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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 | |
|---|---|---|---|---|---|---|
926
PUT
Wendy's
WEN
$1.44B
| $8.67M | 0.01% |
+370,000
| New | +$8.49M |
|
|
SIX
927
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $8.66M | 0.01% |
200,200
+199,500
| +28,500% | +$9M |
|
928
CALL
Mohawk Industries
MHK
$8.67B
| $8.65M | 0.01% |
45,000
| – | – |
|
929
PUT
Sphere Entertainment
SPHR
$5.06B
| $8.65M | 0.01% |
103,000
| – | – |
|
930
PUT
Dave & Buster's
PLAY
$285M
| $8.64M | 0.01% |
212,900
-88,200
| -29% | -$3.82M |
|
931
PUT
DuPont de Nemours
DD
$17.3B
| $8.63M | 0.01% |
88,908
+63,176
| +246% | +$6.34M |
|
932
PUT
Advance Auto Parts
AAP
$2.62B
| $8.6M | 0.01% |
41,900
+33,200
| +382% | +$6.51M |
|
933
Cencora
COR
$61.7B
| $8.58M | 0.01% |
74,970
+3,430
| +5% | +$405K |
|
934
PUT
Dick's Sporting Goods
DKS
$11.9B
| $8.49M | 0.01% |
84,800
+12,200
| +17% | +$1.09M |
|
935
CALL
Ollie's Bargain Outlet
OLLI
$4.3B
| $8.46M | 0.01% |
100,600
+40,800
| +68% | +$3.55M |
|
936
CALL
Upland Software
UPLD
$9.97M
| $8.45M | 0.01% |
20,530
| – | – |
|
937
Norwegian Cruise Line
NCLH
$6.82B
| $8.43M | 0.01% |
286,598
+232,547
| +430% | +$7.01M |
|
938
PUT
Gaotu Techedu
GOTU
$503M
| $8.42M | 0.01% |
570,100
-265,700
| -32% | -$5.92M |
|
939
CALL
Alamos Gold
AGI
$15.5B
| $8.42M | 0.01% |
1,100,000
-622,500
| -36% | -$5.31M |
|
940
PUT
Skyworks Solutions
SWKS
$11.5B
| $8.4M | 0.01% |
43,800
-81,800
| -65% | -$14.5M |
|
941
United Rentals
URI
$64B
| $8.38M | 0.01% |
26,273
+10,377
| +65% | +$3.35M |
|
942
CALL
Kimberly-Clark
KMB
$32.8B
| $8.24M | 0.01% |
61,600
+42,300
| +219% | +$5.64M |
|
943
CALL
Emerson Electric
EMR
$83.9B
| $8.24M | 0.01% |
85,600
-6,000
| -7% | -$564K |
|
944
CALL
Insulet
PODD
$9.57B
| $8.23M | 0.01% |
+30,000
| New | +$8.15M |
|
945
Capital One
COF
$129B
| $8.19M | 0.01% |
52,931
-16,249
| -23% | -$2.45M |
|
|
DISH
946
DELISTED
DISH Network Corp.
DISH
| $8.17M | 0.01% |
195,532
+18,593
| +11% | +$782K |
|
947
CALL
Avis
CAR
$4.69B
| $8.16M | 0.01% |
104,700
-165,800
| -61% | -$13.7M |
|
948
BHP
BHP
$234B
| $8.13M | 0.01% |
125,071
+35,741
| +40% | +$2.36M |
|
949
CALL
United States Natural Gas Fund
UNG
$546M
| $8.13M | 0.01% |
155,350
-98,475
| -39% | -$4.2M |
|
950
PUT
Alerian MLP ETF
AMLP
$13.6B
| $8.12M | 0.01% |
223,000
+200,000
| +870% | +$6.86M |
|
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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.