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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
335
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 | |
|---|---|---|---|---|---|---|
451
PUT
ON Semiconductor
ON
$18.7B
| $12.7M | 0.02% |
331,800
-567,800
| -63% | -$22.3M |
|
452
CALL
Macy's
M
$6.68B
| $12.7M | 0.02% |
+668,900
| New | +$11.9M |
|
|
453
PUT
Macy's
M
$6.68B
| $12.6M | 0.02% |
+665,300
| New | +$11.8M |
|
|
SCHW
454
CALL
Charles Schwab
SCHW
$187B
| $12.6M | 0.02% |
173,000
-21,700
| -11% | -$1.54M |
|
455
CALL
iShares Core Dividend Growth ETF
DGRO
$43.3B
| $12.6M | 0.02% |
+250,000
| New | +$12.5M |
|
456
PUT
Philip Morris
PM
$294B
| $12.6M | 0.02% |
126,800
-138,500
| -52% | -$13.3M |
|
457
PUT
QuantumScape Corp
QS
$3.39B
| $12.4M | 0.02% |
425,100
+380,100
| +845% | +$12.3M |
|
458
PUT
iShares Russell 2000 Value ETF
IWN
$14.5B
| $12.4M | 0.02% |
+75,000
| New | +$12.4M |
|
|
MDP
459
CALL
DELISTED
Meredith Corporation
MDP
| $12.3M | 0.02% |
+284,000
| New | +$10.1M |
|
|
JWN
460
CALL
DELISTED
Nordstrom
JWN
| $12.2M | 0.02% |
332,500
+27,500
| +9% | +$1M |
|
461
CALL
Southwest Airlines
LUV
$23B
| $12.1M | 0.02% |
227,100
-356,500
| -61% | -$21.4M |
|
|
SFIX
462
PUT
Stitch Fix
SFIX
$531M
| $12M | 0.02% |
199,900
+32,800
| +20% | +$1.68M |
|
463
PUT
Lockheed Martin
LMT
$134B
| $12M | 0.02% |
+31,700
| New | +$12.2M |
|
464
PUT
Surgery Partners
SGRY
$1.92B
| $12M | 0.02% |
180,000
-100,000
| -36% | -$5.43M |
|
465
CALL
Teva Pharmaceuticals
TEVA
$40.4B
| $12M | 0.02% |
+1,210,800
| New | +$12.8M |
|
466
CALL
Vistra
VST
$47.5B
| $11.8M | 0.02% |
+633,600
| New | +$10.9M |
|
467
CALL
Toyota
TM
$223B
| $11.7M | 0.02% |
+67,200
| New | +$11M |
|
468
PUT
Simon Property Group
SPG
$71.9B
| $11.7M | 0.02% |
90,000
-170,000
| -65% | -$21.1M |
|
469
CALL
iShares Select Dividend ETF
DVY
$23.5B
| $11.7M | 0.02% |
+100,000
| New | +$11.9M |
|
470
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $11.5M | 0.02% |
155,600
+14,600
| +10% | +$1.02M |
|
471
CALL
Southern Company
SO
$106B
| $11.4M | 0.02% |
189,200
+112,000
| +145% | +$7.16M |
|
472
Wynn Resorts
WYNN
$10.6B
| $11.4M | 0.02% |
93,306
+77,198
| +479% | +$9.83M |
|
473
CALL
Sunrun
RUN
$2.22B
| $11.3M | 0.02% |
202,100
+178,700
| +764% | +$8.63M |
|
474
Target
TGT
$66.8B
| $11.2M | 0.02% |
46,313
-27,332
| -37% | -$5.98M |
|
475
Winnebago Industries
WGO
$885M
| $11.2M | 0.02% |
164,096
+161,200
| +5,566% | +$11.9M |
|
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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 335 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.