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 | |
|---|---|---|---|---|---|---|
|
PCGU
501
DELISTED
PG&E Corporation
PCGU
| $28.3M | 0.03% |
279,635
-23,865
| -8% | -$2.53M |
|
|
B
502
Barrick Mining
B
$73.4B
| $28.3M | 0.02% |
1,367,801
+508,320
| +59% | +$11.5M |
|
503
Advanced Micro Devices
AMD
$851B
| $28.2M | 0.02% |
300,064
-1,179,033
| -80% | -$95.3M |
|
504
BlackBerry
BB
$4.54B
| $28.1M | 0.02% |
2,302,743
+681,455
| +42% | +$7.14M |
|
505
Carnival Corporation Ltd
CCL
$31.1B
| $28M | 0.02% |
1,061,829
+523,414
| +97% | +$14.7M |
|
506
PUT
D.R. Horton
DHI
$38.9B
| $27.8M | 0.02% |
307,500
-448,800
| -59% | -$42.1M |
|
507
PUT
Linde
LIN
$215B
| $27.7M | 0.02% |
95,900
-79,300
| -45% | -$23.1M |
|
|
508
NVIDIA
NVDA
$5.4T
| $27.7M | 0.02% |
1,384,120
-10,817,120
| -89% | -$173M |
|
509
CALL
US Global Jets ETF
JETS
$720M
| $27.4M | 0.02% |
1,134,600
+650,600
| +134% | +$17M |
|
510
CALL
Norfolk Southern
NSC
$72.6B
| $27.4M | 0.02% |
103,300
-185,300
| -64% | -$51.1M |
|
511
PUT
Louisiana-Pacific
LPX
$4.72B
| $27.3M | 0.02% |
+452,500
| New | +$28.9M |
|
|
TSP
512
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $27.1M | 0.02% |
+379,700
| New | +$16.3M |
|
|
SCHW
513
PUT
Charles Schwab
SCHW
$184B
| $27M | 0.02% |
371,500
-389,900
| -51% | -$27.6M |
|
514
PUT
Procter & Gamble
PG
$331B
| $27M | 0.02% |
200,400
-474,900
| -70% | -$64.3M |
|
515
PUT
Airbnb
ABNB
$100B
| $27M | 0.02% |
176,500
+31,500
| +22% | +$4.94M |
|
|
LKFT
516
PUT
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.8B
| $27M | 0.02% |
391,700
+80,200
| +26% | +$6.12M |
|
517
CALL
Halliburton
HAL
$30.9B
| $27M | 0.02% |
1,166,600
-342,900
| -23% | -$7.62M |
|
518
PUT
Altria Group
MO
$113B
| $26.9M | 0.02% |
564,600
+37,300
| +7% | +$1.83M |
|
519
CALL
Atlassian
TEAM
$45B
| $26.9M | 0.02% |
104,700
-12,000
| -10% | -$2.81M |
|
520
PUT
S&P Global
SPGI
$123B
| $26.9M | 0.02% |
65,500
-30,100
| -31% | -$11.6M |
|
|
521
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $26.7M | 0.02% |
299,400
-571,200
| -66% | -$49.7M |
|
522
CALL
Iovance Biotherapeutics
IOVA
$3.82B
| $26.6M | 0.02% |
1,023,400
+957,100
| +1,444% | +$24.9M |
|
523
PUT
Nokia
NOK
$60.2B
| $26.6M | 0.02% |
5,000,300
-2,500
| -0% | -$12.1K |
|
524
PUT
Wolfspeed
WOLF
$1.42B
| $26.6M | 0.02% |
271,500
-200
| -0.1% | -$20.2K |
|
525
CALL
Accenture
ACN
$108B
| $26.6M | 0.02% |
90,100
-75,800
| -46% | -$21.7M |
|
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.