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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+9.53%
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
$115B
AUM Growth
-$20.4B
(-15%)
Cap. Flow
-$3.48B
Cap. Flow
% of AUM
-3.01%
Top 10 Holdings %
Top 10 Hldgs %
31.99%
Holding
3,911
New
648
Increased
821
Reduced
1,605
Closed
720
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$201M |
| 2 |
Pinduoduo
PDD
|
+$149M |
| 3 |
Alibaba
BABA
|
+$141M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$139M |
| 5 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$137M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$535M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$437M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$239M |
| 4 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$168M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$164M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.64% |
| 2 | Technology | 2.22% |
| 3 | Consumer Discretionary | 1.54% |
| 4 | Communication Services | 1.1% |
| 5 | Financials | 0.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
PUT
Unity
U
$18.7B
| $80.3M | 0.07% |
800,600
+550,600
| +220% | +$67.8M |
|
227
CALL
Magnite
MGNI
$3.38B
| $80.2M | 0.07% |
1,927,400
-261,100
| -12% | -$11.3M |
|
228
PUT
US Bancorp
USB
$96.8B
| $79.9M | 0.07% |
1,444,000
+65,700
| +5% | +$3.28M |
|
229
PUT
Ford
F
$53.6B
| $79.7M | 0.07% |
6,503,200
+5,207,000
| +402% | +$59.6M |
|
230
CALL
VanEck Semiconductor ETF
SMH
$69.9B
| $79.2M | 0.07% |
650,000
+84,200
| +15% | +$9.97M |
|
231
PUT
NIO
NIO
$9.27B
| $78.4M | 0.07% |
2,011,300
-744,500
| -27% | -$37.9M |
|
232
PUT
Nike
NKE
$55.4B
| $78.2M | 0.07% |
588,500
-1,338,700
| -69% | -$186M |
|
233
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $78.2M | 0.07% |
3,187,800
+918,800
| +40% | +$21.2M |
|
234
PUT
GE Aerospace
GE
$338B
| $77.8M | 0.07% |
1,188,371
-258,941
| -18% | -$15.7M |
|
235
Amazon
AMZN
$2.72T
| $77.5M | 0.07% |
501,120
-448,120
| -47% | -$71M |
|
236
CALL
Norfolk Southern
NSC
$72.6B
| $77.5M | 0.07% |
288,600
+74,700
| +35% | +$18.9M |
|
237
PUT
Hilton Worldwide
HLT
$69.1B
| $77M | 0.07% |
636,600
+267,200
| +72% | +$30.9M |
|
238
CALL
Pfizer
PFE
$158B
| $76.7M | 0.07% |
2,118,400
-2,089,300
| -50% | -$74.2M |
|
239
CALL
United Parcel Service
UPS
$84.4B
| $76.6M | 0.07% |
450,400
+64,700
| +17% | +$10.5M |
|
240
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
| $76.4M | 0.07% |
1,151,900
-886,600
| -43% | -$55.3M |
|
241
CALL
Pinterest
PINS
$10.4B
| $75.4M | 0.07% |
1,018,300
-704,200
| -41% | -$52.4M |
|
242
PUT
DexCom
DXCM
$31.7B
| $75.4M | 0.07% |
838,800
-24,000
| -3% | -$2.25M |
|
|
X
243
CALL
DELISTED
US Steel
X
| $74.5M | 0.06% |
2,848,500
+2,146,300
| +306% | +$42.4M |
|
244
PUT
NextEra Energy
NEE
$172B
| $74.4M | 0.06% |
983,900
-635,800
| -39% | -$49.6M |
|
245
PUT
Target
TGT
$71.6B
| $74.4M | 0.06% |
375,400
-128,400
| -25% | -$24M |
|
|
246
CALL
US Bancorp
USB
$96.8B
| $73.9M | 0.06% |
1,336,900
+463,400
| +53% | +$23.1M |
|
|
247
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $73.2M | 0.06% |
870,600
-1,623,400
| -65% | -$135M |
|
248
American Airlines Group
AAL
$8.57B
| $72.8M | 0.06% |
3,045,744
-2,437,726
| -44% | -$47M |
|
249
PUT
United States Oil Fund
USO
$1.7B
| $72.5M | 0.06% |
1,787,884
+750,200
| +72% | +$29.4M |
|
250
CALL
ASML
ASML
$664B
| $72.4M | 0.06% |
117,300
-119,100
| -50% | -$66.1M |
|
Similar funds
TI
Parallax Volatility Advisers's Q1 2021 Portfolio in Review
As of Q1 2021, Parallax Volatility Advisers held 3,911 positions worth $115B, down 15% from $136B the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Parallax Volatility Advisers withdrew a net $3.48B in Q1 2021, closing 720 positions and reducing 1,605 holdings. Its most notable exit was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units, an estimated $48.1M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Kontoor Brands worth $24.2M.
- Parallax Volatility Advisers's largest Q1 2021 buy was Kontoor Brands: 498,660 shares worth $24.2M.
- Parallax Volatility Advisers added most to Microsoft in Q1 2021, an estimated $201M increase.
- Parallax Volatility Advisers's biggest Q1 2021 reduction was Tesla, cutting an estimated $535M.
- Parallax Volatility Advisers fully exited International Flavors & Fragrances Inc. 6.00% Tangible Equity Units in Q1 2021, selling an estimated $48.1M.
- Parallax Volatility Advisers's ten largest holdings make up 32% of its $115B portfolio in Q1 2021.
- Parallax Volatility Advisers opened 648 new positions and closed 720 in Q1 2021.
- Parallax Volatility Advisers's portfolio value fell 15% quarter-over-quarter to $115B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2021, filed 14 May 2021.