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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
QCOM icon
176
CALL
Qualcomm
QCOM
$188B
$102M 0.09%
716,900
+101,500
+16% +$13.7M
TAL icon
177
PUT
TAL Education Group
TAL
$6.35B
$102M 0.09%
4,046,500
+2,254,000
+126% +$101M
SHOP icon
178
CALL
Shopify
SHOP
$163B
$102M 0.09%
697,000
+488,000
+233% +$60.1M
SNAP icon
179
PUT
Snap
SNAP
$8.98B
$100M 0.09%
1,474,100
-2,188,200
-60% -$131M
TAN icon
180
CALL
Invesco Solar ETF
TAN
$1.02B
$100M 0.09%
1,123,100
+553,100
+97% +$45M
UNH icon
181
PUT
UnitedHealth
UNH
$353B
$100M 0.09%
250,000
+4,500
+2% +$1.79M
DKNG icon
182
PUT
DraftKings
DKNG
$11.7B
$99M 0.09%
1,897,900
+1,790,400
+1,665% +$94.5M
ENPH icon
183
PUT
Enphase Energy
ENPH
$4.85B
$97.8M 0.09%
532,400
+359,300
+208% +$52.7M
XBI icon
184
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$96.4M 0.09%
712,100
-161,700
-19% -$21.3M
DIA icon
185
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$95.8M 0.08%
277,789
-480,463
-63% -$164M
PARA
186
CALL
DELISTED
Paramount Global Class B
PARA
$95.6M 0.08%
2,114,400
+1,597,600
+309% +$66M
F icon
187
PUT
Ford
F
$53.6B
$94.8M 0.08%
6,382,200
-121,000
-2% -$1.61M
FDX icon
188
CALL
FedEx
FDX
$73.2B
$93.3M 0.08%
312,600
-154,900
-33% -$46M
MPC icon
189
CALL
Marathon Petroleum
MPC
$112B
$92.4M 0.08%
1,529,000
-3,049,700
-67% -$179M
AMAT icon
190
CALL
Applied Materials
AMAT
$372B
$92.1M 0.08%
646,900
-1,452,500
-69% -$195M
SLV icon
191
PUT
iShares Silver Trust
SLV
$32.7B
$91.8M 0.08%
3,789,900
+1,832,300
+94% +$45.4M
DIA icon
192
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$90.2M 0.08%
261,600
-472,800
-64% -$161M
ULTA icon
193
PUT
Ulta Beauty
ULTA
$23.2B
$90.2M 0.08%
260,900
-107,500
-29% -$35.3M
SPCE icon
194
CALL
Virgin Galactic
SPCE
$449M
$89.1M 0.08%
96,805
-10,695
-10% -$6.07M
MRNA icon
195
PUT
Moderna
MRNA
$54.1B
$89M 0.08%
378,800
+248,800
+191% +$44.5M
NIO icon
196
CALL
NIO
NIO
$9.27B
$88.6M 0.08%
1,665,400
+367,100
+28% +$14.7M
DKNG icon
197
CALL
DraftKings
DKNG
$11.7B
$88.3M 0.08%
1,693,400
+525,900
+45% +$27.7M
COP icon
198
CALL
ConocoPhillips
COP
$164B
$87.9M 0.08%
1,443,982
-763,720
-35% -$42.6M
XLI icon
199
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$86.9M 0.08%
848,200
+228,300
+37% +$23.4M
EXPE icon
200
PUT
Expedia Group
EXPE
$32.7B
$86.2M 0.08%
526,400
-212,200
-29% -$36.4M
6 7
8
9 10

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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.