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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
WDC icon
951
CALL
Western Digital
WDC
$174B
$8.11M 0.01%
150,822
-1,152,598
-88% -$62.3M
BG icon
952
CALL
Bunge Global
BG
$23.7B
$8.1M 0.01%
103,600
+69,200
+201% +$5.84M
OTIS icon
953
CALL
Otis Worldwide
OTIS
$26.4B
$8.1M 0.01%
99,000
+76,500
+340% +$5.89M
AVLR
954
CALL
DELISTED
Avalara, Inc.
AVLR
$8.09M 0.01%
+50,000
New +$6.97M
BFH icon
955
PUT
Bread Financial
BFH
$4.13B
$8.09M 0.01%
+97,233
New +$8.8M
CHWY icon
956
CALL
Chewy
CHWY
$8.34B
$8.06M 0.01%
101,100
+100,100
+10,010% +$7.74M
TSN icon
957
CALL
Tyson Foods
TSN
$18.2B
$8.06M 0.01%
109,300
-116,500
-52% -$9.04M
ARKG icon
958
CALL
ARK Genomic Revolution ETF
ARKG
$1.99B
$8.01M 0.01%
86,600
+50,000
+137% +$4.25M
BCOV
959
CALL
DELISTED
Brightcove, Inc.
BCOV
$8M 0.01%
557,500
-1,122,500
-67% -$18M
NCNO icon
960
CALL
nCino
NCNO
$2.3B
$7.97M 0.01%
+133,100
New +$8.39M
BBY icon
961
Best Buy
BBY
$18.5B
$7.97M 0.01%
69,299
+49,235
+245% +$5.75M
ICE icon
962
PUT
Intercontinental Exchange
ICE
$87.9B
$7.97M 0.01%
67,100
-8,000
-11% -$921K
V icon
963
Visa
V
$686B
$7.95M 0.01%
34,004
-95,554
-74% -$21.8M
WMT icon
964
Walmart Inc
WMT
$840B
$7.95M 0.01%
169,110
+114,795
+211% +$5.35M
GAP
965
The Gap Inc
GAP
$7.5B
$7.93M 0.01%
235,531
+81,782
+53% +$2.7M
TFC icon
966
PUT
Truist Financial
TFC
$61.3B
$7.83M 0.01%
141,000
-152,700
-52% -$8.97M
FSLY icon
967
Fastly Inc
FSLY
$3.62B
$7.83M 0.01%
131,308
+126,137
+2,439% +$7.17M
RFP
968
CALL
DELISTED
Resolute Forest Products Inc.
RFP
$7.83M 0.01%
641,500
+169,500
+36% +$2.37M
NUE icon
969
PUT
Nucor
NUE
$58.5B
$7.81M 0.01%
81,400
+44,700
+122% +$4.18M
NCNO icon
970
nCino
NCNO
$2.3B
$7.78M 0.01%
129,809
-12,896
-9% -$813K
AEO icon
971
PUT
American Eagle Outfitters
AEO
$2.83B
$7.73M 0.01%
205,800
+119,300
+138% +$4.13M
AER icon
972
PUT
AerCap
AER
$22.2B
$7.73M 0.01%
150,900
-800
-0.5% -$46.2K
APLS
973
PUT
DELISTED
Apellis Pharmaceuticals
APLS
$7.71M 0.01%
+122,000
New +$6.3M
AWK icon
974
CALL
American Water Works
AWK
$27.9B
$7.71M 0.01%
50,000
– –
CHGG icon
975
PUT
Chegg
CHGG
$84.1M
$7.7M 0.01%
92,700
+33,700
+57% +$2.79M
37 38
39
40 41

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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.