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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 | |
|---|---|---|---|---|---|---|
976
RLX Technology
RLX
$2.43B
| $1.08M | ﹤0.01% |
124,288
+85,358
| +219% | +$872K |
|
977
PUT
KeyCorp
KEY
$24.3B
| $1.07M | ﹤0.01% |
+52,000
| New | +$1.13M |
|
978
CALL
Liberty Energy
LBRT
$3.27B
| $1.06M | ﹤0.01% |
+75,000
| New | +$1.01M |
|
979
Kraft Heinz
KHC
$29.6B
| $1.06M | ﹤0.01% |
+26,006
| New | +$1.09M |
|
|
SDC
980
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $1.04M | ﹤0.01% |
120,000
-30,800
| -20% | -$284K |
|
|
X
981
CALL
DELISTED
US Steel
X
| $1.02M | ﹤0.01% |
42,800
-2,805,700
| -98% | -$69.1M |
|
982
PUT
United Parks & Resorts
PRKS
$2.09B
| $1.02M | ﹤0.01% |
20,500
+15,000
| +273% | +$796K |
|
983
CALL
Spectrum Brands
SPB
$2.03B
| $1.02M | ﹤0.01% |
12,000
-30,000
| -71% | -$2.65M |
|
|
IPOF
984
PUT
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $1.02M | ﹤0.01% |
100,000
| – | – |
|
985
Merck
MRK
$317B
| $1.01M | ﹤0.01% |
+13,042
| New | +$970K |
|
|
MRO
986
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.01M | ﹤0.01% |
+74,100
| New | +$895K |
|
|
NAACU
987
DELISTED
North Atlantic Acquisition Corporation Unit
NAACU
| $1M | ﹤0.01% |
100,000
-167,151
| -63% | -$1.67M |
|
988
CALL
The RealReal
REAL
$1.54B
| $998K | ﹤0.01% |
50,500
-500
| -1% | -$10.2K |
|
989
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $996K | ﹤0.01% |
24,200
-59,800
| -71% | -$2.52M |
|
990
CALL
TMC The Metals Company
TMC
$1.78B
| $995K | ﹤0.01% |
100,000
| – | – |
|
|
SI
991
CALL
DELISTED
Silvergate Capital Corporation
SI
| $995K | ﹤0.01% |
+8,800
| New | +$997K |
|
992
PUT
Shift4
FOUR
$3.44B
| $990K | ﹤0.01% |
10,600
+8,600
| +430% | +$812K |
|
|
RAD
993
DELISTED
Rite Aid Corporation
RAD
| $982K | ﹤0.01% |
60,227
+20,065
| +50% | +$384K |
|
994
Pan American Silver
PAAS
$20.2B
| $976K | ﹤0.01% |
34,146
-27,010
| -44% | -$870K |
|
995
PUT
Sonos
SONO
$1.83B
| $966K | ﹤0.01% |
27,400
-196,700
| -88% | -$7.36M |
|
996
PUT
United Natural Foods
UNFI
$2.9B
| $965K | ﹤0.01% |
26,100
-254,300
| -91% | -$9.25M |
|
997
PUT
PG&E
PCG
$37.4B
| $964K | ﹤0.01% |
94,900
-1,092,400
| -92% | -$11.7M |
|
|
LSI
998
DELISTED
Life Storage, Inc.
LSI
| $960K | ﹤0.01% |
+8,941
| New | +$879K |
|
|
SGMO
999
PUT
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $954K | ﹤0.01% |
+79,700
| New | +$902K |
|
|
SQSP
1000
PUT
DELISTED
Squarespace, Inc.
SQSP
| $951K | ﹤0.01% |
+16,000
| New | +$911K |
|
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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.