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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
AMKR icon
3176
Amkor Technology
AMKR
$12.8B
-6,191
Closed -$93K
AMKR icon
3177
PUT
Amkor Technology
AMKR
$12.8B
-50,000
Closed -$754K
AMRN
3178
PUT
Amarin Corp
AMRN
$304M
-60
Closed -$6K
AN icon
3179
AutoNation
AN
$6.92B
-3,398
Closed -$237K
ANF icon
3180
PUT
Abercrombie & Fitch
ANF
$6.45B
-8,000
Closed -$163K
ANGI icon
3181
Angi Inc
ANGI
$191M
-7,406
Closed -$977K
ANGI icon
3182
PUT
Angi Inc
ANGI
$191M
-23,620
Closed -$3.12M
ANSS
3183
CALL
DELISTED
Ansys
ANSS
-200
Closed -$72K
ANSS
3184
DELISTED
Ansys
ANSS
-21
Closed -$8K
ANSS
3185
PUT
DELISTED
Ansys
ANSS
-800
Closed -$291K
APH icon
3186
Amphenol
APH
$201B
-8
Closed
APH icon
3187
PUT
Amphenol
APH
$201B
-12,800
Closed -$209K
ARCC icon
3188
CALL
Ares Capital
ARCC
$14.1B
-23,300
Closed -$393K
ARCC icon
3189
Ares Capital
ARCC
$14.1B
-371
Closed -$6K
ARCC icon
3190
PUT
Ares Capital
ARCC
$14.1B
-22,800
Closed -$385K
ARGX icon
3191
argenx
ARGX
$62.7B
-348
Closed -$102K
ARGX icon
3192
PUT
argenx
ARGX
$62.7B
-600
Closed -$177K
ASHR icon
3193
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
-25,900
Closed -$1.04M
ASND icon
3194
Ascendis Pharma A/S
ASND
$17.1B
-24,788
Closed -$4.13M
ASND icon
3195
PUT
Ascendis Pharma A/S
ASND
$17.1B
-83,000
Closed -$13.8M
AX icon
3196
CALL
Axos Financial
AX
$5.29B
-75,000
Closed -$2.81M
AX icon
3197
Axos Financial
AX
$5.29B
-12,685
Closed -$476K
DCH
3198
PUT
Dauch Corp
DCH
$1.6B
-240,000
Closed -$2M
AZN icon
3199
PUT
AstraZeneca
AZN
$243B
-6,150
Closed -$615K
AZTA icon
3200
PUT
Azenta
AZTA
$1.32B
-50,000
Closed -$3.39M

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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.