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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
NEWR
576
PUT
DELISTED
New Relic, Inc.
NEWR
$22.7M 0.02%
339,200
+200,000
+144% +$12.9M
SPCE icon
577
PUT
Virgin Galactic
SPCE
$449M
$22.6M 0.02%
24,615
+8,715
+55% +$4.95M
STLD icon
578
CALL
Steel Dynamics
STLD
$34.5B
$22.5M 0.02%
377,500
+365,100
+2,944% +$21.4M
WYNN icon
579
CALL
Wynn Resorts
WYNN
$9.29B
$22.5M 0.02%
183,600
+139,700
+318% +$17.8M
STX icon
580
CALL
Seagate
STX
$201B
$22.4M 0.02%
255,100
+228,300
+852% +$20.6M
RH icon
581
CALL
RH
RH
$2.64B
$22.4M 0.02%
33,000
-9,700
-23% -$6.3M
LUV icon
582
Southwest Airlines
LUV
$18.9B
$22.4M 0.02%
421,834
-120,169
-22% -$7.2M
VTI icon
583
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$686B
$22.4M 0.02%
100,400
– –
EH
584
CALL
EHang Holdings
EH
$346M
$22.2M 0.02%
+517,400
New +$15.7M
COST icon
585
CALL
Costco
COST
$400B
$22.2M 0.02%
56,200
-225,700
-80% -$85.3M
KSS icon
586
PUT
Kohl's
KSS
$1.99B
$21.9M 0.02%
397,400
-22,000
-5% -$1.26M
BIIB icon
587
CALL
Biogen
BIIB
$31.1B
$21.7M 0.02%
+62,600
New +$19M
AMT icon
588
PUT
American Tower
AMT
$81.7B
$21.6M 0.02%
80,100
-262,600
-77% -$66.9M
MAR icon
589
Marriott International
MAR
$86.4B
$21.6M 0.02%
158,378
+131,164
+482% +$18.9M
LEN icon
590
PUT
Lennar Class A
LEN
$19.5B
$21.6M 0.02%
224,058
-267,340
-54% -$25.8M
SIX
591
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$21.6M 0.02%
498,000
+143,900
+41% +$6.49M
EEM icon
592
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$21.4M 0.02%
388,743
-513,221
-57% -$27.9M
XYZ
593
Block Inc
XYZ
$47.7B
$21.4M 0.02%
87,654
-136,845
-61% -$31.7M
IBM icon
594
IBM
IBM
$226B
$21.3M 0.02%
152,181
+53,896
+55% +$7.37M
LVS icon
595
PUT
Las Vegas Sands
LVS
$28.1B
$21.3M 0.02%
404,600
-713,100
-64% -$41.2M
AIG icon
596
PUT
American International
AIG
$39.2B
$21.2M 0.02%
445,500
-685,900
-61% -$33.9M
NVAX icon
597
PUT
Novavax
NVAX
$1.62B
$21.1M 0.02%
99,200
-800
-0.8% -$147K
TXN icon
598
CALL
Texas Instruments
TXN
$239B
$21M 0.02%
109,400
-258,000
-70% -$48.4M
NCNO icon
599
PUT
nCino
NCNO
$2.3B
$21M 0.02%
350,000
-57,300
-14% -$3.61M
EPD icon
600
CALL
Enterprise Products Partners
EPD
$84.9B
$20.9M 0.02%
867,900
-1,498,700
-63% -$35.5M
22 23
24
25 26

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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.