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 | |
|---|---|---|---|---|---|---|
1001
CALL
Iron Mountain
IRM
$34.3B
| $7.26M | 0.01% |
171,500
+171,400
| +171,400% | +$7.19M |
|
1002
CALL
Jack in the Box
JACK
$283M
| $7.24M | 0.01% |
65,000
| – | – |
|
|
ABST
1003
PUT
DELISTED
Absolute Software Corp
ABST
| $7.24M | 0.01% |
+500,000
| New | +$7.11M |
|
|
HIMX
1004
PUT
Himax Technologies
HIMX
$2.43B
| $7.23M | 0.01% |
+434,000
| New | +$5.73M |
|
1005
CALL
Dropbox
DBX
$7.52B
| $7.2M | 0.01% |
237,400
-28,700
| -11% | -$784K |
|
1006
CALL
Best Buy
BBY
$18.5B
| $7.19M | 0.01% |
62,700
-427,900
| -87% | -$49.9M |
|
|
VMRK
1007
PUT
Vivmark Residential
VMRK
$50.3B
| $7.18M | 0.01% |
93,200
+19,900
| +27% | +$1.5M |
|
1008
PUT
Automatic Data Processing
ADP
$105B
| $7.17M | 0.01% |
36,100
-30,300
| -46% | -$5.89M |
|
1009
CALL
Workhorse Group
WKHS
$33.7M
| $7.15M | 0.01% |
144
+78
| +118% | +$2.89M |
|
|
NXH
1010
PUT
Neighborhood Intelligence Inc
NXH
$371M
| $7.12M | 0.01% |
84,920
+68,090
| +405% | +$4.95M |
|
|
TTCF
1011
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
| $7.11M | 0.01% |
331,431
+50,364
| +18% | +$988K |
|
1012
PUT
Marathon Digital Holdings
MARA
$4.6B
| $7.1M | 0.01% |
+226,400
| New | +$7.18M |
|
1013
CALL
PACCAR
PCAR
$64.2B
| $7.09M | 0.01% |
119,100
+85,800
| +258% | +$5.26M |
|
1014
PUT
Revolve Group
RVLV
$1.39B
| $7.09M | 0.01% |
102,800
+95,200
| +1,253% | +$5.11M |
|
1015
PUT
BP
BP
$118B
| $7.07M | 0.01% |
267,600
-663,700
| -71% | -$17.4M |
|
1016
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
| $7.06M | 0.01% |
104,500
+86,100
| +468% | +$5.89M |
|
1017
Cracker Barrel
CBRL
$1.14B
| $7.05M | 0.01% |
47,510
+1,509
| +3% | +$243K |
|
|
GES
1018
PUT
DELISTED
Guess Inc
GES
| $7.05M | 0.01% |
267,000
+75,000
| +39% | +$2.07M |
|
1019
WEX
WEX
$6.34B
| $7.04M | 0.01% |
+36,280
| New | +$7.44M |
|
1020
PUT
Becton Dickinson
BDX
$49B
| $7.03M | 0.01% |
29,623
+22,448
| +313% | +$5.38M |
|
1021
CALL
PagSeguro Digital
PAGS
$2.65B
| $7.03M | 0.01% |
125,600
-35,900
| -22% | -$1.73M |
|
1022
Teradyne
TER
$60B
| $7.01M | 0.01% |
52,326
-28,352
| -35% | -$3.63M |
|
1023
PUT
Cadence Design Systems
CDNS
$78.4B
| $7M | 0.01% |
51,200
-19,200
| -27% | -$2.54M |
|
1024
CALL
Murphy Oil
MUR
$5.51B
| $6.98M | 0.01% |
300,000
+100,000
| +50% | +$2.04M |
|
1025
CALL
Kornit Digital
KRNT
$683M
| $6.96M | 0.01% |
+56,000
| New | +$5.91M |
|
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.