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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 | |
|---|---|---|---|---|---|---|
826
Merck
MRK
$364B
| $12.4M | 0.01% |
169,237
-114,584
| -40% | -$8.45M |
|
|
LSI
827
CALL
DELISTED
Life Storage, Inc.
LSI
| $12.4M | 0.01% |
+144,500
| New | +$12M |
|
828
PUT
Air Products & Chemicals
APD
$65.7B
| $12.4M | 0.01% |
44,100
-99,600
| -69% | -$27.1M |
|
829
PUT
Surgery Partners
SGRY
$1.85B
| $12.4M | 0.01% |
280,000
+180,000
| +180% | +$6.68M |
|
830
Trade Desk
TTD
$6.52B
| $12.4M | 0.01% |
189,770
+53,270
| +39% | +$4.12M |
|
831
PUT
ARK Blockchain & Fintech Innovation ETF
ARKF
$801M
| $12.3M | 0.01% |
+240,000
| New | +$13.1M |
|
832
CALL
Humana
HUM
$48B
| $12.2M | 0.01% |
29,200
-41,600
| -59% | -$16.6M |
|
833
PUT
Royal Gold
RGLD
$22.2B
| $12.2M | 0.01% |
113,600
-250,100
| -69% | -$26.7M |
|
834
PUT
Nutanix
NTNX
$18.1B
| $12.2M | 0.01% |
459,600
-8,700
| -2% | -$265K |
|
835
Tenet Healthcare
THC
$21.7B
| $12.2M | 0.01% |
234,751
+68,493
| +41% | +$3.46M |
|
836
CALL
Teladoc Health
TDOC
$1.11B
| $12.2M | 0.01% |
66,900
-219,400
| -77% | -$50.9M |
|
837
iShares Global Clean Energy ETF
ICLN
$2.1B
| $12.1M | 0.01% |
499,358
+497,296
| +24,117% | +$13.9M |
|
838
CALL
Lumen
LUMN
$7.02B
| $12.1M | 0.01% |
908,200
+853,000
| +1,545% | +$10.6M |
|
839
ServiceNow
NOW
$136B
| $12.1M | 0.01% |
120,690
-31,555
| -21% | -$3.33M |
|
840
PUT
KLA
KLAC
$239B
| $12M | 0.01% |
364,000
-2,638,000
| -88% | -$79.5M |
|
841
CALL
General Mills
GIS
$19.8B
| $12M | 0.01% |
195,400
+54,600
| +39% | +$3.15M |
|
842
PUT
Qorvo
QRVO
$9.28B
| $12M | 0.01% |
65,500
-210,500
| -76% | -$37M |
|
843
PUT
Sherwin-Williams
SHW
$77.8B
| $12M | 0.01% |
48,600
-181,200
| -79% | -$43.2M |
|
844
CALL
Zebra Technologies
ZBRA
$16.3B
| $11.9M | 0.01% |
24,500
+5,600
| +30% | +$2.5M |
|
|
SKX
845
PUT
DELISTED
Skechers
SKX
| $11.8M | 0.01% |
282,700
+260,300
| +1,162% | +$9.83M |
|
846
CALL
Boyd Gaming
BYD
$5.48B
| $11.8M | 0.01% |
199,400
+89,800
| +82% | +$4.88M |
|
847
PUT
Ralph Lauren
RL
$20B
| $11.7M | 0.01% |
95,300
+43,000
| +82% | +$4.91M |
|
848
CALL
Oneok
OKE
$60.4B
| $11.7M | 0.01% |
231,600
+49,200
| +27% | +$2.24M |
|
849
Chevron
CVX
$419B
| $11.7M | 0.01% |
111,236
-394,339
| -78% | -$38.5M |
|
850
CALL
Sociedad Química y Minera de Chile
SQM
$21.6B
| $11.6M | 0.01% |
+218,400
| New | +$12M |
|
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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.