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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
+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
Cap. Flow
-$3.48B
Cap. Flow %
-3.01%
Top 10 Hldgs %
31.99%
Holding
3,911
New
648
Increased
821
Reduced
1,605
Closed
720

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
AFL icon
3151
CALL
Aflac
AFL
$57.5B
-135,100
Closed -$6.01M
AGI icon
3152
Alamos Gold
AGI
$15.5B
-4,968
Closed -$39.9K
AIT icon
3153
Applied Industrial Technologies
AIT
$11.9B
-27,812
Closed -$2.17M
AIT icon
3154
PUT
Applied Industrial Technologies
AIT
$11.9B
-72,000
Closed -$5.62M
AIZ icon
3155
CALL
Assurant
AIZ
$13.8B
-20,900
Closed -$2.85M
AIZ icon
3156
Assurant
AIZ
$13.8B
-1,586
Closed -$216K
AIZ icon
3157
PUT
Assurant
AIZ
$13.8B
-400
Closed -$54K
AJG icon
3158
CALL
Arthur J. Gallagher & Co
AJG
$62.6B
-58,500
Closed -$7.24M
AJG icon
3159
Arthur J. Gallagher & Co
AJG
$62.6B
-6,894
Closed -$853K
AJG icon
3160
PUT
Arthur J. Gallagher & Co
AJG
$62.6B
-1,200
Closed -$149K
AL
3161
CALL
DELISTED
Air Lease Corp
AL
-67,500
Closed -$3M
ALGN icon
3162
PUT
Align Technology
ALGN
$10.9B
-500
Closed -$266K
ALNY icon
3163
CALL
Alnylam Pharmaceuticals
ALNY
$34.5B
-26,700
Closed -$3.47M
ALNY icon
3164
Alnylam Pharmaceuticals
ALNY
$34.5B
-8,852
Closed -$1.15M
ALNY icon
3165
PUT
Alnylam Pharmaceuticals
ALNY
$34.5B
-18,300
Closed -$2.38M
AMBA icon
3166
CALL
Ambarella
AMBA
$3.04B
-7,100
Closed -$650K
AMBA icon
3167
Ambarella
AMBA
$3.04B
-7,622
Closed -$700K
AMBA icon
3168
PUT
Ambarella
AMBA
$3.04B
-4,600
Closed -$424K
AMCX icon
3169
AMC Global Media
AMCX
$477M
-1,837
Closed -$100K
AMED
3170
CALL
DELISTED
Amedisys
AMED
-36,800
Closed -$10.8M
AMED
3171
DELISTED
Amedisys
AMED
-4,235
Closed -$1.24M
AMGN icon
3172
CALL
Amgen
AMGN
$212B
-5,200
Closed -$1.2M
AMGN icon
3173
Amgen
AMGN
$212B
-3,690
Closed -$848K
AMGN icon
3174
PUT
Amgen
AMGN
$212B
-61,900
Closed -$14.2M
AMH icon
3175
American Homes 4 Rent
AMH
$11.6B
-4,275
Closed -$133K

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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.