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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
VALE icon
526
PUT
Vale
VALE
$65.7B
$26.4M 0.02%
1,157,800
+376,400
+48% +$7.87M
GPRE icon
527
PUT
Green Plains
GPRE
$1.1B
$26.4M 0.02%
785,300
– –
CCK icon
528
PUT
Crown Holdings
CCK
$12.2B
$26.4M 0.02%
257,800
– –
AMGN icon
529
CALL
Amgen
AMGN
$212B
$26.3M 0.02%
+108,000
New +$26.6M
HES
530
PUT
DELISTED
Hess
HES
$26.3M 0.02%
300,700
-287,700
-49% -$23.2M
LYV icon
531
PUT
Live Nation Entertainment
LYV
$39.6B
$26.2M 0.02%
299,500
-32,300
-10% -$2.77M
USO icon
532
CALL
United States Oil Fund
USO
$1.7B
$26.1M 0.02%
523,500
-1,253,500
-71% -$56.6M
PLTR icon
533
Palantir
PLTR
$407B
$26.1M 0.02%
988,626
-341,152
-26% -$7.89M
RCL icon
534
CALL
Royal Caribbean
RCL
$69.5B
$26M 0.02%
305,000
-166,700
-35% -$14.5M
NXPI icon
535
CALL
NXP Semiconductors
NXPI
$56.3B
$25.9M 0.02%
125,700
-339,100
-73% -$68M
FSLY icon
536
CALL
Fastly Inc
FSLY
$3.62B
$25.8M 0.02%
432,700
+267,700
+162% +$15.2M
BNTX icon
537
CALL
BioNTech
BNTX
$24.7B
$25.7M 0.02%
115,000
+89,600
+353% +$16.9M
PENN icon
538
PUT
PENN Entertainment
PENN
$2.3B
$25.7M 0.02%
335,700
+179,300
+115% +$15.4M
AKAM icon
539
PUT
Akamai
AKAM
$15.9B
$25.5M 0.02%
218,700
-176,900
-45% -$19.7M
DOW icon
540
CALL
Dow Inc
DOW
$21.2B
$25.5M 0.02%
402,800
-201,100
-33% -$13.3M
GS icon
541
Goldman Sachs
GS
$300B
$25.4M 0.02%
66,983
-193,644
-74% -$69.3M
NTNX icon
542
PUT
Nutanix
NTNX
$18.1B
$25.4M 0.02%
664,000
+204,400
+44% +$6.37M
PRU icon
543
PUT
Prudential Financial
PRU
$40.6B
$25.3M 0.02%
246,900
-377,600
-60% -$38.6M
EBAY icon
544
CALL
eBay
EBAY
$46.1B
$25.3M 0.02%
360,100
+1,400
+0.4% +$87.8K
ONB icon
545
CALL
Old National Bancorp
ONB
$9.72B
$25.2M 0.02%
1,429,500
-20,000
-1% -$378K
USB icon
546
US Bancorp
USB
$96.8B
$25.1M 0.02%
440,415
+285,328
+184% +$16.7M
HLF icon
547
PUT
Herbalife
HLF
$1.32B
$25M 0.02%
474,300
+18,100
+4% +$900K
ASO icon
548
CALL
Academy Sports + Outdoors
ASO
$3.17B
$25M 0.02%
+606,400
New +$21.2M
TMO icon
549
Thermo Fisher Scientific
TMO
$224B
$24.8M 0.02%
49,181
+35,544
+261% +$16.8M
AVGO icon
550
Broadcom
AVGO
$1.73T
$24.8M 0.02%
519,100
-496,910
-49% -$23M
20 21
22
23 24

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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.