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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
PEP icon
326
PUT
PepsiCo
PEP
$187B
$48.4M 0.04%
326,600
-445,900
-58% -$65M
ROKU icon
327
CALL
Roku
ROKU
$22.8B
$48.4M 0.04%
105,300
+70,200
+200% +$24.8M
XLU icon
328
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$48.3M 0.04%
+1,527,200
New +$50M
CZR icon
329
PUT
Caesars Entertainment
CZR
$6.05B
$48.2M 0.04%
464,100
+251,900
+119% +$25.4M
IWM icon
330
iShares Russell 2000 ETF
IWM
$78.1B
$47.8M 0.04%
208,427
-1,935,070
-90% -$435M
IYR icon
331
CALL
iShares US Real Estate ETF
IYR
$4.23B
$47.7M 0.04%
468,300
+253,700
+118% +$25.2M
TAL icon
332
TAL Education Group
TAL
$6.37B
$47.7M 0.04%
1,891,354
+1,323,311
+233% +$59.1M
INTC icon
333
Intel
INTC
$533B
$47.6M 0.04%
847,988
-431,316
-34% -$25.3M
CAT icon
334
CALL
Caterpillar
CAT
$369B
$47.1M 0.04%
216,400
-653,000
-75% -$151M
CVS icon
335
PUT
CVS Health
CVS
$122B
$46.8M 0.04%
561,100
+336,300
+150% +$27.5M
KO icon
336
CALL
Coca-Cola
KO
$379B
$46.7M 0.04%
863,600
-319,500
-27% -$17.4M
AXP icon
337
CALL
American Express
AXP
$216B
$46.6M 0.04%
281,900
-442,600
-61% -$69.3M
SMH icon
338
VanEck Semiconductor ETF
SMH
$68.3B
$46.5M 0.04%
354,798
-109,716
-24% -$13.5M
WTW icon
339
PUT
Willis Towers Watson
WTW
$29.3B
$46.5M 0.04%
+202,200
New +$50.3M
KRE icon
340
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$46.3M 0.04%
707,200
-444,700
-39% -$30.4M
DIS icon
341
Walt Disney
DIS
$181B
$46.3M 0.04%
263,598
+159,474
+153% +$28.7M
TWTR
342
DELISTED
Twitter, Inc.
TWTR
$46M 0.04%
669,034
+526,232
+369% +$32.3M
WTW icon
343
CALL
Willis Towers Watson
WTW
$29.3B
$46M 0.04%
+200,000
New +$49.7M
NCLH icon
344
CALL
Norwegian Cruise Line
NCLH
$6.64B
$46M 0.04%
1,562,900
+696,300
+80% +$21M
INTU icon
345
Intuit
INTU
$85.5B
$45.9M 0.04%
93,615
+25,204
+37% +$10.9M
ZTO icon
346
PUT
ZTO Express
ZTO
$15.7B
$45.2M 0.04%
1,488,300
-285,900
-16% -$8.83M
USO icon
347
PUT
United States Oil Fund
USO
$1.79B
$45.1M 0.04%
903,184
-884,700
-49% -$39.9M
DASH icon
348
CALL
DoorDash
DASH
$86.9B
$45M 0.04%
252,100
+218,100
+641% +$32M
CRWD icon
349
PUT
CrowdStrike
CRWD
$214B
$44.9M 0.04%
714,800
-138,400
-16% -$7.45M
UAL icon
350
CALL
United Airlines
UAL
$34.6B
$44.7M 0.04%
855,100
-1,519,100
-64% -$84.3M
12 13
14
15 16

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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.