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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
DECK icon
3276
CALL
Deckers Outdoor
DECK
$10.9B
-558,600
Closed -$26.7M
DHR icon
3277
CALL
Danaher
DHR
$144B
-278,052
Closed -$54.8M
DOC icon
3278
Healthpeak Properties
DOC
$14.1B
-2,899
Closed -$88K
DOC icon
3279
PUT
Healthpeak Properties
DOC
$14.1B
-9,000
Closed -$272K
DOV icon
3280
Dover
DOV
$25.8B
-142
Closed -$18K
DOV icon
3281
PUT
Dover
DOV
$25.8B
-1,500
Closed -$190K
DX
3282
CALL
Dynex Capital
DX
$3.18B
-47,200
Closed -$840K
DX
3283
Dynex Capital
DX
$3.18B
-3,044
Closed -$54K
DXC icon
3284
CALL
DXC Technology
DXC
$1.75B
-98,500
Closed -$2.54M
DXC icon
3285
DXC Technology
DXC
$1.75B
-9,503
Closed -$245K
DXC icon
3286
PUT
DXC Technology
DXC
$1.75B
-27,900
Closed -$721K
DY icon
3287
Dycom Industries
DY
$8.76B
-3,073
Closed -$232K
DY icon
3288
PUT
Dycom Industries
DY
$8.76B
-50,000
Closed -$3.78M
ECPG icon
3289
Encore Capital Group
ECPG
$2.06B
-5,000
Closed -$195K
ECPG icon
3290
PUT
Encore Capital Group
ECPG
$2.06B
-500,000
Closed -$19.5M
EDU icon
3291
CALL
New Oriental
EDU
$8.83B
-1,400
Closed -$261K
EFX icon
3292
CALL
Equifax
EFX
$19.7B
-200
Closed -$39K
EFX icon
3293
Equifax
EFX
$19.7B
-168
Closed -$32K
EFX icon
3294
PUT
Equifax
EFX
$19.7B
-7,100
Closed -$1.37M
EG icon
3295
CALL
Everest Group
EG
$14.1B
-100
Closed -$23K
EG icon
3296
Everest Group
EG
$14.1B
-204
Closed -$48K
EG icon
3297
PUT
Everest Group
EG
$14.1B
-800
Closed -$187K
EGO icon
3298
CALL
Eldorado Gold
EGO
$11.6B
-4,900
Closed -$65K
EGO icon
3299
Eldorado Gold
EGO
$11.6B
-14,894
Closed -$198K
EGO icon
3300
PUT
Eldorado Gold
EGO
$11.6B
-2,500
Closed -$33K

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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.