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Parallax Volatility Advisers

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
Cap. Flow
+$23.7B
Cap. Flow %
32.43%
Top 10 Hldgs %
49.61%
Holding
1,873
New
618
Increased
371
Reduced
476
Closed
335

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$275M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$77.8M
3
TSLA icon
Tesla
TSLA
+$70M
4
FXI icon
iShares China Large-Cap ETF
FXI
+$65.3M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$62.1M

Top Sells

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$173M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$164M
3
SE icon
Sea Limited
SE
+$160M
4
WFC icon
Wells Fargo
WFC
+$145M
5
XLF icon
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
ZBH icon
1051
PUT
Zimmer Biomet
ZBH
$18.7B
$739K ﹤0.01%
4,738
+1,751
+59% +$284K
VFC icon
1052
CALL
VF Corp
VFC
$5.87B
$737K ﹤0.01%
9,000
-1,540,900
-99% -$128M
YUM icon
1053
PUT
Yum! Brands
YUM
$41.5B
$737K ﹤0.01%
6,400
-16,900
-73% -$1.99M
RRC icon
1054
PUT
Range Resources
RRC
$9.02B
$735K ﹤0.01%
43,900
-22,300
-34% -$280K
RL icon
1055
PUT
Ralph Lauren
RL
$23.8B
$730K ﹤0.01%
6,200
-89,100
-93% -$11.2M
TLRY icon
1056
CALL
Tilray
TLRY
$617M
$728K ﹤0.01%
4,030
-44,980
-92% -$7.89M
OSW icon
1057
CALL
OneSpaWorld
OSW
$2.68B
$727K ﹤0.01%
+75,000
New +$819K
OSW icon
1058
PUT
OneSpaWorld
OSW
$2.68B
$727K ﹤0.01%
+75,000
New +$819K
PAYC icon
1059
PUT
Paycom
PAYC
$9.85B
$726K ﹤0.01%
2,000
-100
-5% -$35.4K
WMG icon
1060
CALL
Warner Music
WMG
$13.7B
$721K ﹤0.01%
+20,000
New +$717K
WSC icon
1061
WillScot Mobile Mini Holdings
WSC
$4.72B
$717K ﹤0.01%
25,711
+32
+0.1% +$920
VRTX icon
1062
Vertex Pharmaceuticals
VRTX
$122B
$712K ﹤0.01%
3,533
+3,256
+1,175% +$681K
PAE
1063
CALL
DELISTED
PAE Incorporated Class A Common Stock
PAE
$712K ﹤0.01%
80,000
– –
NOVA
1064
CALL
DELISTED
Sunnova Energy
NOVA
$700K ﹤0.01%
18,600
– –
MLM icon
1065
Martin Marietta Materials
MLM
$32.5B
$699K ﹤0.01%
+1,986
New +$708K
TPGY
1066
CALL
DELISTED
TPG Pace Beneficial Finance Corp.
TPGY
$695K ﹤0.01%
54,000
-50,000
-48% -$725K
XLNX
1067
CALL
DELISTED
Xilinx Inc
XLNX
$693K ﹤0.01%
4,800
-400
-8% -$50.8K
SI
1068
PUT
DELISTED
Silvergate Capital Corporation
SI
$692K ﹤0.01%
+6,100
New +$691K
MITK icon
1069
CALL
Mitek Systems
MITK
$756M
$674K ﹤0.01%
+35,000
New +$589K
VMC icon
1070
Vulcan Materials
VMC
$36.6B
$663K ﹤0.01%
3,808
+1,663
+78% +$297K
STRE.U
1071
DELISTED
Supernova Partners Acquisition Company III, Ltd. Units, each consisting of one Class A ordinary share and one-fifth of one redeemable warrant
STRE.U
$662K ﹤0.01%
+66,321
New +$663K
SSYS icon
1072
CALL
Stratasys
SSYS
$763M
$661K ﹤0.01%
25,500
+5,400
+27% +$123K
NWL icon
1073
Newell Brands
NWL
$2.62B
$657K ﹤0.01%
23,908
-30,835
-56% -$850K
ROST icon
1074
PUT
Ross Stores
ROST
$81.2B
$656K ﹤0.01%
5,300
+3,400
+179% +$424K
IPOF
1075
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
$653K ﹤0.01%
64,053
-2,648
-4% -$27.3K
41 42
43
44 45

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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.