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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
ARKK icon
251
PUT
ARK Innovation ETF
ARKK
$6.32B
$65.1M 0.06%
497,900
+67,300
+16% +$7.84M
XLI icon
252
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$64.9M 0.06%
633,900
+324,000
+105% +$33.2M
SPGI icon
253
CALL
S&P Global
SPGI
$123B
$64.7M 0.06%
157,700
+125,800
+394% +$48.3M
TMO icon
254
PUT
Thermo Fisher Scientific
TMO
$224B
$64.2M 0.06%
127,300
-12,300
-9% -$5.8M
WYNN icon
255
PUT
Wynn Resorts
WYNN
$9.29B
$64M 0.06%
522,900
+282,900
+118% +$36M
BLK icon
256
PUT
Blackrock
BLK
$166B
$63.8M 0.06%
72,900
-74,600
-51% -$63M
MRNA icon
257
CALL
Moderna
MRNA
$54.1B
$63.5M 0.06%
270,300
+83,300
+45% +$14.9M
ULTA icon
258
CALL
Ulta Beauty
ULTA
$23.2B
$63M 0.06%
182,300
-9,500
-5% -$3.12M
TAN icon
259
PUT
Invesco Solar ETF
TAN
$1.02B
$62.7M 0.06%
702,000
+105,000
+18% +$8.54M
WMT icon
260
CALL
Walmart Inc
WMT
$840B
$62.7M 0.06%
1,332,900
+432,900
+48% +$20.2M
VMW
261
PUT
DELISTED
VMware, Inc
VMW
$62.4M 0.06%
390,000
– –
TME icon
262
Tencent Music
TME
$12.9B
$62.3M 0.06%
4,027,569
+2,312,372
+135% +$38.3M
LI icon
263
PUT
Li Auto
LI
$11.6B
$62.1M 0.05%
1,777,000
-832,000
-32% -$19.5M
LRCX icon
264
CALL
Lam Research
LRCX
$395B
$61.9M 0.05%
952,000
+277,000
+41% +$17.5M
FSLR icon
265
PUT
First Solar
FSLR
$21.8B
$61.7M 0.05%
681,500
+478,600
+236% +$37.9M
XOM icon
266
CALL
ExxonMobil
XOM
$675B
$61.5M 0.05%
974,300
-1,382,000
-59% -$82.5M
BHC icon
267
PUT
Bausch Health
BHC
$2.3B
$61.4M 0.05%
2,094,500
+419,100
+25% +$12.7M
OXY icon
268
PUT
Occidental Petroleum
OXY
$61.3B
$61M 0.05%
1,950,200
+1,114,400
+133% +$29.9M
EBAY icon
269
eBay
EBAY
$46.1B
$60.8M 0.05%
865,675
+111,696
+15% +$7M
EWZ icon
270
CALL
iShares MSCI Brazil ETF
EWZ
$8.67B
$60.7M 0.05%
1,496,500
+57,000
+4% +$2.15M
ADI icon
271
PUT
Analog Devices
ADI
$177B
$60.6M 0.05%
352,100
-94,100
-21% -$15.1M
MGM icon
272
PUT
MGM Resorts International
MGM
$10.2B
$60M 0.05%
1,405,800
-1,637,500
-54% -$67.7M
GAP
273
PUT
The Gap Inc
GAP
$7.5B
$59.9M 0.05%
1,781,000
-66,500
-4% -$2.2M
BX icon
274
CALL
Blackstone
BX
$96.9B
$59.2M 0.05%
609,500
-74,500
-11% -$6.62M
PBR icon
275
CALL
Petrobras
PBR
$135B
$58.6M 0.05%
4,790,100
+2,740,900
+134% +$26.9M
9 10
11
12 13

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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.