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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 | |
|---|---|---|---|---|---|---|
51
PUT
Wayfair
W
$11.2B
| $200M | 0.27% |
634,500
+354,500
| +127% | +$111M |
|
52
CALL
United Parcel Service
UPS
$88.6B
| $200M | 0.27% |
959,400
+509,000
| +113% | +$102M |
|
53
PUT
Magnite
MGNI
$2.76B
| $196M | 0.27% |
+5,777,200
| New | +$196M |
|
54
CALL
Pinterest
PINS
$13.4B
| $193M | 0.26% |
2,447,900
+1,429,600
| +140% | +$99.7M |
|
|
55
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $190M | 0.26% |
7,062,400
+3,874,600
| +122% | +$101M |
|
56
PUT
Workday
WDAY
$39.6B
| $183M | 0.25% |
766,200
+190,000
| +33% | +$45.7M |
|
57
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $183M | 0.25% |
426,912
+49,240
| +13% | +$20.6M |
|
58
PUT
Lam Research
LRCX
$367B
| $181M | 0.25% |
+2,780,000
| New | +$175M |
|
59
CALL
Morgan Stanley
MS
$331B
| $177M | 0.24% |
+1,932,600
| New | +$166M |
|
60
CALL
Peloton Interactive
PTON
$2.77B
| $175M | 0.24% |
1,413,900
+988,900
| +233% | +$105M |
|
|
61
CALL
Sea Limited
SE
$65.4B
| $171M | 0.23% |
623,400
-570,500
| -48% | -$145M |
|
|
62
PUT
Wells Fargo
WFC
$261B
| $170M | 0.23% |
3,762,800
-2,825,000
| -43% | -$126M |
|
|
TWTR
63
PUT
DELISTED
Twitter, Inc.
TWTR
| $166M | 0.23% |
2,409,500
+443,700
| +23% | +$27.2M |
|
64
CALL
Roblox
RBLX
$25.4B
| $163M | 0.22% |
1,809,900
+1,719,900
| +1,911% | +$138M |
|
65
PUT
VanEck Semiconductor ETF
SMH
$65.2B
| $160M | 0.22% |
1,217,000
+845,200
| +227% | +$104M |
|
|
66
CALL
Wayfair
W
$11.2B
| $159M | 0.22% |
502,900
+148,200
| +42% | +$46.4M |
|
67
PUT
Twilio
TWLO
$30B
| $158M | 0.22% |
401,100
+74,100
| +23% | +$25.7M |
|
|
68
PUT
Peloton Interactive
PTON
$2.77B
| $158M | 0.22% |
1,270,200
+939,900
| +285% | +$100M |
|
69
CALL
JPMorgan Chase
JPM
$935B
| $157M | 0.22% |
+1,010,700
| New | +$159M |
|
70
PUT
Mercado Libre
MELI
$95.2B
| $156M | 0.21% |
+100,300
| New | +$147M |
|
71
PUT
United Airlines
UAL
$39.4B
| $156M | 0.21% |
2,984,100
-378,000
| -11% | -$21M |
|
72
PUT
Visa
V
$684B
| $152M | 0.21% |
649,800
-451,600
| -41% | -$103M |
|
73
PUT
ServiceNow
NOW
$115B
| $151M | 0.21% |
1,376,000
-16,500
| -1% | -$1.67M |
|
|
74
PUT
Morgan Stanley
MS
$331B
| $151M | 0.21% |
+1,646,400
| New | +$141M |
|
|
PARA
75
PUT
DELISTED
Paramount Global Class B
PARA
| $150M | 0.21% |
3,324,400
+2,512,600
| +310% | +$104M |
|
Similar funds
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.