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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 | |
|---|---|---|---|---|---|---|
876
CALL
LyondellBasell Industries
LYB
$20.8B
| $11M | 0.01% |
106,200
-25,500
| -19% | -$2.53M |
|
877
CALL
Lumentum
LITE
$88.7B
| $11M | 0.01% |
120,900
-341,600
| -74% | -$31.6M |
|
878
CALL
First Majestic Silver
AG
$10.4B
| $11M | 0.01% |
708,600
+298,300
| +73% | +$4.78M |
|
|
CLR
879
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $11M | 0.01% |
425,400
+350,000
| +464% | +$8.21M |
|
880
CALL
Intercontinental Exchange
ICE
$87.9B
| $11M | 0.01% |
98,500
-92,900
| -49% | -$10.5M |
|
881
CALL
Northrop Grumman
NOC
$73.2B
| $11M | 0.01% |
33,900
-62,200
| -65% | -$18.8M |
|
882
CALL
iShares US Home Construction ETF
ITB
$2.19B
| $10.9M | 0.01% |
161,200
+157,700
| +4,506% | +$9.73M |
|
883
CALL
Harley-Davidson
HOG
$2.78B
| $10.9M | 0.01% |
272,300
-161,200
| -37% | -$5.99M |
|
884
PUT
Kroger
KR
$34.6B
| $10.9M | 0.01% |
302,600
-166,600
| -36% | -$5.69M |
|
885
CALL
Old Dominion Freight Line
ODFL
$37.7B
| $10.9M | 0.01% |
90,600
+90,200
| +22,550% | +$9.68M |
|
886
CALL
TAL Education Group
TAL
$6.35B
| $10.9M | 0.01% |
201,900
-95,100
| -32% | -$6.96M |
|
887
PUT
Universal Display
OLED
$3.67B
| $10.9M | 0.01% |
45,900
-38,000
| -45% | -$8.78M |
|
888
iShares US Real Estate ETF
IYR
$4.27B
| $10.9M | 0.01% |
118,165
-15,661
| -12% | -$1.37M |
|
889
Skyworks Solutions
SWKS
$11.5B
| $10.8M | 0.01% |
58,928
-148,527
| -72% | -$25.8M |
|
890
CALL
United Parks & Resorts
PRKS
$1.76B
| $10.8M | 0.01% |
217,500
+67,800
| +45% | +$2.69M |
|
|
SPR
891
PUT
DELISTED
Spirit AeroSystems
SPR
| $10.8M | 0.01% |
221,700
+167,000
| +305% | +$7.15M |
|
892
PUT
HCA Healthcare
HCA
$91.3B
| $10.8M | 0.01% |
57,100
-109,300
| -66% | -$19.3M |
|
893
CALL
Eagle Materials
EXP
$5.73B
| $10.8M | 0.01% |
+80,000
| New | +$9.69M |
|
|
BRSL
894
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $10.8M | 0.01% |
669,900
+652,300
| +3,706% | +$11.5M |
|
|
JOYY
895
CALL
JOYY Inc
JOYY
$3.61B
| $10.8M | 0.01% |
114,700
+105,500
| +1,147% | +$11.4M |
|
896
PUT
VanEck Oil Services ETF
OIH
$2.1B
| $10.7M | 0.01% |
55,800
-77,005
| -58% | -$14.5M |
|
897
CALL
Match Group
MTCH
$9.51B
| $10.7M | 0.01% |
77,600
-300,345
| -79% | -$45.1M |
|
|
JWN
898
PUT
DELISTED
Nordstrom
JWN
| $10.6M | 0.01% |
280,000
+121,700
| +77% | +$4.5M |
|
899
CALL
Toll Brothers
TOL
$12.4B
| $10.5M | 0.01% |
185,800
-150,500
| -45% | -$7.88M |
|
900
CALL
Cognizant
CTSH
$26.2B
| $10.5M | 0.01% |
134,500
-80,000
| -37% | -$6.18M |
|
Similar funds
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.