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Parallax Volatility Advisers

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
Cap. Flow
-$4.61B
Cap. Flow %
-4.06%
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$316M
2
AMZN icon
Amazon
AMZN
+$156M
3
BA icon
Boeing
BA
+$95.3M
4
COST icon
Costco
COST
+$85.8M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$77.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$435M
2
AAPL icon
Apple
AAPL
+$233M
3
MSFT icon
Microsoft
MSFT
+$206M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$194M
5
NVDA icon
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
MRK icon
226
CALL
Merck
MRK
$364B
$73M 0.06%
939,000
-212,228
-18% -$15.8M
QCOM icon
227
Qualcomm
QCOM
$188B
$72.7M 0.06%
508,376
-334,829
-40% -$45.3M
T icon
228
PUT
AT&T
T
$172B
$72.6M 0.06%
3,342,041
-2,629,993
-44% -$59.8M
ROKU icon
229
PUT
Roku
ROKU
$22.7B
$72.5M 0.06%
157,800
+14,000
+10% +$4.95M
EFA icon
230
CALL
iShares MSCI EAFE ETF
EFA
$78.8B
$71.6M 0.06%
908,300
-1,209,600
-57% -$96.1M
FUTU icon
231
PUT
Futu Holdings
FUTU
$16.4B
$71.5M 0.06%
399,200
+16,200
+4% +$2.36M
RBLX icon
232
PUT
Roblox
RBLX
$31.8B
$71.2M 0.06%
+790,800
New +$63.5M
CZR icon
233
CALL
Caesars Entertainment
CZR
$6.05B
$71.1M 0.06%
685,400
+500,300
+270% +$50.5M
AMT icon
234
CALL
American Tower
AMT
$81.7B
$70.9M 0.06%
262,600
-1,600
-0.6% -$408K
NKE icon
235
CALL
Nike
NKE
$55.4B
$70.9M 0.06%
459,100
-402,300
-47% -$54.1M
TBT icon
236
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
$70.1M 0.06%
3,722,100
+3,083,400
+483% +$62.8M
EMB icon
237
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
$69.8M 0.06%
620,900
+600,400
+2,929% +$66.8M
XOM icon
238
PUT
ExxonMobil
XOM
$675B
$69.7M 0.06%
1,105,200
-702,600
-39% -$41.9M
SNAP icon
239
CALL
Snap
SNAP
$8.98B
$69.5M 0.06%
1,020,300
-1,418,700
-58% -$85.2M
OXY icon
240
CALL
Occidental Petroleum
OXY
$61.3B
$69.1M 0.06%
2,209,800
+1,115,100
+102% +$29.9M
LLY icon
241
PUT
Eli Lilly
LLY
$1T
$68.7M 0.06%
299,500
-43,200
-13% -$8.68M
NCLH icon
242
PUT
Norwegian Cruise Line
NCLH
$6.82B
$68.1M 0.06%
2,315,100
+2,066,200
+830% +$62.3M
GOTU icon
243
CALL
Gaotu Techedu
GOTU
$503M
$67.3M 0.06%
4,558,700
+2,552,600
+127% +$56.9M
TMO icon
244
CALL
Thermo Fisher Scientific
TMO
$224B
$67.2M 0.06%
133,200
-7,400
-5% -$3.49M
CRM icon
245
CALL
Salesforce
CRM
$201B
$66.9M 0.06%
273,800
-623,500
-69% -$144M
XLK icon
246
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
$66.4M 0.06%
899,400
-364,000
-29% -$25.5M
PDD icon
247
Pinduoduo
PDD
$112B
$66.2M 0.06%
521,554
-384,379
-42% -$50M
BX icon
248
PUT
Blackstone
BX
$96.9B
$65.6M 0.06%
675,400
-73,000
-10% -$6.48M
FXI icon
249
iShares China Large-Cap ETF
FXI
$4.12B
$65.5M 0.06%
1,414,513
+377,387
+36% +$17.4M
W icon
250
Wayfair
W
$13.7B
$65.3M 0.06%
206,798
+30,149
+17% +$9.44M
8 9
10
11 12

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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.