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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 | |
|---|---|---|---|---|---|---|
2001
PUT
Cognizant
CTSH
$26.2B
| $741K | ﹤0.01% |
10,700
-12,100
| -53% | -$901K |
|
2002
PUT
Zimmer Biomet
ZBH
$18B
| $739K | ﹤0.01% |
4,738
+1,751
| +59% | +$284K |
|
|
INFN
2003
DELISTED
Infinera Corporation Common Stock
INFN
| $738K | ﹤0.01% |
72,389
-166,704
| -70% | -$1.62M |
|
2004
CALL
VF Corp
VFC
$5.08B
| $737K | ﹤0.01% |
9,000
-1,540,900
| -99% | -$128M |
|
2005
PUT
Yum! Brands
YUM
$39.6B
| $737K | ﹤0.01% |
6,400
-16,900
| -73% | -$1.99M |
|
|
CMA
2006
PUT
DELISTED
Comerica
CMA
| $735K | ﹤0.01% |
10,300
-8,300
| -45% | -$615K |
|
2007
PUT
Range Resources
RRC
$9.75B
| $735K | ﹤0.01% |
43,900
-22,300
| -34% | -$280K |
|
2008
PUT
Ralph Lauren
RL
$20B
| $730K | ﹤0.01% |
6,200
-89,100
| -93% | -$11.2M |
|
2009
CALL
Tilray
TLRY
$579M
| $728K | ﹤0.01% |
4,030
-44,980
| -92% | -$7.89M |
|
2010
CALL
OneSpaWorld
OSW
$2.27B
| $727K | ﹤0.01% |
+75,000
| New | +$819K |
|
|
2011
PUT
OneSpaWorld
OSW
$2.27B
| $727K | ﹤0.01% |
+75,000
| New | +$819K |
|
2012
Fortinet
FTNT
$115B
| $726K | ﹤0.01% |
15,230
+4,670
| +44% | +$199K |
|
2013
PUT
Paycom
PAYC
$9.72B
| $726K | ﹤0.01% |
2,000
-100
| -5% | -$35.4K |
|
2014
PUT
Albemarle
ALB
$14.9B
| $725K | ﹤0.01% |
4,300
-7,600
| -64% | -$1.23M |
|
2015
PUT
Corsair Gaming
CRSR
$1.33B
| $725K | ﹤0.01% |
21,800
-130,500
| -86% | -$4.29M |
|
2016
PUT
Invesco
IVZ
$14.2B
| $722K | ﹤0.01% |
27,000
| – | – |
|
|
NVTA
2017
PUT
DELISTED
Invitae Corporation
NVTA
| $722K | ﹤0.01% |
21,400
-12,900
| -38% | -$420K |
|
2018
AerCap
AER
$22.2B
| $721K | ﹤0.01% |
14,077
+9,331
| +197% | +$539K |
|
2019
CALL
Warner Music
WMG
$14.7B
| $721K | ﹤0.01% |
+20,000
| New | +$717K |
|
|
BOWX
2020
CALL
DELISTED
BowX Acquisition Corp. Class A Common Stock
BOWX
| $720K | ﹤0.01% |
+62,600
| New | +$760K |
|
2021
CALL
ArcelorMittal
MT
$58B
| $719K | ﹤0.01% |
23,200
-171,000
| -88% | -$5.29M |
|
2022
WillScot Mobile Mini Holdings
WSC
$3.51B
| $717K | ﹤0.01% |
25,711
+32
| +0.1% | +$920 |
|
|
FITB
2023
PUT
Fifth Third Bancorp
FITB
$49.1B
| $714K | ﹤0.01% |
+18,700
| New | +$748K |
|
2024
Vertex Pharmaceuticals
VRTX
$132B
| $712K | ﹤0.01% |
3,533
+3,256
| +1,175% | +$681K |
|
|
PAE
2025
CALL
DELISTED
PAE Incorporated Class A Common Stock
PAE
| $712K | ﹤0.01% |
80,000
| – | – |
|
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.