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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 | |
|---|---|---|---|---|---|---|
101
PUT
RTX Corp
RTX
$291B
| $107M | 0.15% |
1,259,600
-681,200
| -35% | -$57.3M |
|
102
CALL
Zillow
Z
$7.97B
| $105M | 0.14% |
861,200
+333,800
| +63% | +$40.6M |
|
103
PUT
Mastercard
MA
$503B
| $103M | 0.14% |
+282,100
| New | +$105M |
|
104
PUT
Starbucks
SBUX
$119B
| $103M | 0.14% |
919,800
-1,014,500
| -52% | -$115M |
|
105
CALL
Qualcomm
QCOM
$157B
| $102M | 0.14% |
716,900
+101,500
| +16% | +$13.7M |
|
106
PUT
TAL Education Group
TAL
$6.71B
| $102M | 0.14% |
4,046,500
+2,254,000
| +126% | +$101M |
|
107
CALL
Shopify
SHOP
$154B
| $102M | 0.14% |
697,000
+488,000
| +233% | +$60.1M |
|
108
PUT
Snap
SNAP
$8.39B
| $100M | 0.14% |
1,474,100
-2,188,200
| -60% | -$131M |
|
109
PUT
UnitedHealth
UNH
$377B
| $100M | 0.14% |
250,000
+4,500
| +2% | +$1.79M |
|
110
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.56B
| $96.4M | 0.13% |
712,100
-161,700
| -19% | -$21.3M |
|
|
111
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $95.8M | 0.13% |
277,789
-480,463
| -63% | -$164M |
|
|
PARA
112
CALL
DELISTED
Paramount Global Class B
PARA
| $95.6M | 0.13% |
2,114,400
+1,597,600
| +309% | +$66M |
|
113
CALL
Marathon Petroleum
MPC
$91.1B
| $92.4M | 0.13% |
+1,529,000
| New | +$89.6M |
|
|
114
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $90.2M | 0.12% |
261,600
-472,800
| -64% | -$161M |
|
115
PUT
Ulta Beauty
ULTA
$22.5B
| $90.2M | 0.12% |
260,900
-107,500
| -29% | -$35.3M |
|
116
CALL
Virgin Galactic
SPCE
$356M
| $89.1M | 0.12% |
96,805
-10,695
| -10% | -$6.07M |
|
117
PUT
Moderna
MRNA
$22.2B
| $89M | 0.12% |
+378,800
| New | +$67.7M |
|
118
CALL
NIO
NIO
$12.1B
| $88.6M | 0.12% |
1,665,400
+367,100
| +28% | +$14.7M |
|
119
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
| $86.9M | 0.12% |
848,200
+228,300
| +37% | +$23.4M |
|
|
120
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $85.3M | 0.12% |
955,656
+892,992
| +1,425% | +$77.8M |
|
121
PayPal
PYPL
$49.3B
| $85.2M | 0.12% |
292,161
+38,406
| +15% | +$10.1M |
|
122
PUT
Nike
NKE
$62.6B
| $84.3M | 0.12% |
545,500
-43,000
| -7% | -$5.79M |
|
|
123
CALL
PayPal
PYPL
$49.3B
| $83.9M | 0.12% |
287,800
-148,100
| -34% | -$39.1M |
|
124
PUT
Palantir
PLTR
$301B
| $83.8M | 0.11% |
3,178,400
+228,900
| +8% | +$5.29M |
|
125
CALL
Procter & Gamble
PG
$338B
| $83.7M | 0.11% |
620,100
-71,000
| -10% | -$9.61M |
|
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.