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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
ARCC icon
2626
PUT
Ares Capital
ARCC
$14.1B
$43K ﹤0.01%
+2,200
New +$42.6K
GSK icon
2627
GSK
GSK
$97.4B
$43K ﹤0.01%
870
-3,081
-78% -$148K
CME icon
2628
CALL
CME Group
CME
$98.8B
$42K ﹤0.01%
200
-5,300
-96% -$1.12M
DBX icon
2629
PUT
Dropbox
DBX
$7.52B
$42K ﹤0.01%
1,400
-564,100
-100% -$15.4M
FRO icon
2630
Frontline
FRO
$10.5B
$42K ﹤0.01%
+4,713
New +$37.9K
ACB
2631
PUT
Aurora Cannabis
ACB
$246M
$41K ﹤0.01%
460
-360
-44% -$31.2K
ASO icon
2632
PUT
Academy Sports + Outdoors
ASO
$3.17B
$41K ﹤0.01%
+1,000
New +$35K
GNPX icon
2633
CALL
Genprex
GNPX
$2.81M
– –
0
– –
MUX icon
2634
McEwen Inc
MUX
$1.24B
$41K ﹤0.01%
3,006
+6
+0.2% +$79
MVIS icon
2635
PUT
Microvision
MVIS
$49.2M
$41K ﹤0.01%
+160
New +$39.4K
KBH icon
2636
CALL
KB Home
KBH
$3.05B
$40K ﹤0.01%
1,000
-3,700
-79% -$171K
ESM.WS
2637
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$40K ﹤0.01%
+39,201
New +$31.6K
CRSP icon
2638
CRISPR Therapeutics
CRSP
$5.17B
$39K ﹤0.01%
240
-28,331
-99% -$3.45M
MPLX icon
2639
PUT
MPLX
MPLX
$61.1B
$39K ﹤0.01%
+1,300
New +$36.8K
SJM icon
2640
CALL
J.M. Smucker
SJM
$13.2B
$39K ﹤0.01%
300
-15,600
-98% -$2.07M
AGI icon
2641
PUT
Alamos Gold
AGI
$15.5B
$38K ﹤0.01%
+5,000
New +$42.7K
CFG icon
2642
PUT
Citizens Financial Group
CFG
$29.2B
$37K ﹤0.01%
800
-4,100
-84% -$193K
GWW icon
2643
W.W. Grainger
GWW
$60.2B
$37K ﹤0.01%
84
+58
+223% +$25.6K
HSIC icon
2644
CALL
Henry Schein
HSIC
$9.8B
$37K ﹤0.01%
+500
New +$37.7K
AUY
2645
CALL
DELISTED
Yamana Gold, Inc.
AUY
$37K ﹤0.01%
8,900
-43,000
-83% -$208K
CE icon
2646
Celanese
CE
$4.88B
$36K ﹤0.01%
239
+92
+63% +$14.6K
PAYC icon
2647
CALL
Paycom
PAYC
$9.72B
$36K ﹤0.01%
+100
New +$35.4K
CORZW
2648
DELISTED
Core Scientific, Inc. Warrant
CORZW
$36K ﹤0.01%
+26,081
New +$31.1K
AER icon
2649
CALL
AerCap
AER
$22.2B
$35K ﹤0.01%
700
-800
-53% -$46.2K
GOOG icon
2650
Alphabet (Google) Class C
GOOG
$4.02T
$35K ﹤0.01%
280
-1,624,780
-100% -$194M
104 105
106
107 108

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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.