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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 | |
|---|---|---|---|---|---|---|
401
CALL
Marriott International
MAR
$94.2B
| $15.8M | 0.02% |
+115,500
| New | +$16.7M |
|
402
CALL
Vanguard High Dividend Yield ETF
VYM
$82.5B
| $15.7M | 0.02% |
+150,000
| New | +$15.7M |
|
403
CALL
SolarEdge
SEDG
$2.06B
| $15.7M | 0.02% |
56,800
+42,100
| +286% | +$10.6M |
|
|
PARA
404
DELISTED
Paramount Global Class B
PARA
| $15.7M | 0.02% |
346,980
-82,850
| -19% | -$3.42M |
|
405
CALL
United Rentals
URI
$72.3B
| $15.5M | 0.02% |
48,500
-35,800
| -42% | -$11.6M |
|
406
CALL
Phreesia
PHR
$710M
| $15.4M | 0.02% |
+250,800
| New | +$13.1M |
|
|
MDP
407
PUT
DELISTED
Meredith Corporation
MDP
| $15.3M | 0.02% |
+353,000
| New | +$12.5M |
|
408
CALL
Sysco
SYY
$40.3B
| $15.3M | 0.02% |
196,900
+125,300
| +175% | +$10.1M |
|
409
CALL
PNC Financial Services
PNC
$102B
| $15.3M | 0.02% |
80,200
-117,500
| -59% | -$22.1M |
|
410
CALL
iShares Global Clean Energy ETF
ICLN
$2.37B
| $15.3M | 0.02% |
+651,900
| New | +$14.9M |
|
411
CALL
Prologis
PLD
$131B
| $15M | 0.02% |
125,200
+76,100
| +155% | +$8.9M |
|
412
CALL
Kohl's
KSS
$2.23B
| $15M | 0.02% |
+271,300
| New | +$15.6M |
|
413
CALL
NetEase
NTES
$82B
| $14.9M | 0.02% |
129,100
+41,100
| +47% | +$4.53M |
|
414
PUT
Oracle
ORCL
$416B
| $14.8M | 0.02% |
190,500
-149,500
| -44% | -$11.7M |
|
415
PUT
Zscaler
ZS
$26.1B
| $14.7M | 0.02% |
67,900
+27,500
| +68% | +$5.23M |
|
416
Plug Power
PLUG
$2.93B
| $14.5M | 0.02% |
425,279
-25,263
| -6% | -$733K |
|
|
ZEN
417
PUT
DELISTED
ZENDESK INC
ZEN
| $14.5M | 0.02% |
100,500
+36,800
| +58% | +$5.2M |
|
418
PUT
United Microelectronic
UMC
$48.4B
| $14.4M | 0.02% |
1,524,000
+636,100
| +72% | +$5.96M |
|
419
PUT
Gen Digital
GEN
$16.7B
| $14.4M | 0.02% |
528,600
+58,800
| +13% | +$1.46M |
|
420
CALL
Oneok
OKE
$55B
| $14.4M | 0.02% |
258,000
+26,400
| +11% | +$1.41M |
|
421
CALL
Synchrony
SYF
$25.8B
| $14.3M | 0.02% |
295,100
-82,400
| -22% | -$3.75M |
|
422
CALL
MongoDB
MDB
$30.3B
| $14.2M | 0.02% |
+39,200
| New | +$12.1M |
|
|
SPLK
423
PUT
DELISTED
Splunk Inc
SPLK
| $14.1M | 0.02% |
97,200
+35,200
| +57% | +$4.48M |
|
|
NEE.PRO
424
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $14M | 0.02% |
250,000
-150,000
| -38% | -$8.58M |
|
425
PUT
The Mosaic Company
MOS
$7.44B
| $14M | 0.02% |
+439,200
| New | +$14.9M |
|
Similar funds
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.