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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 | |
|---|---|---|---|---|---|---|
526
PUT
United Rentals
URI
$64B
| $29.5M | 0.03% |
89,600
-251,500
| -74% | -$71.2M |
|
527
PUT
Wolfspeed
WOLF
$1.42B
| $29.4M | 0.03% |
271,700
+112,100
| +70% | +$12.6M |
|
528
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
| $29.3M | 0.03% |
335,783
-81,672
| -20% | -$7.11M |
|
529
Procter & Gamble
PG
$331B
| $29.3M | 0.03% |
216,118
+114,420
| +113% | +$14.9M |
|
530
CALL
Airbnb
ABNB
$100B
| $29.3M | 0.03% |
+155,700
| New | +$28.8M |
|
531
PUT
Honeywell
HON
$65B
| $29.2M | 0.03% |
142,811
-453,153
| -76% | -$88.5M |
|
532
CALL
Occidental Petroleum
OXY
$61.3B
| $29.1M | 0.03% |
1,094,700
-3,351,400
| -75% | -$83.8M |
|
533
CALL
3M
MMM
$84.8B
| $29.1M | 0.03% |
180,716
-121,035
| -40% | -$18.1M |
|
534
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $29.1M | 0.03% |
437,766
-1,076,698
| -71% | -$71.1M |
|
535
CALL
Baidu
BIDU
$31.4B
| $29M | 0.03% |
133,400
-375,100
| -74% | -$97.9M |
|
536
PUT
iShares US Real Estate ETF
IYR
$4.27B
| $29M | 0.03% |
315,300
+232,100
| +279% | +$20.4M |
|
|
AYX
537
PUT
DELISTED
Alteryx Inc
AYX
| $28.9M | 0.03% |
348,700
-369,700
| -51% | -$39.2M |
|
538
PUT
Best Buy
BBY
$18.5B
| $28.8M | 0.03% |
250,900
-91,200
| -27% | -$10.2M |
|
539
CALL
Align Technology
ALGN
$10.9B
| $28.8M | 0.02% |
53,100
+49,300
| +1,297% | +$27.3M |
|
540
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
| $28.7M | 0.02% |
637,300
+583,700
| +1,089% | +$28.7M |
|
541
PUT
ConocoPhillips
COP
$164B
| $28.6M | 0.02% |
540,116
-1,068,034
| -66% | -$52.6M |
|
|
WBA
542
DELISTED
Walgreens Boots Alliance
WBA
| $28.4M | 0.02% |
517,392
+280,688
| +119% | +$13.9M |
|
543
PUT
Tyson Foods
TSN
$18.2B
| $28.4M | 0.02% |
381,600
+84,800
| +29% | +$5.85M |
|
544
PUT
Gaotu Techedu
GOTU
$503M
| $28.3M | 0.02% |
835,800
+595,100
| +247% | +$48.4M |
|
545
PUT
Live Nation Entertainment
LYV
$39.6B
| $28.1M | 0.02% |
331,800
-49,600
| -13% | -$3.99M |
|
546
PUT
Enphase Energy
ENPH
$4.85B
| $28.1M | 0.02% |
173,100
-305,400
| -64% | -$54.8M |
|
547
CALL
Old National Bancorp
ONB
$9.72B
| $28M | 0.02% |
1,449,500
-240,500
| -14% | -$4.46M |
|
548
PUT
Valero Energy
VLO
$112B
| $28M | 0.02% |
390,800
-1,353,400
| -78% | -$92M |
|
|
SBNY
549
DELISTED
Signature Bank
SBNY
| $27.9M | 0.02% |
123,463
+16,833
| +16% | +$3.32M |
|
550
CALL
iQIYI
IQ
$901M
| $27.9M | 0.02% |
1,676,700
+137,500
| +9% | +$3.18M |
|
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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.