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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
EWW icon
976
CALL
iShares MSCI Mexico ETF
EWW
$1.8B
$7.68M 0.01%
160,000
+158,400
+9,900% +$7.47M
ETWO
977
CALL
DELISTED
E2open Parent Holdings
ETWO
$7.66M 0.01%
671,000
+205,100
+44% +$2.36M
BXMT icon
978
CALL
Blackstone Mortgage Trust
BXMT
$2.34B
$7.65M 0.01%
240,000
-283,200
-54% -$9.12M
NUE icon
979
CALL
Nucor
NUE
$58.5B
$7.65M 0.01%
79,700
+70,900
+806% +$6.63M
XLV icon
980
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$7.61M 0.01%
60,400
+8,000
+15% +$980K
XRT icon
981
State Street SPDR S&P Retail ETF
XRT
$274M
$7.54M 0.01%
77,551
-194,985
-72% -$18.2M
SPLK
982
DELISTED
Splunk Inc
SPLK
$7.52M 0.01%
52,024
+46,267
+804% +$5.89M
CHTR icon
983
Charter Communications
CHTR
$16B
$7.5M 0.01%
10,399
+5,235
+101% +$3.52M
FIVE icon
984
PUT
Five Below
FIVE
$13.6B
$7.5M 0.01%
38,800
-96,800
-71% -$18.5M
JLL icon
985
CALL
Jones Lang LaSalle
JLL
$15.9B
$7.49M 0.01%
38,300
-16,500
-30% -$3.22M
ARMK icon
986
Aramark
ARMK
$15B
$7.48M 0.01%
278,270
+31,736
+13% +$871K
EXAS
987
PUT
DELISTED
Exact Sciences
EXAS
$7.48M 0.01%
+60,200
New +$7.18M
EWC icon
988
PUT
iShares MSCI Canada ETF
EWC
$6.81B
$7.45M 0.01%
200,000
+75,000
+60% +$2.74M
CNX icon
989
CALL
CNX Resources
CNX
$5.44B
$7.45M 0.01%
545,000
– –
AEM icon
990
PUT
Agnico Eagle Mines
AEM
$103B
$7.42M 0.01%
122,800
+99,400
+425% +$6.63M
GLOB icon
991
CALL
Globant
GLOB
$1.56B
$7.41M 0.01%
+33,800
New +$7.43M
LOW icon
992
CALL
Lowe's Companies
LOW
$111B
$7.41M 0.01%
38,200
-175,800
-82% -$34.4M
DHI icon
993
CALL
D.R. Horton
DHI
$38.9B
$7.34M 0.01%
81,300
-351,400
-81% -$33M
OKTA icon
994
PUT
Okta
OKTA
$30.2B
$7.34M 0.01%
30,000
– –
LULU icon
995
CALL
lululemon athletica
LULU
$11B
$7.32M 0.01%
+20,100
New +$6.62M
NTNX icon
996
CALL
Nutanix
NTNX
$18.1B
$7.31M 0.01%
191,400
+83,500
+77% +$2.6M
SCCO icon
997
PUT
Southern Copper
SCCO
$177B
$7.3M 0.01%
+123,903
New +$7.96M
GE icon
998
PUT
GE Aerospace
GE
$338B
$7.29M 0.01%
108,645
-1,079,726
-91% -$72M
SBH icon
999
CALL
Sally Beauty Holdings
SBH
$1.5B
$7.28M 0.01%
+330,000
New +$6.96M
GFI icon
1000
CALL
Gold Fields
GFI
$41.9B
$7.26M 0.01%
815,600
+128,800
+19% +$1.33M
38 39
40
41 42

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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.