We are live on ! Find out more
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
C icon
26
PUT
Citigroup
C
$231B
$523M 0.45%
7,193,700
-3,180,100
-31% -$212M
BABA icon
27
PUT
Alibaba
BABA
$272B
$516M 0.45%
2,275,400
+733,900
+48% +$180M
XYZ
28
PUT
Block Inc
XYZ
$47.7B
$508M 0.44%
2,235,200
+126,800
+6% +$29.7M
GOOG icon
29
PUT
Alphabet (Google) Class C
GOOG
$4.02T
$504M 0.44%
4,870,000
-6,708,000
-58% -$665M
TSM icon
30
PUT
TSMC
TSM
$2.26T
$502M 0.44%
4,246,800
+2,342,000
+123% +$290M
INTC icon
31
PUT
Intel
INTC
$561B
$485M 0.42%
7,582,100
-2,041,100
-21% -$122M
ADBE icon
32
PUT
Adobe
ADBE
$101B
$480M 0.42%
1,009,300
-123,400
-11% -$57.7M
IWM icon
33
iShares Russell 2000 ETF
IWM
$79B
$474M 0.41%
2,143,497
+75,240
+4% +$16.4M
HYG icon
34
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$473M 0.41%
5,426,800
+943,300
+21% +$82.1M
EEM icon
35
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$467M 0.4%
8,758,300
-2,911,000
-25% -$159M
Z icon
36
PUT
Zillow
Z
$7.23B
$467M 0.4%
3,602,600
+1,524,900
+73% +$226M
MSFT icon
37
Microsoft
MSFT
$3.65T
$446M 0.39%
1,893,436
+865,387
+84% +$201M
CSCO icon
38
PUT
Cisco
CSCO
$431B
$445M 0.39%
8,604,200
-595,000
-6% -$27.9M
AMZN icon
39
PUT
Amazon
AMZN
$2.72T
$445M 0.39%
2,874,000
-3,998,000
-58% -$634M
NFLX icon
40
CALL
Netflix
NFLX
$317B
$442M 0.38%
8,483,000
+2,693,000
+47% +$143M
META icon
41
Meta Platforms (Facebook)
META
$1.66T
$432M 0.37%
1,466,834
+473,103
+48% +$127M
EEM icon
42
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$425M 0.37%
7,963,800
+1,508,800
+23% +$82.6M
LQD icon
43
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$419M 0.36%
3,219,600
+1,372,600
+74% +$183M
AMAT icon
44
PUT
Applied Materials
AMAT
$372B
$394M 0.34%
2,951,200
-1,025,500
-26% -$113M
FXI icon
45
CALL
iShares China Large-Cap ETF
FXI
$4.12B
$375M 0.33%
8,038,800
+3,859,100
+92% +$192M
MU icon
46
PUT
Micron Technology
MU
$1.16T
$368M 0.32%
4,172,800
-3,760,200
-47% -$319M
JPM icon
47
PUT
JPMorgan Chase
JPM
$943B
$364M 0.32%
2,390,100
-2,895,400
-55% -$417M
INTC icon
48
CALL
Intel
INTC
$561B
$345M 0.3%
5,387,100
-3,475,400
-39% -$207M
MU icon
49
CALL
Micron Technology
MU
$1.16T
$343M 0.3%
3,893,400
-1,969,500
-34% -$167M
PDD icon
50
PUT
Pinduoduo
PDD
$112B
$343M 0.3%
2,564,200
+586,500
+30% +$99M
1
2
3 4 5

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.