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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 | |
|---|---|---|---|---|---|---|
451
General Motors
GM
$73.5B
| $37M | 0.03% |
643,502
+259,530
| +68% | +$13.8M |
|
452
CALL
Union Pacific
UNP
$169B
| $36.9M | 0.03% |
167,600
-44,700
| -21% | -$9.39M |
|
453
PUT
Darden Restaurants
DRI
$23.8B
| $36.8M | 0.03% |
259,200
-420,500
| -62% | -$55.3M |
|
|
PARA
454
PUT
DELISTED
Paramount Global Class B
PARA
| $36.6M | 0.03% |
811,800
-280,963
| -26% | -$17.2M |
|
455
PUT
Kraft Heinz
KHC
$29.2B
| $36.6M | 0.03% |
914,400
-303,700
| -25% | -$10.9M |
|
456
PUT
TJX Companies
TJX
$139B
| $36.5M | 0.03% |
552,200
-303,400
| -35% | -$20.3M |
|
457
CALL
eHealth
EHTH
$29.6M
| $36.4M | 0.03% |
500,800
+485,300
| +3,131% | +$31M |
|
458
CALL
Marriott International
MAR
$86.4B
| $36.4M | 0.03% |
245,800
-554,100
| -69% | -$75.7M |
|
459
CALL
AstraZeneca
AZN
$243B
| $36.3M | 0.03% |
365,000
+303,700
| +495% | +$30.5M |
|
460
PUT
Dow Inc
DOW
$21.2B
| $36.3M | 0.03% |
567,600
-467,200
| -45% | -$28M |
|
461
CALL
Rocket Companies
RKT
$38B
| $36.2M | 0.03% |
1,569,600
+1,392,900
| +788% | +$31.1M |
|
462
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $36.2M | 0.03% |
1,475,200
-2,023,400
| -58% | -$46.7M |
|
463
Snap
SNAP
$8.98B
| $36.2M | 0.03% |
691,899
-175,087
| -20% | -$10.1M |
|
464
PUT
Dollar General
DG
$27.5B
| $36.2M | 0.03% |
178,400
+64,500
| +57% | +$12.8M |
|
465
CALL
Live Nation Entertainment
LYV
$39.6B
| $35.8M | 0.03% |
423,000
+165,600
| +64% | +$13.3M |
|
466
PUT
Capri Holdings
CPRI
$1.44B
| $35.7M | 0.03% |
700,700
-271,500
| -28% | -$12.8M |
|
467
CALL
Southwest Airlines
LUV
$18.9B
| $35.6M | 0.03% |
583,600
-312,000
| -35% | -$16.6M |
|
|
DFS
468
CALL
DELISTED
Discover Financial Services
DFS
| $35.6M | 0.03% |
374,700
+141,200
| +60% | +$13.3M |
|
|
BCOV
469
PUT
DELISTED
Brightcove, Inc.
BCOV
| $35.4M | 0.03% |
1,760,000
+200,000
| +13% | +$4.01M |
|
|
DOCU
470
DocuSign
DOCU
$12B
| $35.3M | 0.03% |
174,560
+166,785
| +2,145% | +$38.7M |
|
471
CALL
Global X Lithium & Battery Tech ETF
LIT
$1.58B
| $35.2M | 0.03% |
602,800
+313,300
| +108% | +$20.5M |
|
|
472
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $35.2M | 0.03% |
419,200
-153,600
| -27% | -$12.8M |
|
473
American Tower
AMT
$81.7B
| $35.2M | 0.03% |
147,246
+90,402
| +159% | +$20.1M |
|
474
Tencent Music
TME
$12.9B
| $35.1M | 0.03% |
1,715,197
+1,493,943
| +675% | +$37.9M |
|
475
CALL
Medtronic
MDT
$118B
| $34.8M | 0.03% |
294,800
+76,300
| +35% | +$8.94M |
|
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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.