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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 | |
|---|---|---|---|---|---|---|
201
VanEck Semiconductor ETF
SMH
$68.5B
| $46.5M | 0.06% |
354,798
-109,716
| -24% | -$13.5M |
|
202
PUT
Willis Towers Watson
WTW
$31.7B
| $46.5M | 0.06% |
+202,200
| New | +$50.3M |
|
203
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
| $46.3M | 0.06% |
707,200
-444,700
| -39% | -$30.4M |
|
|
TWTR
204
DELISTED
Twitter, Inc.
TWTR
| $46M | 0.06% |
669,034
+526,232
| +369% | +$32.3M |
|
|
205
CALL
Willis Towers Watson
WTW
$31.7B
| $46M | 0.06% |
+200,000
| New | +$49.7M |
|
206
CALL
Norwegian Cruise Line
NCLH
$9.07B
| $46M | 0.06% |
1,562,900
+696,300
| +80% | +$21M |
|
207
PUT
ZTO Express
ZTO
$18.7B
| $45.2M | 0.06% |
1,488,300
-285,900
| -16% | -$8.83M |
|
208
PUT
United States Oil Fund
USO
$1.91B
| $45.1M | 0.06% |
903,184
-884,700
| -49% | -$39.9M |
|
209
CALL
United Airlines
UAL
$41.7B
| $44.7M | 0.06% |
855,100
-1,519,100
| -64% | -$84.3M |
|
210
CALL
Williams Companies
WMB
$86.1B
| $44.2M | 0.06% |
1,663,400
-848,900
| -34% | -$21.7M |
|
|
WBA
211
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $43.9M | 0.06% |
834,600
+520,700
| +166% | +$28M |
|
212
CALL
Teladoc Health
TDOC
$1.21B
| $43.1M | 0.06% |
259,100
+192,200
| +287% | +$31.1M |
|
213
CALL
Starbucks
SBUX
$118B
| $43M | 0.06% |
385,000
-56,300
| -13% | -$6.36M |
|
214
PUT
iShares Global Clean Energy ETF
ICLN
$2.35B
| $42.8M | 0.06% |
+1,824,900
| New | +$41.7M |
|
215
CALL
SLB Ltd
SLB
$73.2B
| $42.7M | 0.06% |
1,333,200
+77,700
| +6% | +$2.39M |
|
216
CALL
ServiceNow
NOW
$118B
| $42.7M | 0.06% |
388,000
+142,500
| +58% | +$14.4M |
|
|
JMIA
217
CALL
Jumia Technologies
JMIA
$754M
| $42.5M | 0.06% |
+1,400,900
| New | +$42.4M |
|
218
CALL
Mercado Libre
MELI
$96.3B
| $42.4M | 0.06% |
+27,200
| New | +$39.9M |
|
|
219
CALL
VanEck Semiconductor ETF
SMH
$68.5B
| $41.8M | 0.06% |
318,800
-331,200
| -51% | -$40.9M |
|
220
CALL
Mastercard
MA
$500B
| $41.4M | 0.06% |
+113,300
| New | +$42.1M |
|
221
PUT
TJX Companies
TJX
$174B
| $41M | 0.06% |
608,300
+56,100
| +10% | +$3.82M |
|
222
PUT
MetLife
MET
$62B
| $40.8M | 0.06% |
+681,500
| New | +$43.2M |
|
223
PUT
Western Digital
WDC
$182B
| $40.4M | 0.06% |
751,464
+276,639
| +58% | +$15M |
|
224
Lam Research
LRCX
$369B
| $40.4M | 0.06% |
+620,420
| New | +$39.2M |
|
225
PUT
State Street SPDR S&P Retail ETF
XRT
$329M
| $40.3M | 0.06% |
414,600
-304,700
| -42% | -$28.5M |
|
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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 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.