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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 | |
|---|---|---|---|---|---|---|
626
CALL
US Foods
USFD
$21.1B
| $19.3M | 0.02% |
504,000
+450,000
| +833% | +$17.5M |
|
627
CALL
3M
MMM
$84.8B
| $19.2M | 0.02% |
115,773
-64,943
| -36% | -$10.8M |
|
628
ExxonMobil
XOM
$675B
| $19.2M | 0.02% |
304,739
+56,297
| +23% | +$3.36M |
|
629
PUT
PNC Financial Services
PNC
$96B
| $19.2M | 0.02% |
100,600
-193,600
| -66% | -$36.3M |
|
630
Chewy
CHWY
$8.34B
| $19.2M | 0.02% |
240,607
+137,366
| +133% | +$10.6M |
|
631
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $19.2M | 0.02% |
259,650
-178,116
| -41% | -$12.5M |
|
632
PUT
Tyson Foods
TSN
$18.2B
| $19.1M | 0.02% |
259,500
-122,100
| -32% | -$9.47M |
|
633
CALL
ON Semiconductor
ON
$27.6B
| $19M | 0.02% |
497,000
-222,700
| -31% | -$8.74M |
|
634
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $19M | 0.02% |
1,007,491
+655,800
| +186% | +$13.3M |
|
635
PUT
McDonald's
MCD
$179B
| $19M | 0.02% |
82,100
-405,800
| -83% | -$94.4M |
|
636
Elevance Health
ELV
$86.1B
| $19M | 0.02% |
49,639
+6,123
| +14% | +$2.34M |
|
637
CALL
DuPont de Nemours
DD
$17.3B
| $18.9M | 0.02% |
194,307
+156,226
| +410% | +$15.7M |
|
638
CALL
American Electric Power
AEP
$67.9B
| $18.8M | 0.02% |
222,600
-11,700
| -5% | -$1.01M |
|
639
CALL
Bilibili
BILI
$6.55B
| $18.8M | 0.02% |
154,100
-930,800
| -86% | -$101M |
|
|
AAWW
640
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $18.8M | 0.02% |
275,500
| – | – |
|
|
VMW
641
CALL
DELISTED
VMware, Inc
VMW
| $18.7M | 0.02% |
+117,100
| New | +$18.7M |
|
642
CALL
Veeva Systems
VEEV
$42.2B
| $18.7M | 0.02% |
60,200
-22,000
| -27% | -$6.13M |
|
643
CALL
ARK Blockchain & Fintech Innovation ETF
ARKF
$801M
| $18.7M | 0.02% |
344,700
+84,700
| +33% | +$4.33M |
|
|
644
PUT
Elevance Health
ELV
$86.1B
| $18.6M | 0.02% |
48,800
-62,100
| -56% | -$23.7M |
|
645
CALL
Tractor Supply
TSCO
$17.7B
| $18.6M | 0.02% |
500,500
-6,500
| -1% | -$238K |
|
646
PUT
Marvell Technology
MRVL
$211B
| $18.6M | 0.02% |
319,100
+49,100
| +18% | +$2.4M |
|
647
CALL
iQIYI
IQ
$901M
| $18.5M | 0.02% |
1,190,400
-486,300
| -29% | -$7.23M |
|
|
WBA
648
DELISTED
Walgreens Boots Alliance
WBA
| $18.4M | 0.02% |
350,034
-167,358
| -32% | -$9M |
|
649
CALL
Centene
CNC
$31.6B
| $18.2M | 0.02% |
249,400
+177,300
| +246% | +$12.1M |
|
650
CALL
T-Mobile US
TMUS
$190B
| $18.2M | 0.02% |
125,500
+59,500
| +90% | +$8.2M |
|
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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.