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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
XLY icon
201
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$85.3M 0.08%
955,656
+892,992
+1,425% +$77.8M
PYPL icon
202
PayPal
PYPL
$44.6B
$85.2M 0.08%
292,161
+38,406
+15% +$10.1M
GS icon
203
CALL
Goldman Sachs
GS
$300B
$84.3M 0.07%
222,100
+96,700
+77% +$34.6M
NKE icon
204
PUT
Nike
NKE
$55.4B
$84.3M 0.07%
545,500
-43,000
-7% -$5.79M
PYPL icon
205
CALL
PayPal
PYPL
$44.6B
$83.9M 0.07%
287,800
-148,100
-34% -$39.1M
PLTR icon
206
PUT
Palantir
PLTR
$407B
$83.8M 0.07%
3,178,400
+228,900
+8% +$5.29M
PG icon
207
CALL
Procter & Gamble
PG
$331B
$83.7M 0.07%
620,100
-71,000
-10% -$9.61M
PFE icon
208
CALL
Pfizer
PFE
$158B
$83.3M 0.07%
2,126,200
+7,800
+0.4% +$303K
CCL icon
209
CALL
Carnival Corporation Ltd
CCL
$31.1B
$82M 0.07%
3,110,500
+503,100
+19% +$14.1M
F icon
210
CALL
Ford
F
$53.6B
$81.6M 0.07%
5,494,000
+2,751,700
+100% +$36.6M
TXN icon
211
PUT
Texas Instruments
TXN
$239B
$81.6M 0.07%
424,200
-167,800
-28% -$31.5M
TWTR
212
CALL
DELISTED
Twitter, Inc.
TWTR
$81.1M 0.07%
1,177,900
+397,300
+51% +$24.4M
PFE icon
213
PUT
Pfizer
PFE
$158B
$79.5M 0.07%
2,030,600
+282,300
+16% +$11M
C icon
214
Citigroup
C
$231B
$79.1M 0.07%
1,118,554
-1,723,424
-61% -$128M
HYG icon
215
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$79.1M 0.07%
898,600
-4,528,200
-83% -$395M
DELL icon
216
CALL
Dell
DELL
$346B
$78.4M 0.07%
1,550,975
+57,611
+4% +$2.89M
GDX icon
217
CALL
VanEck Gold Miners ETF
GDX
$30.2B
$76.6M 0.07%
2,255,200
+27,600
+1% +$1.01M
LLY icon
218
CALL
Eli Lilly
LLY
$1T
$76.6M 0.07%
333,800
+55,200
+20% +$11.1M
CHTR icon
219
PUT
Charter Communications
CHTR
$16B
$75.4M 0.07%
104,500
+24,300
+30% +$16.4M
DKS icon
220
CALL
Dick's Sporting Goods
DKS
$11.9B
$75M 0.07%
749,000
+5,900
+0.8% +$529K
COF icon
221
PUT
Capital One
COF
$129B
$75M 0.07%
484,700
-377,400
-44% -$56.9M
CEF icon
222
Sprott Physical Gold and Silver Trust
CEF
$7.89B
$74.6M 0.07%
3,995,433
-163,110
-4% -$3.11M
PEP icon
223
CALL
PepsiCo
PEP
$187B
$73.7M 0.07%
497,700
+135,500
+37% +$19.7M
DAL icon
224
PUT
Delta Air Lines
DAL
$51.8B
$73.6M 0.06%
1,700,900
-608,300
-26% -$28.2M
STZ icon
225
PUT
Constellation Brands
STZ
$20.8B
$73.1M 0.06%
312,700
+18,000
+6% +$4.23M
7 8
9
10 11

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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.