We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
-$4.61B
Cap. Flow %
-4.06%
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$316M
2
AMZN icon
Amazon
AMZN
+$156M
3
BA icon
Boeing
BA
+$95.3M
4
COST icon
Costco
COST
+$85.8M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$77.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$435M
2
AAPL icon
Apple
AAPL
+$233M
3
MSFT icon
Microsoft
MSFT
+$206M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$194M
5
NVDA icon
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
HUM icon
826
PUT
Humana
HUM
$48B
$11.3M 0.01%
25,500
-97,000
-79% -$42.4M
RUN icon
827
CALL
Sunrun
RUN
$2.12B
$11.3M 0.01%
202,100
+178,700
+764% +$8.63M
TGT icon
828
Target
TGT
$71.6B
$11.2M 0.01%
46,313
-27,332
-37% -$5.98M
WGO icon
829
Winnebago Industries
WGO
$813M
$11.2M 0.01%
164,096
+161,200
+5,566% +$11.9M
OKE icon
830
PUT
Oneok
OKE
$60.4B
$11.1M 0.01%
199,300
-81,300
-29% -$4.33M
VSTO
831
CALL
DELISTED
Vista Outdoor Inc.
VSTO
$11.1M 0.01%
239,300
-50,700
-17% -$1.92M
WU icon
832
PUT
Western Union
WU
$2.16B
$11.1M 0.01%
481,200
+363,300
+308% +$9.05M
LEN icon
833
CALL
Lennar Class A
LEN
$19.5B
$11.1M 0.01%
114,870
-399,048
-78% -$38.5M
SYY icon
834
PUT
Sysco
SYY
$39.1B
$11M 0.01%
141,600
+61,700
+77% +$4.98M
OIH icon
835
PUT
VanEck Oil Services ETF
OIH
$2.1B
$10.9M 0.01%
50,000
-5,800
-10% -$1.21M
FOXF icon
836
CALL
Fox Factory Holding Corp
FOXF
$822M
$10.9M 0.01%
+70,000
New +$10.4M
LIT icon
837
CALL
Global X Lithium & Battery Tech ETF
LIT
$1.58B
$10.9M 0.01%
150,000
-452,800
-75% -$29.1M
TRIP icon
838
CALL
TripAdvisor
TRIP
$1.03B
$10.9M 0.01%
269,400
-303,400
-53% -$13.7M
PPLI
839
CALL
People Inc
PPLI
$2.81B
$10.8M 0.01%
+85,330
New +$11.1M
ISRG icon
840
PUT
Intuitive Surgical
ISRG
$125B
$10.8M 0.01%
35,100
-63,600
-64% -$17.8M
MCHP icon
841
PUT
Microchip Technology
MCHP
$39.6B
$10.7M 0.01%
142,800
-36,000
-20% -$2.74M
FUN icon
842
CALL
Cedar Fair
FUN
$1.46B
$10.7M 0.01%
238,200
+87,100
+58% +$4.13M
FISV
843
CALL
Fiserv Inc
FISV
$25.9B
$10.7M 0.01%
99,800
+97,500
+4,239% +$11.3M
DXCM icon
844
PUT
DexCom
DXCM
$31.7B
$10.6M 0.01%
99,600
-739,200
-88% -$71M
TTD icon
845
PUT
Trade Desk
TTD
$6.52B
$10.6M 0.01%
136,700
-543,300
-80% -$34.7M
GIS icon
846
CALL
General Mills
GIS
$19.8B
$10.6M 0.01%
173,400
-22,000
-11% -$1.36M
KHC icon
847
CALL
Kraft Heinz
KHC
$29.2B
$10.5M 0.01%
257,200
-313,100
-55% -$13.2M
KGC icon
848
CALL
Kinross Gold
KGC
$35.9B
$10.4M 0.01%
1,640,700
+113,600
+7% +$844K
XLB icon
849
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
$10.4M 0.01%
252,800
+228,400
+936% +$9.62M
NTLA icon
850
PUT
Intellia Therapeutics
NTLA
$1.71B
$10.3M 0.01%
+63,900
New +$4.98M
32 33
34
35 36

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.