We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.5%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$113B
AUM Growth
-$1.98B
Cap. Flow
-$4.61B
Cap. Flow %
-4.06%
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$316M
2
AMZN icon
Amazon
AMZN
+$156M
3
BA icon
Boeing
BA
+$95.3M
4
COST icon
Costco
COST
+$85.8M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$77.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$435M
2
AAPL icon
Apple
AAPL
+$233M
3
MSFT icon
Microsoft
MSFT
+$206M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$194M
5
NVDA icon
NVIDIA
NVDA
+$173M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.72%
2 Technology 1.2%
3 Consumer Discretionary 1.14%
4 Communication Services 1.04%
5 Healthcare 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ACMR icon
426
CALL
ACM Research
ACMR
$5.14B
$34.3M 0.03%
1,005,300
+855,300
+570% +$23.5M
IEF icon
427
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$34.1M 0.03%
+295,100
New +$33.8M
SPR
428
PUT
DELISTED
Spirit AeroSystems
SPR
$33.8M 0.03%
715,200
+493,500
+223% +$23.4M
HD icon
429
CALL
Home Depot
HD
$310B
$33.6M 0.03%
105,500
-86,900
-45% -$27.6M
MET icon
430
CALL
MetLife
MET
$60.8B
$33.3M 0.03%
556,900
-313,400
-36% -$19.9M
UNP icon
431
PUT
Union Pacific
UNP
$169B
$33.2M 0.03%
151,000
-158,800
-51% -$35.4M
LULU icon
432
PUT
lululemon athletica
LULU
$11B
$33.2M 0.03%
90,900
+38,500
+73% +$12.7M
FTAI icon
433
CALL
FTAI Aviation
FTAI
$19B
$33.1M 0.03%
+1,155,426
New +$29.1M
IQ icon
434
PUT
iQIYI
IQ
$901M
$33.1M 0.03%
2,124,300
+1,339,700
+171% +$19.9M
TIP icon
435
PUT
iShares TIPS Bond ETF
TIP
$14.8B
$33M 0.03%
+257,400
New +$32.7M
EA
436
PUT
DELISTED
Electronic Arts
EA
$32.9M 0.03%
228,500
-177,800
-44% -$25.2M
ATVI
437
CALL
DELISTED
Activision Blizzard
ATVI
$32.7M 0.03%
343,100
+92,200
+37% +$8.73M
ARKG icon
438
PUT
ARK Genomic Revolution ETF
ARKG
$1.99B
$32.7M 0.03%
353,300
+47,000
+15% +$4M
GLD icon
439
SPDR Gold Trust
GLD
$149B
$32.6M 0.03%
196,935
+195,806
+17,343% +$33.3M
CLF icon
440
CALL
Cleveland-Cliffs
CLF
$6.9B
$32.6M 0.03%
1,510,200
-127,900
-8% -$2.52M
XLF icon
441
State Street Financial Select Sector SPDR ETF
XLF
$54B
$32.4M 0.03%
883,775
-2,692,162
-75% -$98.5M
VZ icon
442
CALL
Verizon
VZ
$207B
$32.4M 0.03%
577,700
-512,000
-47% -$29.4M
VIPS icon
443
PUT
Vipshop
VIPS
$5.95B
$32.3M 0.03%
1,608,400
+944,300
+142% +$23.7M
COIN icon
444
CALL
Coinbase
COIN
$46.1B
$32.3M 0.03%
+127,400
New +$33.1M
BBBY
445
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
$32.3M 0.03%
969,300
+821,900
+558% +$22.9M
XOP icon
446
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$32.2M 0.03%
332,600
-240,900
-42% -$21M
VRM icon
447
CALL
Vroom Inc
VRM
$54.5M
$32.1M 0.03%
9,591
+8,331
+661% +$28.3M
CC icon
448
PUT
Chemours
CC
$2.26B
$32M 0.03%
919,900
+2,900
+0.3% +$96K
MTCH icon
449
PUT
Match Group
MTCH
$9.51B
$32M 0.03%
198,500
-405,500
-67% -$59.4M
LVS icon
450
CALL
Las Vegas Sands
LVS
$28.1B
$31.9M 0.03%
605,900
-1,075,600
-64% -$62.1M
16 17
18
19 20

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

Parallax Volatility Advisers's Q2 2021 Portfolio in Review

As of Q2 2021, Parallax Volatility Advisers held 3,830 positions worth $113B, down 1.7% from $115B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Parallax Volatility Advisers withdrew a net $4.61B in Q2 2021, closing 891 positions and reducing 1,240 holdings. Its most notable exit was Sea Limited, an estimated $160M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Parallax Volatility Advisers opened a new position in Xerox worth $13.1M.

  • Parallax Volatility Advisers's largest Q2 2021 buy was Xerox: 557,521 shares worth $13.1M.
  • Parallax Volatility Advisers added most to Alphabet (Google) Class A in Q2 2021, an estimated $316M increase.
  • Parallax Volatility Advisers's biggest Q2 2021 reduction was iShares Russell 2000 ETF, cutting an estimated $435M.
  • Parallax Volatility Advisers fully exited Sea Limited in Q2 2021, selling an estimated $160M.
  • Parallax Volatility Advisers's ten largest holdings make up 39% of its $113B portfolio in Q2 2021.
  • Parallax Volatility Advisers opened 638 new positions and closed 891 in Q2 2021.
  • Parallax Volatility Advisers's portfolio value fell 1.7% quarter-over-quarter to $113B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2021, filed 16 Aug 2021.