0.03% |
+388,743
| New | +$21.1M |
|
|
XYZ
340
Block Inc
XYZ
$50.1B
| $21.4M | 0.03% |
87,654
-136,845
| -61% | -$31.7M |
|
341
PUT
Las Vegas Sands
LVS
$29.7B
| $21.3M | 0.03% |
+404,600
| New | +$23.4M |
|
342
PUT
Novavax
NVAX
$1.27B
| $21.1M | 0.03% |
99,200
-800
| -0.8% | -$147K |
|
343
CALL
Texas Instruments
TXN
$254B
| $21M | 0.03% |
109,400
-258,000
| -70% | -$48.4M |
|
344
PUT
nCino
NCNO
$2.11B
| $21M | 0.03% |
+350,000
| New | +$22.1M |
|
345
PUT
iShares US Real Estate ETF
IYR
$4.67B
| $20.8M | 0.03% |
+203,700
| New | +$20.2M |
|
346
CALL
Marvell Technology
MRVL
$189B
| $20.7M | 0.03% |
+354,500
| New | +$17.3M |
|
347
PUT
Veeva Systems
VEEV
$34.7B
| $20.6M | 0.03% |
66,200
-25,200
| -28% | -$7.02M |
|
|
348
PUT
Seagate
STX
$190B
| $20.6M | 0.03% |
233,900
+122,900
| +111% | +$11.1M |
|
349
CALL
Louisiana-Pacific
LPX
$5.4B
| $20.5M | 0.03% |
+340,500
| New | +$21.8M |
|
350
T-Mobile US
TMUS
$186B
| $20.4M | 0.03% |
141,019
+111,612
| +380% | +$15.4M |
|
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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.