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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
LRCX icon
426
CALL
Lam Research
LRCX
$395B
$40.2M 0.03%
675,000
-657,000
-49% -$35.8M
DRI icon
427
CALL
Darden Restaurants
DRI
$23.8B
$40.1M 0.03%
282,400
-92,500
-25% -$12.2M
ELV icon
428
PUT
Elevance Health
ELV
$86.1B
$39.8M 0.03%
110,900
-146,900
-57% -$47.2M
ABT icon
429
CALL
Abbott
ABT
$182B
$39.5M 0.03%
329,900
+204,900
+164% +$24.3M
IEF icon
430
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$39.5M 0.03%
350,000
+348,800
+29,067% +$40.6M
GDX icon
431
PUT
VanEck Gold Miners ETF
GDX
$30.2B
$39.4M 0.03%
1,213,400
-1,896,700
-61% -$64.6M
XRT icon
432
CALL
State Street SPDR S&P Retail ETF
XRT
$274M
$39.1M 0.03%
438,000
+430,700
+5,900% +$34.8M
RIO icon
433
PUT
Rio Tinto
RIO
$169B
$39.1M 0.03%
503,100
-5,900
-1% -$484K
CMG icon
434
Chipotle Mexican Grill
CMG
$45.6B
$39M 0.03%
1,370,750
-1,163,150
-46% -$33.6M
CRWD icon
435
PUT
CrowdStrike
CRWD
$213B
$38.9M 0.03%
853,200
+452,000
+113% +$23.9M
FCX icon
436
CALL
Freeport-McMoran
FCX
$109B
$38.7M 0.03%
1,174,300
-223,700
-16% -$7.25M
BKNG icon
437
Booking.com
BKNG
$130B
$38.6M 0.03%
414,675
-294,750
-42% -$26.2M
DOW icon
438
CALL
Dow Inc
DOW
$21.2B
$38.6M 0.03%
603,900
-487,200
-45% -$29.2M
DHI icon
439
CALL
D.R. Horton
DHI
$38.9B
$38.6M 0.03%
432,700
+351,700
+434% +$27.5M
NEM icon
440
CALL
Newmont
NEM
$136B
$38.5M 0.03%
638,800
-344,400
-35% -$20.6M
CAR icon
441
PUT
Avis
CAR
$4.69B
$38.5M 0.03%
530,300
+86,100
+19% +$4.45M
SHOP icon
442
PUT
Shopify
SHOP
$163B
$38.4M 0.03%
347,000
+206,000
+146% +$24.9M
IP icon
443
CALL
International Paper
IP
$18.3B
$38.4M 0.03%
749,549
+330,423
+79% +$16.1M
ZNGA
444
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$38.4M 0.03%
3,757,100
+1,551,500
+70% +$16.2M
SPG icon
445
CALL
Simon Property Group
SPG
$66.2B
$38.1M 0.03%
334,600
+326,300
+3,931% +$34M
FDX icon
446
FedEx
FDX
$73.2B
$37.9M 0.03%
133,333
-152,105
-53% -$39.2M
DE icon
447
Deere & Co
DE
$183B
$37.8M 0.03%
101,053
+32,556
+48% +$10.7M
SABR icon
448
CALL
Sabre
SABR
$864M
$37.5M 0.03%
2,533,100
+1,907,000
+305% +$25.8M
ON icon
449
PUT
ON Semiconductor
ON
$27.6B
$37.4M 0.03%
899,600
-809,300
-47% -$31.1M
PTON icon
450
PUT
Peloton Interactive
PTON
$2.22B
$37.1M 0.03%
330,300
-246,300
-43% -$32.7M
16 17
18
19 20

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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.