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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
DBA icon
2026
CALL
Invesco DB Agriculture Fund
DBA
$1.25B
$708K ﹤0.01%
38,000
-299,500
-89% -$5.47M
CGC
2027
PUT
Canopy Growth
CGC
$431M
$707K ﹤0.01%
2,930
-10,950
-79% -$2.8M
HUYA
2028
CALL
Huya Inc
HUYA
$470M
$706K ﹤0.01%
40,000
-38,000
-49% -$637K
ENTA icon
2029
CALL
Enanta Pharmaceuticals
ENTA
$386M
$704K ﹤0.01%
16,000
– –
NOVA
2030
CALL
DELISTED
Sunnova Energy
NOVA
$700K ﹤0.01%
18,600
– –
BIG
2031
DELISTED
Big Lots, Inc.
BIG
$700K ﹤0.01%
10,609
-46
-0.4% -$3.06K
MLM icon
2032
Martin Marietta Materials
MLM
$35.7B
$699K ﹤0.01%
1,986
-612
-24% -$218K
TPGY
2033
CALL
DELISTED
TPG Pace Beneficial Finance Corp.
TPGY
$695K ﹤0.01%
54,000
-50,000
-48% -$725K
IDXX icon
2034
PUT
Idexx Laboratories
IDXX
$40.6B
$694K ﹤0.01%
1,100
+500
+83% +$276K
FMC icon
2035
PUT
FMC
FMC
$1.54B
$693K ﹤0.01%
6,400
-400
-6% -$46.3K
XLNX
2036
CALL
DELISTED
Xilinx Inc
XLNX
$693K ﹤0.01%
4,800
-400
-8% -$50.8K
SI
2037
PUT
DELISTED
Silvergate Capital Corporation
SI
$692K ﹤0.01%
+6,100
New +$691K
CCJ icon
2038
Cameco
CCJ
$43.7B
$684K ﹤0.01%
35,644
-101,637
-74% -$1.92M
HST icon
2039
PUT
Host Hotels & Resorts
HST
$15.1B
$684K ﹤0.01%
+40,000
New +$697K
FOXA icon
2040
PUT
Fox Class A
FOXA
$26.8B
$683K ﹤0.01%
18,400
-46,700
-72% -$1.75M
CURI icon
2041
CALL
CuriosityStream
CURI
$154M
$682K ﹤0.01%
50,000
– –
SPCK
2042
The SPAC and New Issue ETF
SPCK
$8.31M
$678K ﹤0.01%
23,263
-11,724
-34% -$337K
ACII.U
2043
DELISTED
Atlas Crest Investment Corp. II Units, each consisting of one Class A common stock, $.0001 par value, and one-fourth of one redeemable warrant
ACII.U
$676K ﹤0.01%
67,300
+45,892
+214% +$463K
CVET
2044
PUT
DELISTED
Covetrus, Inc. Common Stock
CVET
$675K ﹤0.01%
25,000
– –
KYNB
2045
Kyntra Bio
KYNB
$32.6M
$674K ﹤0.01%
+1,013
New +$584K
MITK icon
2046
CALL
Mitek Systems
MITK
$779M
$674K ﹤0.01%
35,000
-85,000
-71% -$1.43M
AA icon
2047
Alcoa
AA
$13.4B
$664K ﹤0.01%
18,025
-572,651
-97% -$20.8M
VMC icon
2048
Vulcan Materials
VMC
$32.4B
$663K ﹤0.01%
3,808
+1,663
+78% +$297K
STRE.U
2049
DELISTED
Supernova Partners Acquisition Company III, Ltd. Units, each consisting of one Class A ordinary share and one-fifth of one redeemable warrant
STRE.U
$662K ﹤0.01%
+66,321
New +$663K
SSYS icon
2050
CALL
Stratasys
SSYS
$672M
$661K ﹤0.01%
25,500
+5,400
+27% +$123K
80 81
82
83 84

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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.