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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 | |
|---|---|---|---|---|---|---|
76
CALL
Unity
U
$18.7B
| $225M | 0.2% |
2,046,400
+1,405,300
| +219% | +$138M |
|
77
CALL
Visa
V
$688B
| $222M | 0.2% |
948,400
+95,400
| +11% | +$21.8M |
|
78
PUT
Shopify
SHOP
$163B
| $218M | 0.19% |
1,494,000
+1,147,000
| +331% | +$141M |
|
79
PUT
Bank of America
BAC
$439B
| $217M | 0.19% |
5,257,700
+2,309,700
| +78% | +$94.7M |
|
80
CALL
Beyond Meat
BYND
$188M
| $211M | 0.19% |
44,573
+32,876
| +281% | +$131M |
|
81
CALL
Cisco
CSCO
$431B
| $210M | 0.19% |
3,964,800
-2,267,900
| -36% | -$119M |
|
82
CALL
Palo Alto Networks
PANW
$272B
| $210M | 0.19% |
3,393,600
+195,600
| +6% | +$11.6M |
|
83
CALL
iShares Silver Trust
SLV
$32.7B
| $208M | 0.18% |
8,603,400
+3,490,700
| +68% | +$86.4M |
|
84
PUT
iShares MSCI EAFE ETF
EFA
$78.8B
| $205M | 0.18% |
2,601,400
-7,113,900
| -73% | -$565M |
|
85
PUT
Salesforce
CRM
$201B
| $205M | 0.18% |
838,170
-330,530
| -28% | -$76.2M |
|
86
PUT
Wayfair
W
$13.8B
| $200M | 0.18% |
634,500
+354,500
| +127% | +$111M |
|
87
CALL
United Parcel Service
UPS
$84.7B
| $200M | 0.18% |
959,400
+509,000
| +113% | +$102M |
|
88
PUT
Magnite
MGNI
$3.37B
| $196M | 0.17% |
5,777,200
+290,700
| +5% | +$9.85M |
|
89
CALL
Pinterest
PINS
$10.5B
| $193M | 0.17% |
2,447,900
+1,429,600
| +140% | +$99.7M |
|
|
90
CALL
Boeing
BA
$164B
| $191M | 0.17% |
797,500
-389,300
| -33% | -$94.1M |
|
91
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $190M | 0.17% |
7,062,400
+3,874,600
| +122% | +$101M |
|
92
PUT
IBM
IBM
$227B
| $187M | 0.17% |
1,335,324
-319,971
| -19% | -$43.8M |
|
93
PUT
Goldman Sachs
GS
$300B
| $187M | 0.16% |
492,800
-197,500
| -29% | -$70.7M |
|
94
PUT
Booking.com
BKNG
$130B
| $185M | 0.16% |
2,112,500
-110,000
| -5% | -$10.3M |
|
95
PUT
Workday
WDAY
$44.7B
| $183M | 0.16% |
766,200
+190,000
| +33% | +$45.7M |
|
96
State Street SPDR S&P 500 ETF Trust
SPY
$806B
| $183M | 0.16% |
426,912
+49,240
| +13% | +$20.6M |
|
97
CALL
Intel
INTC
$560B
| $182M | 0.16% |
3,234,900
-2,152,200
| -40% | -$126M |
|
98
Bausch Health
BHC
$2.31B
| $181M | 0.16% |
6,170,880
+1,285,666
| +26% | +$39M |
|
99
PUT
Lam Research
LRCX
$394B
| $181M | 0.16% |
2,780,000
-2,964,000
| -52% | -$187M |
|
100
CALL
Morgan Stanley
MS
$339B
| $177M | 0.16% |
1,932,600
+506,000
| +35% | +$43.4M |
|
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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.