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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$17.4B 15.32%
40,593,900
+17,544,600
+76% +$7.32B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$490B
$5.27B 4.65%
14,872,900
-4,999,800
-25% -$1.68B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$4.48B 3.96%
19,553,100
-4,696,500
-19% -$1.06B
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$4.41B 3.89%
10,301,200
+371,700
+4% +$155M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$490B
$4.28B 3.78%
12,084,400
+2,014,700
+20% +$677M
TSLA icon
6
CALL
Tesla
TSLA
$1.45T
$3.22B 2.84%
14,232,300
+1,324,800
+10% +$288M
TSLA icon
7
PUT
Tesla
TSLA
$1.45T
$1.83B 1.62%
8,098,800
+379,800
+5% +$82.4M
AAPL icon
8
PUT
Apple
AAPL
$4.61T
$1.3B 1.15%
9,484,100
+1,893,500
+25% +$245M
HYG icon
9
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$1.26B 1.11%
14,313,000
-5,598,000
-28% -$489M
GLD icon
10
CALL
SPDR Gold Trust
GLD
$148B
$1.04B 0.91%
6,262,300
+4,175,100
+200% +$709M
NVDA icon
11
PUT
NVIDIA
NVDA
$5.45T
$927M 0.82%
46,324,000
-5,880,000
-11% -$94.3M
MSFT icon
12
PUT
Microsoft
MSFT
$3.67T
$875M 0.77%
3,229,400
-2,975,000
-48% -$756M
META icon
13
PUT
Meta Platforms (Facebook)
META
$1.56T
$809M 0.71%
2,327,900
-1,513,700
-39% -$486M
IWM icon
14
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$762M 0.67%
3,321,800
-23,600
-0.7% -$5.31M
META icon
15
CALL
Meta Platforms (Facebook)
META
$1.56T
$700M 0.62%
2,013,300
-1,352,800
-40% -$434M
AMZN icon
16
PUT
Amazon
AMZN
$2.77T
$676M 0.6%
3,932,000
+1,058,000
+37% +$176M
GLD icon
17
PUT
SPDR Gold Trust
GLD
$148B
$644M 0.57%
3,888,200
+2,899,000
+293% +$493M
AAPL icon
18
CALL
Apple
AAPL
$4.61T
$643M 0.57%
4,692,300
-1,977,200
-30% -$256M
ZM icon
19
PUT
Zoom
ZM
$28.1B
$614M 0.54%
1,585,900
+1,010,400
+176% +$337M
GOOGL icon
20
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
$555M 0.49%
4,548,000
-1,584,000
-26% -$185M
AMD icon
21
PUT
Advanced Micro Devices
AMD
$826B
$541M 0.48%
5,754,700
+1,921,900
+50% +$155M
NVDA icon
22
CALL
NVIDIA
NVDA
$5.45T
$529M 0.47%
26,472,000
+5,092,000
+24% +$81.6M
NFLX icon
23
PUT
Netflix
NFLX
$320B
$525M 0.46%
9,936,000
-5,420,000
-35% -$277M
TLT icon
24
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$507M 0.45%
3,515,300
-595,100
-14% -$83M
Z icon
25
PUT
Zillow
Z
$7.28B
$507M 0.45%
4,145,300
+542,700
+15% +$66M
1
2 3 4 5

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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.