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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 | |
|---|---|---|---|---|---|---|
401
PUT
iShares Silver Trust
SLV
$32.7B
| $44.4M | 0.04% |
1,957,600
-1,136,800
| -37% | -$27.7M |
|
402
PUT
Trade Desk
TTD
$6.52B
| $44.3M | 0.04% |
680,000
-406,000
| -37% | -$31.4M |
|
403
PUT
Autodesk
ADSK
$43.2B
| $44.1M | 0.04% |
159,200
-352,400
| -69% | -$102M |
|
404
CALL
ARK Innovation ETF
ARKK
$6.32B
| $44M | 0.04% |
367,000
+219,000
| +148% | +$29.6M |
|
405
CALL
QuantumScape Corp
QS
$3.21B
| $43.6M | 0.04% |
975,000
+590,100
| +153% | +$30.9M |
|
406
CALL
Weyerhaeuser
WY
$16.3B
| $43.3M | 0.04% |
1,217,600
+1,043,800
| +601% | +$35.5M |
|
407
PUT
Enterprise Products Partners
EPD
$84.9B
| $43.3M | 0.04% |
1,967,300
-705,100
| -26% | -$15.5M |
|
408
PUT
American Water Works
AWK
$27.9B
| $42.7M | 0.04% |
284,600
+278,700
| +4,724% | +$42.2M |
|
409
CALL
Exelon
EXC
$45B
| $42.6M | 0.04% |
1,364,567
+1,243,715
| +1,029% | +$37.4M |
|
410
CALL
Prudential Financial
PRU
$40.6B
| $42.5M | 0.04% |
466,000
-72,000
| -13% | -$6.16M |
|
411
Delta Air Lines
DAL
$51.8B
| $42.4M | 0.04% |
879,066
-63,823
| -7% | -$2.82M |
|
412
PUT
Plug Power
PLUG
$3.03B
| $42.4M | 0.04% |
1,183,500
+461,800
| +64% | +$23.8M |
|
413
CALL
FirstEnergy
FE
$26.7B
| $42.4M | 0.04% |
1,221,200
-222,400
| -15% | -$7.26M |
|
414
CALL
Marvell Technology
MRVL
$211B
| $42.4M | 0.04% |
864,816
-148,384
| -15% | -$7.27M |
|
415
PUT
Marriott International
MAR
$86.4B
| $41.9M | 0.04% |
282,900
-793,300
| -74% | -$108M |
|
|
HES
416
PUT
DELISTED
Hess
HES
| $41.6M | 0.04% |
588,400
-215,000
| -27% | -$13.7M |
|
417
Lowe's Companies
LOW
$111B
| $41M | 0.04% |
215,792
-14,046
| -6% | -$2.41M |
|
418
CALL
Goldman Sachs
GS
$300B
| $41M | 0.04% |
125,400
-606,000
| -83% | -$189M |
|
419
CALL
Walmart Inc
WMT
$840B
| $40.7M | 0.04% |
900,000
+555,600
| +161% | +$25.7M |
|
420
CALL
STMicroelectronics
STM
$46B
| $40.7M | 0.04% |
1,063,000
-971,200
| -48% | -$37.9M |
|
421
PUT
Atlassian
TEAM
$45B
| $40.7M | 0.04% |
193,200
-51,900
| -21% | -$12.1M |
|
|
422
CALL
Lowe's Companies
LOW
$111B
| $40.7M | 0.04% |
214,000
-328,600
| -61% | -$56.4M |
|
423
CALL
Royal Caribbean
RCL
$69.5B
| $40.4M | 0.04% |
471,700
-1,815,500
| -79% | -$144M |
|
424
PUT
Akamai
AKAM
$15.9B
| $40.3M | 0.03% |
395,600
+105,200
| +36% | +$10.9M |
|
425
CALL
PG&E
PCG
$31.3B
| $40.2M | 0.03% |
3,436,500
-4,904,400
| -59% | -$57M |
|
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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.