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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 | |
|---|---|---|---|---|---|---|
101
CALL
Peloton Interactive
PTON
$2.23B
| $175M | 0.15% |
1,413,900
+988,900
| +233% | +$105M |
|
102
Alibaba
BABA
$272B
| $172M | 0.15% |
757,064
-311,249
| -29% | -$69.2M |
|
103
CALL
Sea Limited
SE
$66.3B
| $171M | 0.15% |
623,400
-570,500
| -48% | -$145M |
|
104
PUT
Wells Fargo
WFC
$271B
| $170M | 0.15% |
3,762,800
-2,825,000
| -43% | -$126M |
|
|
105
CALL
Alphabet (Google) Class C
GOOG
$4.02T
| $168M | 0.15% |
1,342,000
-646,000
| -32% | -$77M |
|
106
PUT
Cisco
CSCO
$431B
| $166M | 0.15% |
3,131,500
-5,472,700
| -64% | -$288M |
|
|
TWTR
107
PUT
DELISTED
Twitter, Inc.
TWTR
| $166M | 0.15% |
2,409,500
+443,700
| +23% | +$27.2M |
|
108
CALL
General Motors
GM
$74.2B
| $163M | 0.14% |
2,755,400
-1,389,500
| -34% | -$81.7M |
|
109
PUT
Walt Disney
DIS
$180B
| $163M | 0.14% |
926,800
+146,400
| +19% | +$26.3M |
|
110
CALL
Roblox
RBLX
$31.9B
| $163M | 0.14% |
1,809,900
+1,719,900
| +1,911% | +$138M |
|
111
PUT
VanEck Semiconductor ETF
SMH
$69.8B
| $160M | 0.14% |
1,217,000
+845,200
| +227% | +$104M |
|
112
CALL
Bank of America
BAC
$439B
| $160M | 0.14% |
3,869,300
-4,918,000
| -56% | -$202M |
|
113
CALL
Wayfair
W
$13.7B
| $159M | 0.14% |
502,900
+148,200
| +42% | +$46.4M |
|
114
PUT
Twilio
TWLO
$34.8B
| $158M | 0.14% |
401,100
+74,100
| +23% | +$25.7M |
|
|
115
PUT
Peloton Interactive
PTON
$2.23B
| $158M | 0.14% |
1,270,200
+939,900
| +285% | +$100M |
|
116
CALL
JPMorgan Chase
JPM
$944B
| $157M | 0.14% |
1,010,700
-971,100
| -49% | -$153M |
|
117
PUT
Mercado Libre
MELI
$95.5B
| $156M | 0.14% |
100,300
-90,900
| -48% | -$133M |
|
118
PUT
United Airlines
UAL
$34.8B
| $156M | 0.14% |
2,984,100
-378,000
| -11% | -$21M |
|
119
PUT
Visa
V
$688B
| $152M | 0.13% |
649,800
-451,600
| -41% | -$103M |
|
120
PUT
ServiceNow
NOW
$136B
| $151M | 0.13% |
1,376,000
-16,500
| -1% | -$1.67M |
|
121
PUT
Morgan Stanley
MS
$339B
| $151M | 0.13% |
1,646,400
-698,700
| -30% | -$59.9M |
|
|
PARA
122
PUT
DELISTED
Paramount Global Class B
PARA
| $150M | 0.13% |
3,324,400
+2,512,600
| +310% | +$104M |
|
123
PUT
Broadcom
AVGO
$1.73T
| $149M | 0.13% |
3,131,000
-1,649,000
| -34% | -$76.4M |
|
124
PUT
American Express
AXP
$218B
| $148M | 0.13% |
898,400
-221,100
| -20% | -$34.6M |
|
125
CALL
Hilton Worldwide
HLT
$69.1B
| $148M | 0.13% |
1,225,800
-394,700
| -24% | -$49.3M |
|
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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.