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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 | |
|---|---|---|---|---|---|---|
476
PUT
Oneok
OKE
$54.5B
| $11.1M | 0.02% |
199,300
-81,300
| -29% | -$4.33M |
|
|
VSTO
477
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $11.1M | 0.02% |
239,300
-50,700
| -17% | -$1.92M |
|
478
PUT
Western Union
WU
$2.21B
| $11.1M | 0.02% |
481,200
+363,300
| +308% | +$9.05M |
|
479
CALL
Lennar Class A
LEN
$21.2B
| $11.1M | 0.02% |
+114,870
| New | +$11.1M |
|
480
PUT
Sysco
SYY
$40.3B
| $11M | 0.02% |
141,600
+61,700
| +77% | +$4.98M |
|
481
PUT
VanEck Oil Services ETF
OIH
$1.92B
| $10.9M | 0.02% |
50,000
-5,800
| -10% | -$1.21M |
|
482
CALL
TripAdvisor
TRIP
$1.26B
| $10.9M | 0.01% |
269,400
-303,400
| -53% | -$13.7M |
|
483
PUT
Microchip Technology
MCHP
$46B
| $10.7M | 0.01% |
+142,800
| New | +$10.9M |
|
484
PUT
Trade Desk
TTD
$6.49B
| $10.6M | 0.01% |
136,700
-543,300
| -80% | -$34.7M |
|
485
CALL
Kraft Heinz
KHC
$30B
| $10.5M | 0.01% |
+257,200
| New | +$10.8M |
|
486
CALL
Kinross Gold
KGC
$32.8B
| $10.4M | 0.01% |
+1,640,700
| New | +$12.2M |
|
487
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $10.4M | 0.01% |
252,800
+228,400
| +936% | +$9.62M |
|
488
PUT
Pultegroup
PHM
$25.3B
| $10.3M | 0.01% |
189,200
+28,100
| +17% | +$1.57M |
|
489
CALL
Estee Lauder
EL
$32B
| $10.2M | 0.01% |
+32,200
| New | +$9.76M |
|
490
CALL
Plug Power
PLUG
$3.04B
| $10.2M | 0.01% |
297,300
+288,600
| +3,317% | +$8.37M |
|
491
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $10.2M | 0.01% |
+90,300
| New | +$10M |
|
492
CALL
Kinder Morgan
KMI
$68.7B
| $10.1M | 0.01% |
+553,800
| New | +$9.87M |
|
493
PUT
Lemonade
LMND
$4.1B
| $10.1M | 0.01% |
+92,000
| New | +$8.35M |
|
494
PUT
Shake Shack
SHAK
$2.87B
| $9.96M | 0.01% |
93,100
+74,300
| +395% | +$7.5M |
|
495
CALL
Schrodinger
SDGR
$1.36B
| $9.78M | 0.01% |
129,300
+117,500
| +996% | +$8.52M |
|
496
Li Auto
LI
$12.7B
| $9.73M | 0.01% |
+278,620
| New | +$6.53M |
|
497
CALL
iShares International Select Dividend ETF
IDV
$8.51B
| $9.72M | 0.01% |
+300,000
| New | +$9.89M |
|
|
PSTH
498
PUT
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $9.71M | 0.01% |
426,700
-378,400
| -47% | -$9.08M |
|
|
HDV
499
CALL
iShares Core High Dividend ETF
HDV
$14.9B
| $9.65M | 0.01% |
+500,000
| New | +$9.71M |
|
500
CALL
Zscaler
ZS
$27.3B
| $9.64M | 0.01% |
44,600
-98,000
| -69% | -$18.6M |
|
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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 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.