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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 | |
|---|---|---|---|---|---|---|
2601
PUT
Citizens Financial Group
CFG
$29.2B
| $216K | ﹤0.01% |
4,900
+900
| +23% | +$37.5K |
|
2602
NMI Holdings
NMIH
$3.34B
| $216K | ﹤0.01% |
+9,124
| New | +$212K |
|
2603
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
| $215K | ﹤0.01% |
5,573
+3,523
| +172% | +$147K |
|
2604
Conagra Brands
CAG
$7.25B
| $215K | ﹤0.01% |
5,705
+3,583
| +169% | +$127K |
|
2605
CALL
Boston Properties
BXP
$10.3B
| $214K | ﹤0.01% |
2,100
-39,600
| -95% | -$3.86M |
|
2606
Cardinal Health
CAH
$55.8B
| $214K | ﹤0.01% |
3,527
-37,491
| -91% | -$2.07M |
|
|
ACII.U
2607
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
| $214K | ﹤0.01% |
+21,408
| New | +$224K |
|
2608
Infosys
INFY
$44.3B
| $213K | ﹤0.01% |
11,392
+11,213
| +6,264% | +$203K |
|
2609
Lattice Semiconductor
LSCC
$16.4B
| $213K | ﹤0.01% |
+4,738
| New | +$210K |
|
2610
Orion
OEC
$326M
| $213K | ﹤0.01% |
10,817
+4,027
| +59% | +$72.5K |
|
2611
PUT
Rockwell Automation
ROK
$47.3B
| $213K | ﹤0.01% |
800
-1,400
| -64% | -$357K |
|
2612
Eversource Energy
ES
$26.5B
| $212K | ﹤0.01% |
2,444
+400
| +20% | +$34K |
|
|
BRSL
2613
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $212K | ﹤0.01% |
13,200
+4,200
| +47% | +$73.9K |
|
2614
PUT
Yelp
YELP
$1.11B
| $211K | ﹤0.01% |
5,400
-126,700
| -96% | -$4.61M |
|
2615
PUT
Children's Place
PLCE
$56.5M
| $210K | ﹤0.01% |
3,000
-18,300
| -86% | -$1.28M |
|
2616
Regions Financial
RF
$25.5B
| $207K | ﹤0.01% |
10,007
+7,860
| +366% | +$154K |
|
2617
CALL
Archer Daniels Midland
ADM
$41.7B
| $206K | ﹤0.01% |
3,600
-11,400
| -76% | -$626K |
|
2618
PUT
Campbell Soup
CPB
$6.52B
| $206K | ﹤0.01% |
4,100
-15,200
| -79% | -$724K |
|
|
KSU
2619
DELISTED
Kansas City Southern
KSU
| $206K | ﹤0.01% |
780
-290
| -27% | -$63.1K |
|
|
FLNT
2620
CALL
Fluent
FLNT
$96.1M
| $205K | ﹤0.01% |
+8,333
| New | +$289K |
|
2621
Adecoagro
AGRO
$1.8B
| $204K | ﹤0.01% |
+25,893
| New | +$209K |
|
2622
PUT
Leidos
LDOS
$16.1B
| $203K | ﹤0.01% |
2,100
-2,400
| -53% | -$243K |
|
2623
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
| $203K | ﹤0.01% |
2,900
-14,300
| -83% | -$910K |
|
2624
Parker-Hannifin
PH
$120B
| $202K | ﹤0.01% |
639
-23,011
| -97% | -$6.64M |
|
|
CERN
2625
CALL
DELISTED
Cerner Corp
CERN
| $202K | ﹤0.01% |
2,800
-18,300
| -87% | -$1.37M |
|
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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.