We are live on
!
Find out more
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
(-1.7%)
Cap. Flow
-$4.61B
Cap. Flow
% of AUM
-4.06%
Top 10 Holdings %
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$316M |
| 2 |
Amazon
AMZN
|
+$156M |
| 3 |
Boeing
BA
|
+$95.3M |
| 4 |
Costco
COST
|
+$85.8M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$77.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$435M |
| 2 |
Apple
AAPL
|
+$233M |
| 3 |
Microsoft
MSFT
|
+$206M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$194M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
451
CALL
Akamai
AKAM
$15.9B
| $31.8M | 0.03% |
272,500
-41,900
| -13% | -$4.67M |
|
452
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
| $31.8M | 0.03% |
310,217
-9,503
| -3% | -$974K |
|
453
PUT
Dell
DELL
$340B
| $31.7M | 0.03% |
627,611
+115,223
| +22% | +$5.78M |
|
454
PUT
Medtronic
MDT
$118B
| $31.7M | 0.03% |
255,300
+160,900
| +170% | +$20.2M |
|
|
MNDT
455
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $31.6M | 0.03% |
1,560,800
-21,000
| -1% | -$431K |
|
456
PUT
Southwest Airlines
LUV
$18.9B
| $31.4M | 0.03% |
591,200
-168,600
| -22% | -$10.1M |
|
457
PUT
GDS Holdings
GDS
$6.49B
| $31.3M | 0.03% |
398,700
+398,500
| +199,250% | +$30.9M |
|
458
Delta Air Lines
DAL
$51.8B
| $31.2M | 0.03% |
721,625
-157,441
| -18% | -$7.29M |
|
459
PUT
Accenture
ACN
$108B
| $31.2M | 0.03% |
105,700
-82,700
| -44% | -$23.7M |
|
460
United Airlines
UAL
$34.8B
| $31M | 0.03% |
593,726
-323,991
| -35% | -$18M |
|
461
Eli Lilly
LLY
$1T
| $31M | 0.03% |
135,225
+89,074
| +193% | +$17.9M |
|
|
ZNGA
462
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $31M | 0.03% |
2,913,900
-843,200
| -22% | -$8.88M |
|
463
PUT
MongoDB
MDB
$28.9B
| $30.9M | 0.03% |
85,600
-3,700
| -4% | -$1.14M |
|
464
PUT
Petrobras
PBR
$135B
| $30.7M | 0.03% |
2,511,000
+589,200
| +31% | +$5.79M |
|
465
Home Depot
HD
$310B
| $30.6M | 0.03% |
95,948
-278,687
| -74% | -$88.6M |
|
466
D.R. Horton
DHI
$38.9B
| $30.6M | 0.03% |
338,480
+264,692
| +359% | +$24.8M |
|
|
AVYA
467
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $30.5M | 0.03% |
1,135,100
| – | – |
|
468
CALL
EOG Resources
EOG
$77.1B
| $30.5M | 0.03% |
365,400
-559,300
| -60% | -$44.2M |
|
|
WWE
469
CALL
DELISTED
World Wrestling Entertainment
WWE
| $30.4M | 0.03% |
524,900
-50,100
| -9% | -$2.85M |
|
470
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
| $30.4M | 0.03% |
463,100
-260,300
| -36% | -$17.8M |
|
|
RDFN
471
PUT
DELISTED
Redfin
RDFN
| $30.2M | 0.03% |
475,700
-14,600
| -3% | -$892K |
|
472
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
| $30.2M | 0.03% |
645,000
+7,700
| +1% | +$389K |
|
473
CALL
CrowdStrike
CRWD
$213B
| $30M | 0.03% |
477,600
+72,800
| +18% | +$3.92M |
|
474
CALL
Altria Group
MO
$113B
| $29.9M | 0.03% |
628,000
-15,700
| -2% | -$771K |
|
475
PUT
Coca-Cola
KO
$377B
| $29.9M | 0.03% |
552,500
-379,500
| -41% | -$20.6M |
|
Similar funds
TI
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.