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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 | |
|---|---|---|---|---|---|---|
|
EA
676
CALL
DELISTED
Electronic Arts
EA
| $17.1M | 0.02% |
118,600
-2,700
| -2% | -$383K |
|
677
CALL
Intercontinental Exchange
ICE
$87.9B
| $17.1M | 0.02% |
143,700
+45,200
| +46% | +$5.2M |
|
678
iShares Global Clean Energy ETF
ICLN
$2.1B
| $17M | 0.02% |
724,978
+225,620
| +45% | +$5.15M |
|
679
PUT
Rocket Companies
RKT
$38B
| $16.8M | 0.01% |
870,000
-626,200
| -42% | -$12.7M |
|
680
CALL
Prudential Financial
PRU
$40.6B
| $16.8M | 0.01% |
163,900
-302,100
| -65% | -$30.9M |
|
681
PUT
Trip.com Group
TCOM
$24.7B
| $16.8M | 0.01% |
472,600
-91,600
| -16% | -$3.49M |
|
682
Dollar General
DG
$27.5B
| $16.7M | 0.01% |
77,365
+21,487
| +38% | +$4.51M |
|
683
PUT
Mattel
MAT
$3.93B
| $16.7M | 0.01% |
829,300
-92,700
| -10% | -$1.91M |
|
|
K
684
PUT
DELISTED
Kellanova
K
| $16.6M | 0.01% |
274,557
+227,484
| +483% | +$13.8M |
|
685
CALL
Strategy Inc
MSTR
$52.7B
| $16.5M | 0.01% |
+249,000
| New | +$14.7M |
|
686
KLA
KLAC
$239B
| $16.5M | 0.01% |
509,480
-161,990
| -24% | -$5.19M |
|
687
PUT
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
| $16.5M | 0.01% |
211,500
+118,500
| +127% | +$8.59M |
|
688
CALL
Futu Holdings
FUTU
$16.4B
| $16.5M | 0.01% |
92,100
-29,900
| -25% | -$4.35M |
|
689
Tenet Healthcare
THC
$21.7B
| $16.5M | 0.01% |
245,926
+11,175
| +5% | +$693K |
|
690
CALL
NRG Energy
NRG
$24.3B
| $16.4M | 0.01% |
406,100
+266,100
| +190% | +$9.64M |
|
691
PUT
Sherwin-Williams
SHW
$77.8B
| $16.3M | 0.01% |
59,900
+11,300
| +23% | +$3.1M |
|
692
CALL
Intuitive Surgical
ISRG
$125B
| $16.2M | 0.01% |
52,800
+50,400
| +2,100% | +$14.1M |
|
693
CALL
WEX
WEX
$6.34B
| $16.1M | 0.01% |
83,200
| – | – |
|
694
American Express
AXP
$217B
| $16.1M | 0.01% |
97,568
-25,903
| -21% | -$4.06M |
|
|
LKFT
695
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.8B
| $16.1M | 0.01% |
233,917
+72,332
| +45% | +$5.52M |
|
696
ZTO Express
ZTO
$15.7B
| $16.1M | 0.01% |
530,816
-389,113
| -42% | -$12M |
|
697
CALL
Intuit
INTU
$85.9B
| $16M | 0.01% |
32,700
+23,700
| +263% | +$10.3M |
|
698
CALL
BP
BP
$118B
| $16M | 0.01% |
606,400
-213,500
| -26% | -$5.6M |
|
|
699
CALL
ZTO Express
ZTO
$15.7B
| $16M | 0.01% |
527,200
+291,900
| +124% | +$9.01M |
|
700
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
| $16M | 0.01% |
32,500
| – | – |
|
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.