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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 | |
|---|---|---|---|---|---|---|
376
CALL
Starbucks
SBUX
$114B
| $48.2M | 0.04% |
441,300
-895,200
| -67% | -$94M |
|
377
CALL
iShares MSCI Brazil ETF
EWZ
$8.67B
| $48.2M | 0.04% |
1,439,500
-798,200
| -36% | -$27.7M |
|
378
PUT
Lennar Class A
LEN
$19.5B
| $48.1M | 0.04% |
491,398
-363,616
| -43% | -$30.6M |
|
379
iShares MSCI Emerging Markets ETF
EEM
$31.8B
| $48.1M | 0.04% |
901,964
-1,572,195
| -64% | -$86.1M |
|
380
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
| $48M | 0.04% |
723,400
-833,000
| -54% | -$52M |
|
|
DFS
381
PUT
DELISTED
Discover Financial Services
DFS
| $48M | 0.04% |
505,400
-78,900
| -14% | -$7.44M |
|
382
CALL
Peloton Interactive
PTON
$2.22B
| $47.8M | 0.04% |
425,000
-438,000
| -51% | -$58.1M |
|
383
PUT
Halliburton
HAL
$30.9B
| $47.4M | 0.04% |
2,211,000
-128,300
| -5% | -$2.68M |
|
|
HES
384
CALL
DELISTED
Hess
HES
| $47.3M | 0.04% |
668,000
-285,700
| -30% | -$18.3M |
|
385
Broadcom
AVGO
$1.73T
| $47.1M | 0.04% |
1,016,010
-17,510
| -2% | -$810K |
|
386
PUT
Roku
ROKU
$22.7B
| $46.9M | 0.04% |
143,800
-214,800
| -60% | -$84.2M |
|
387
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
| $46.6M | 0.04% |
573,500
-822,800
| -59% | -$62.8M |
|
388
PUT
Southwest Airlines
LUV
$18.9B
| $46.4M | 0.04% |
759,800
-657,500
| -46% | -$35M |
|
389
PUT
Intuit
INTU
$85.9B
| $46.4M | 0.04% |
121,000
-113,800
| -48% | -$43.8M |
|
390
eBay
EBAY
$46.1B
| $46.2M | 0.04% |
753,979
+322,676
| +75% | +$18.7M |
|
|
DISCK
391
PUT
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $46.1M | 0.04% |
+1,250,000
| New | +$53M |
|
392
PUT
MetLife
MET
$60.8B
| $45.9M | 0.04% |
755,100
-1,323,900
| -64% | -$73.1M |
|
393
CALL
Accenture
ACN
$108B
| $45.8M | 0.04% |
165,900
-25,000
| -13% | -$6.46M |
|
394
CALL
UnitedHealth
UNH
$353B
| $45.8M | 0.04% |
123,100
-325,400
| -73% | -$113M |
|
395
CALL
Beyond Meat
BYND
$187M
| $45.7M | 0.04% |
11,697
-19,690
| -63% | -$86.9M |
|
396
PUT
3M
MMM
$84.8B
| $45.6M | 0.04% |
283,093
-703,727
| -71% | -$105M |
|
397
Berkshire Hathaway Class B
BRK.B
$1.08T
| $45.4M | 0.04% |
177,645
-42,665
| -19% | -$10.4M |
|
398
PUT
VanEck Semiconductor ETF
SMH
$69.9B
| $45.3M | 0.04% |
371,800
-392,400
| -51% | -$46.5M |
|
399
CALL
Ally Financial
ALLY
$12.7B
| $45M | 0.04% |
994,500
-203,100
| -17% | -$8.5M |
|
|
ATVI
400
PUT
DELISTED
Activision Blizzard
ATVI
| $44.6M | 0.04% |
479,100
-1,566,100
| -77% | -$147M |
|
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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.