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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

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$201M
2
PDD icon
Pinduoduo
PDD
+$149M
3
BABA icon
Alibaba
BABA
+$141M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$139M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$137M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$535M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$437M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$239M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$168M
5
XLY icon
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
NG icon
3476
CALL
NovaGold Resources
NG
$3.55B
– –
-6,700
Closed -$66K
NG icon
3477
NovaGold Resources
NG
$3.55B
– –
-359,367
Closed -$3.48M
NG icon
3478
PUT
NovaGold Resources
NG
$3.55B
– –
-800
Closed -$8K
NI icon
3479
CALL
NiSource
NI
$20B
– –
-5,200
Closed -$119K
NI icon
3480
NiSource
NI
$20B
– –
-453
Closed -$10K
NI icon
3481
PUT
NiSource
NI
$20B
– –
-7,700
Closed -$177K
NOG icon
3482
Northern Oil and Gas
NOG
$2.74B
– –
-9,457
Closed -$83K
NOG icon
3483
PUT
Northern Oil and Gas
NOG
$2.74B
– –
-10,000
Closed -$88K
NOV icon
3484
CALL
NOV
NOV
$7.67B
– –
-9,900
Closed -$136K
NTRS icon
3485
Northern Trust
NTRS
$33.8B
– –
-87
Closed -$8.54K
NTRS icon
3486
PUT
Northern Trust
NTRS
$33.8B
– –
-3,100
Closed -$290K
NVCR icon
3487
PUT
NovoCure
NVCR
$1.82B
– –
-92,400
Closed -$16M
NVS icon
3488
CALL
Novartis
NVS
$261B
– –
-2,700
Closed -$255K
NVS icon
3489
Novartis
NVS
$261B
– –
-57
Closed -$5K
OC icon
3490
CALL
Owens Corning
OC
$10.2B
– –
-50,000
Closed -$3.79M
OC icon
3491
Owens Corning
OC
$10.2B
– –
-795
Closed -$60K
OC icon
3492
PUT
Owens Corning
OC
$10.2B
– –
-50,000
Closed -$3.79M
ORC
3493
Orchid Island Capital
ORC
$1.29B
– –
-20,037
Closed -$523K
OSW icon
3494
CALL
OneSpaWorld
OSW
$2.27B
– –
-11,200
Closed -$114K
OSW icon
3495
OneSpaWorld
OSW
$2.27B
– –
-24,586
Closed -$249K
OUT icon
3496
Outfront Media
OUT
$5.04B
– –
-7,871
Closed -$152K
OUT icon
3497
PUT
Outfront Media
OUT
$5.04B
– –
-380,991
Closed -$7.33M
OXY.WS icon
3498
CALL
Occidental Petroleum Corp Warrants
OXY.WS
$37.1B
– –
-18,000
Closed -$123K
OXY.WS icon
3499
PUT
Occidental Petroleum Corp Warrants
OXY.WS
$37.1B
– –
-3,072
Closed -$21K
PAGP icon
3500
CALL
Plains GP Holdings
PAGP
$5.54B
– –
-11,100
Closed -$94K
138 139
140
141 142

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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.