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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
MET icon
376
PUT
MetLife
MET
$61.1B
$40.8M 0.04%
681,500
-73,600
-10% -$4.66M
DISH
377
PUT
DELISTED
DISH Network Corp.
DISH
$40.5M 0.04%
969,000
+272,500
+39% +$11.5M
WDC icon
378
PUT
Western Digital
WDC
$168B
$40.4M 0.04%
751,464
+276,639
+58% +$15M
LRCX icon
379
Lam Research
LRCX
$384B
$40.4M 0.04%
620,420
-1,289,210
-68% -$81.4M
XRT icon
380
PUT
State Street SPDR S&P Retail ETF
XRT
$270M
$40.3M 0.04%
414,600
-304,700
-42% -$28.5M
SPLK
381
CALL
DELISTED
Splunk Inc
SPLK
$40.1M 0.04%
277,100
+35,200
+15% +$4.48M
NEE icon
382
CALL
NextEra Energy
NEE
$173B
$39.9M 0.04%
544,700
-95,900
-15% -$7.2M
USB icon
383
CALL
US Bancorp
USB
$96.5B
$39.8M 0.04%
698,200
-638,700
-48% -$37.5M
VOO icon
384
PUT
Vanguard S&P 500 ETF
VOO
$1.04T
$39.6M 0.03%
100,600
+24,600
+32% +$9.44M
TDG icon
385
PUT
TransDigm Group
TDG
$62.4B
$39.1M 0.03%
60,400
+60,100
+20,033% +$37.7M
DAL icon
386
CALL
Delta Air Lines
DAL
$50.7B
$39.1M 0.03%
902,900
-1,327,900
-60% -$61.5M
BLK icon
387
CALL
Blackrock
BLK
$165B
$38.9M 0.03%
44,500
+15,400
+53% +$13M
JPM icon
388
JPMorgan Chase
JPM
$936B
$38.7M 0.03%
248,943
+91,127
+58% +$14.3M
LMND icon
389
CALL
Lemonade
LMND
$3.82B
$38.5M 0.03%
352,000
+192,500
+121% +$17.5M
QS icon
390
CALL
QuantumScape Corp
QS
$3.12B
$38.3M 0.03%
1,310,600
+335,600
+34% +$10.9M
WMT icon
391
PUT
Walmart Inc
WMT
$844B
$38.3M 0.03%
814,800
-314,700
-28% -$14.7M
CMCSA icon
392
PUT
Comcast
CMCSA
$87.2B
$38.3M 0.03%
671,300
-267,900
-29% -$15M
XLY icon
393
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$38.2M 0.03%
428,200
+9,000
+2% +$784K
EDU icon
394
PUT
New Oriental
EDU
$8.76B
$38.2M 0.03%
466,290
+357,130
+327% +$43.3M
LMT icon
395
CALL
Lockheed Martin
LMT
$122B
$38.2M 0.03%
100,900
-30,700
-23% -$11.8M
CHWY icon
396
PUT
Chewy
CHWY
$8.2B
$38.1M 0.03%
477,600
+432,800
+966% +$33.5M
DIA icon
397
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$44.8B
$37.9M 0.03%
109,900
-367,100
-77% -$125M
ET icon
398
CALL
Energy Transfer Partners
ET
$74.9B
$37.8M 0.03%
3,556,100
+2,509,100
+240% +$24M
WGO icon
399
PUT
Winnebago Industries
WGO
$807M
$37.7M 0.03%
555,100
+543,400
+4,644% +$40.1M
HD icon
400
PUT
Home Depot
HD
$306B
$37.7M 0.03%
118,100
-94,400
-44% -$30M
14 15
16
17 18

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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.