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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
NTAP icon
1926
PUT
NetApp
NTAP
$36.3B
$899K ﹤0.01%
11,000
+4,800
+77% +$375K
ZIM icon
1927
CALL
ZIM Integrated Shipping Services
ZIM
$3.54B
$899K ﹤0.01%
+20,000
New +$771K
SBSW icon
1928
PUT
Sibanye-Stillwater
SBSW
$9.28B
$897K ﹤0.01%
53,700
+1,900
+4% +$35.2K
FTCV
1929
DELISTED
FinTech Acquisition Corp. V Class A Common Stock
FTCV
$894K ﹤0.01%
+73,370
New +$847K
MJ icon
1930
CALL
Amplify Alternative Harvest ETF
MJ
$115M
$893K ﹤0.01%
3,617
-18,675
-84% -$4.7M
PFSI icon
1931
CALL
PennyMac Financial
PFSI
$3.68B
$889K ﹤0.01%
14,400
+14,200
+7,100% +$863K
EGO icon
1932
CALL
Eldorado Gold
EGO
$11.6B
$888K ﹤0.01%
+89,200
New +$993K
RMD icon
1933
PUT
ResMed
RMD
$31.7B
$888K ﹤0.01%
+3,600
New +$757K
BSX icon
1934
Boston Scientific
BSX
$65.2B
$886K ﹤0.01%
20,713
+17,266
+501% +$726K
TBF icon
1935
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$118M
$886K ﹤0.01%
+52,500
New +$921K
MLM icon
1936
PUT
Martin Marietta Materials
MLM
$35.7B
$879K ﹤0.01%
2,500
-87,900
-97% -$31.3M
CTRA
1937
DELISTED
Coterra Energy
CTRA
$878K ﹤0.01%
50,263
+41,134
+451% +$700K
LAZR
1938
DELISTED
Luminar Technologies
LAZR
$878K ﹤0.01%
2,667
+1,404
+111% +$463K
CRK icon
1939
Comstock Resources
CRK
$4.37B
$877K ﹤0.01%
131,473
-65,360
-33% -$377K
CHEF icon
1940
CALL
Chefs' Warehouse
CHEF
$4.46B
$875K ﹤0.01%
27,500
– –
PFGC icon
1941
PUT
Performance Food Group
PFGC
$15B
$873K ﹤0.01%
+18,000
New +$951K
MNDT
1942
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
$871K ﹤0.01%
43,100
+31,200
+262% +$640K
MNST icon
1943
Monster Beverage
MNST
$83.9B
$868K ﹤0.01%
38,020
+23,300
+158% +$547K
LOGC
1944
PUT
DELISTED
ContextLogic
LOGC
$868K ﹤0.01%
+2,197
New +$779K
RONI.U
1945
DELISTED
Rice Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
RONI.U
$864K ﹤0.01%
+84,495
New +$860K
SAFE
1946
CALL
Safehold
SAFE
$1.04B
$860K ﹤0.01%
8,526
– –
DHR icon
1947
CALL
Danaher
DHR
$144B
$859K ﹤0.01%
+3,610
New +$800K
IIAC.U
1948
DELISTED
Investindustrial Acquisition Corp. Units, each consisting of one Class A ordinary share and one-thir
IIAC.U
$858K ﹤0.01%
85,000
+25,040
+42% +$254K
DQ
1949
Daqo New Energy
DQ
$815M
$857K ﹤0.01%
13,186
-14,806
-53% -$1.06M
GEL icon
1950
Genesis Energy
GEL
$1.92B
$856K ﹤0.01%
+73,754
New +$744K
76 77
78
79 80

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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.