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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 | |
|---|---|---|---|---|---|---|
526
CALL
Upland Software
UPLD
$12.6M
| $8.45M | 0.01% |
20,530
| – | – |
|
527
Norwegian Cruise Line
NCLH
$8.89B
| $8.43M | 0.01% |
286,598
+232,547
| +430% | +$7.01M |
|
528
PUT
Skyworks Solutions
SWKS
$10.1B
| $8.4M | 0.01% |
43,800
-81,800
| -65% | -$14.5M |
|
529
United Rentals
URI
$72.4B
| $8.38M | 0.01% |
26,273
+10,377
| +65% | +$3.35M |
|
530
CALL
Kimberly-Clark
KMB
$36.1B
| $8.24M | 0.01% |
+61,600
| New | +$8.22M |
|
531
CALL
United States Natural Gas Fund
UNG
$450M
| $8.13M | 0.01% |
155,350
-98,475
| -39% | -$4.2M |
|
532
CALL
Western Digital
WDC
$156B
| $8.11M | 0.01% |
150,822
-1,152,598
| -88% | -$62.3M |
|
533
CALL
Otis Worldwide
OTIS
$28.1B
| $8.1M | 0.01% |
99,000
+76,500
| +340% | +$5.89M |
|
534
CALL
Tyson Foods
TSN
$20.6B
| $8.06M | 0.01% |
109,300
-116,500
| -52% | -$9.04M |
|
535
CALL
nCino
NCNO
$2.08B
| $7.97M | 0.01% |
+133,100
| New | +$8.39M |
|
536
Visa
V
$692B
| $7.95M | 0.01% |
34,004
-95,554
| -74% | -$21.8M |
|
537
Walmart Inc
WMT
$892B
| $7.95M | 0.01% |
169,110
+114,795
| +211% | +$5.35M |
|
538
PUT
Truist Financial
TFC
$64.2B
| $7.83M | 0.01% |
141,000
-152,700
| -52% | -$8.97M |
|
|
RFP
539
CALL
DELISTED
Resolute Forest Products Inc.
RFP
| $7.83M | 0.01% |
641,500
+169,500
| +36% | +$2.37M |
|
540
PUT
Nucor
NUE
$61.9B
| $7.81M | 0.01% |
81,400
+44,700
| +122% | +$4.18M |
|
|
541
nCino
NCNO
$2.08B
| $7.78M | 0.01% |
+129,809
| New | +$8.18M |
|
|
542
CALL
Nucor
NUE
$61.9B
| $7.65M | 0.01% |
79,700
+70,900
| +806% | +$6.63M |
|
543
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $7.61M | 0.01% |
60,400
+8,000
| +15% | +$980K |
|
544
State Street SPDR S&P Retail ETF
XRT
$323M
| $7.54M | 0.01% |
77,551
-194,985
| -72% | -$18.2M |
|
|
SPLK
545
DELISTED
Splunk Inc
SPLK
| $7.52M | 0.01% |
52,024
+46,267
| +804% | +$5.89M |
|
546
CALL
Jones Lang LaSalle
JLL
$16.7B
| $7.49M | 0.01% |
+38,300
| New | +$7.48M |
|
547
CALL
Lowe's Companies
LOW
$122B
| $7.41M | 0.01% |
+38,200
| New | +$7.47M |
|
548
PUT
Okta
OKTA
$24.9B
| $7.34M | 0.01% |
30,000
| – | – |
|
549
CALL
lululemon athletica
LULU
$14.2B
| $7.32M | 0.01% |
+20,100
| New | +$6.62M |
|
550
CALL
Nutanix
NTNX
$16.3B
| $7.31M | 0.01% |
191,400
+83,500
| +77% | +$2.6M |
|
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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.