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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
APA icon
851
PUT
APA Corp
APA
$15.7B
$10.3M 0.01%
477,600
-600
-0.1% -$12.3K
GATX icon
852
PUT
GATX Corp
GATX
$6.25B
$10.3M 0.01%
+116,700
New +$11.2M
PHM icon
853
PUT
Pultegroup
PHM
$22.7B
$10.3M 0.01%
189,200
+28,100
+17% +$1.57M
AMRS
854
CALL
DELISTED
Amyris Inc.
AMRS
$10.3M 0.01%
630,000
+255,000
+68% +$3.8M
CSIQ icon
855
CALL
Canadian Solar
CSIQ
$914M
$10.3M 0.01%
229,500
+229,100
+57,275% +$9.38M
ABT icon
856
Abbott
ABT
$182B
$10.3M 0.01%
88,616
+88,395
+39,998% +$10.3M
CWH icon
857
PUT
Camping World
CWH
$394M
$10.3M 0.01%
250,400
-29,800
-11% -$1.23M
EL icon
858
CALL
Estee Lauder
EL
$35.7B
$10.2M 0.01%
32,200
+12,700
+65% +$3.85M
GLNG icon
859
PUT
Golar LNG
GLNG
$5.3B
$10.2M 0.01%
772,500
– –
CGC
860
CALL
Canopy Growth
CGC
$431M
$10.2M 0.01%
42,170
+12,780
+43% +$3.27M
EMB icon
861
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.5B
$10.2M 0.01%
90,400
-1,469,200
-94% -$163M
PLUG icon
862
CALL
Plug Power
PLUG
$3.03B
$10.2M 0.01%
297,300
+288,600
+3,317% +$8.37M
KMI icon
863
CALL
Kinder Morgan
KMI
$69.9B
$10.1M 0.01%
553,800
-808,300
-59% -$14.4M
LMND icon
864
PUT
Lemonade
LMND
$3.81B
$10.1M 0.01%
92,000
-106,000
-54% -$9.62M
ET icon
865
PUT
Energy Transfer Partners
ET
$74.7B
$10M 0.01%
945,200
+531,900
+129% +$5.1M
BAX icon
866
PUT
Baxter International
BAX
$12.6B
$10M 0.01%
124,800
+14,900
+14% +$1.25M
EAT icon
867
CALL
Brinker International
EAT
$8.99B
$9.99M 0.01%
161,500
-1,100
-0.7% -$69.5K
SHAK icon
868
PUT
Shake Shack
SHAK
$2.55B
$9.96M 0.01%
93,100
+74,300
+395% +$7.5M
BXP icon
869
PUT
Boston Properties
BXP
$10.3B
$9.92M 0.01%
86,600
-140,700
-62% -$15.8M
AVB
870
PUT
DELISTED
AvalonBay Communities
AVB
$9.89M 0.01%
47,400
+5,600
+13% +$1.12M
AIG icon
871
CALL
American International
AIG
$39.2B
$9.88M 0.01%
207,500
-433,200
-68% -$21.4M
NET icon
872
Cloudflare
NET
$112B
$9.78M 0.01%
92,436
+73,730
+394% +$6.1M
SDGR icon
873
CALL
Schrodinger
SDGR
$1.44B
$9.78M 0.01%
129,300
+117,500
+996% +$8.52M
AGNC icon
874
PUT
AGNC Investment
AGNC
$12.5B
$9.76M 0.01%
577,800
+412,000
+248% +$7.32M
LI icon
875
Li Auto
LI
$11.6B
$9.73M 0.01%
278,620
-1,086,876
-80% -$25.5M
33 34
35
36 37

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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.