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 | |
|---|---|---|---|---|---|---|
51
PUT
FedEx
FDX
$73.5B
| $283M | 0.25% |
950,300
+13,900
| +1% | +$4.12M |
|
52
CALL
Target
TGT
$72B
| $281M | 0.25% |
1,161,900
-142,300
| -11% | -$31.1M |
|
53
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
| $277M | 0.24% |
2,058,200
-1,161,400
| -36% | -$153M |
|
54
PUT
Uber
UBER
$146B
| $270M | 0.24% |
5,389,500
+1,553,300
| +40% | +$81.1M |
|
55
PUT
Beyond Meat
BYND
$188M
| $268M | 0.24% |
56,820
+24,777
| +77% | +$98.8M |
|
56
PUT
Adobe
ADBE
$101B
| $267M | 0.24% |
456,100
-553,200
| -55% | -$285M |
|
57
CALL
Netflix
NFLX
$317B
| $263M | 0.23% |
4,982,000
-3,501,000
| -41% | -$179M |
|
58
PUT
Carvana
CVNA
$53.3B
| $262M | 0.23% |
4,348,500
+954,500
| +28% | +$51.9M |
|
59
CALL
Micron Technology
MU
$1.16T
| $261M | 0.23% |
3,065,700
-827,700
| -21% | -$69.9M |
|
60
CALL
Pinduoduo
PDD
$112B
| $260M | 0.23% |
2,046,900
+511,300
| +33% | +$66.5M |
|
61
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.9B
| $257M | 0.23% |
4,651,000
-3,312,800
| -42% | -$180M |
|
62
CALL
Snowflake
SNOW
$117B
| $255M | 0.22% |
+1,052,900
| New | +$245M |
|
63
PUT
JPMorgan Chase
JPM
$944B
| $251M | 0.22% |
1,616,600
-773,500
| -32% | -$121M |
|
|
64
PUT
Pinduoduo
PDD
$112B
| $251M | 0.22% |
1,976,600
-587,600
| -23% | -$76.4M |
|
65
PUT
Applied Materials
AMAT
$372B
| $249M | 0.22% |
1,750,400
-1,200,800
| -41% | -$161M |
|
|
66
PUT
Micron Technology
MU
$1.16T
| $248M | 0.22% |
2,921,300
-1,251,500
| -30% | -$106M |
|
|
67
Amazon
AMZN
$2.72T
| $247M | 0.22% |
1,438,280
+937,160
| +187% | +$156M |
|
68
PUT
General Motors
GM
$74.2B
| $247M | 0.22% |
4,169,900
+1,694,100
| +68% | +$99.6M |
|
|
69
PUT
Snowflake
SNOW
$117B
| $238M | 0.21% |
984,100
+534,100
| +119% | +$124M |
|
70
PUT
Sea Limited
SE
$66.3B
| $232M | 0.21% |
846,300
-492,100
| -37% | -$125M |
|
71
PUT
iShares China Large-Cap ETF
FXI
$4.13B
| $232M | 0.2% |
5,008,400
-8,791,400
| -64% | -$406M |
|
|
72
PUT
Target
TGT
$72B
| $232M | 0.2% |
959,600
+584,200
| +156% | +$128M |
|
|
DOCU
73
PUT
DocuSign
DOCU
$12B
| $232M | 0.2% |
829,400
+124,200
| +18% | +$27.8M |
|
74
PUT
Pinterest
PINS
$10.5B
| $226M | 0.2% |
2,865,800
+1,639,300
| +134% | +$114M |
|
75
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $225M | 0.2% |
8,360,210
+2,386,550
| +40% | +$62.1M |
|
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.