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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
TSM icon
26
PUT
TSMC
TSM
$2.25T
$495M 0.44%
4,123,600
-123,200
-3% -$14.4M
BABA icon
27
CALL
Alibaba
BABA
$273B
$486M 0.43%
2,142,400
-1,619,400
-43% -$360M
GOOG icon
28
PUT
Alphabet (Google) Class C
GOOG
$4.01T
$479M 0.42%
3,822,000
-1,048,000
-22% -$125M
GOOGL icon
29
Alphabet (Google) Class A
GOOGL
$4.04T
$477M 0.42%
3,906,740
+2,702,420
+224% +$316M
XYZ
30
PUT
Block Inc
XYZ
$48B
$462M 0.41%
1,893,700
-341,500
-15% -$79.2M
MSFT icon
31
CALL
Microsoft
MSFT
$3.65T
$459M 0.4%
1,693,900
-807,800
-32% -$205M
BIDU icon
32
PUT
Baidu
BIDU
$31.5B
$455M 0.4%
2,231,900
+1,077,100
+93% +$216M
C icon
33
PUT
Citigroup
C
$232B
$417M 0.37%
5,888,800
-1,304,900
-18% -$96.5M
ZM icon
34
CALL
Zoom
ZM
$28.1B
$397M 0.35%
1,024,500
+801,600
+360% +$267M
LQD icon
35
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$395M 0.35%
2,942,400
-3,986,000
-58% -$525M
INTC icon
36
PUT
Intel
INTC
$561B
$392M 0.35%
6,980,500
-601,600
-8% -$35.3M
BA icon
37
PUT
Boeing
BA
$164B
$378M 0.33%
1,578,300
+925,900
+142% +$224M
QCOM icon
38
PUT
Qualcomm
QCOM
$188B
$375M 0.33%
2,621,600
+75,400
+3% +$10.2M
META icon
39
Meta Platforms (Facebook)
META
$1.67T
$365M 0.32%
1,050,695
-416,139
-28% -$134M
CVNA icon
40
CALL
Carvana
CVNA
$53.2B
$343M 0.3%
5,675,000
+1,931,500
+52% +$105M
C icon
41
CALL
Citigroup
C
$232B
$342M 0.3%
4,830,900
+521,300
+12% +$38.6M
JNJ icon
42
CALL
Johnson & Johnson
JNJ
$647B
$340M 0.3%
2,061,600
+1,299,500
+171% +$215M
BIDU icon
43
CALL
Baidu
BIDU
$31.5B
$336M 0.3%
1,648,600
+1,515,200
+1,136% +$303M
AMZN icon
44
CALL
Amazon
AMZN
$2.72T
$322M 0.28%
1,870,000
-106,000
-5% -$17.6M
TLT icon
45
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$318M 0.28%
2,201,000
-4,777,400
-68% -$667M
EEM icon
46
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.9B
$312M 0.28%
5,659,500
-3,098,800
-35% -$168M
PYPL icon
47
PUT
PayPal
PYPL
$45B
$312M 0.28%
1,070,800
-314,600
-23% -$83.1M
AMD icon
48
CALL
Advanced Micro Devices
AMD
$851B
$307M 0.27%
3,271,400
+2,627,100
+408% +$212M
BABA icon
49
PUT
Alibaba
BABA
$273B
$300M 0.26%
1,324,200
-951,200
-42% -$211M
MSFT icon
50
Microsoft
MSFT
$3.65T
$293M 0.26%
1,082,293
-811,143
-43% -$206M
1
2
3 4 5

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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.