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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 | |
|---|---|---|---|---|---|---|
901
CALL
PPG Industries
PPG
$23.8B
| $10.5M | 0.01% |
69,600
-43,300
| -38% | -$6.2M |
|
902
CALL
Tower Semiconductor
TSEM
$24.5B
| $10.4M | 0.01% |
370,400
-527,000
| -59% | -$15.5M |
|
|
FL
903
PUT
DELISTED
Foot Locker
FL
| $10.4M | 0.01% |
184,400
-77,500
| -30% | -$3.94M |
|
904
CALL
Alcoa
AA
$13.4B
| $10.3M | 0.01% |
318,800
-254,300
| -44% | -$6.43M |
|
|
SAVE
905
DELISTED
Spirit Airlines, Inc.
SAVE
| $10.3M | 0.01% |
279,966
-327,218
| -54% | -$10.5M |
|
906
PUT
Brinker International
EAT
$8.99B
| $10.3M | 0.01% |
145,200
+116,600
| +408% | +$7.79M |
|
907
PUT
Ecolab
ECL
$76.3B
| $10.3M | 0.01% |
48,100
| – | – |
|
908
PUT
Camping World
CWH
$394M
| $10.2M | 0.01% |
280,200
-22,000
| -7% | -$782K |
|
909
CALL
Antero Resources
AR
$12B
| $10.2M | 0.01% |
1,000,000
| – | – |
|
910
CALL
Kinross Gold
KGC
$35.9B
| $10.2M | 0.01% |
1,527,100
+1,270,600
| +495% | +$8.83M |
|
|
BZUN
911
PUT
Baozun
BZUN
$160M
| $10.1M | 0.01% |
264,700
+264,300
| +66,075% | +$11.3M |
|
|
FL
912
CALL
DELISTED
Foot Locker
FL
| $10M | 0.01% |
178,000
-136,700
| -43% | -$6.94M |
|
913
PUT
LyondellBasell Industries
LYB
$20.8B
| $10M | 0.01% |
96,400
-43,900
| -31% | -$4.36M |
|
914
iShares MSCI Brazil ETF
EWZ
$8.67B
| $10M | 0.01% |
299,533
-166,616
| -36% | -$5.77M |
|
915
PUT
Gen Digital
GEN
$17.8B
| $9.99M | 0.01% |
469,800
-40,700
| -8% | -$853K |
|
916
PUT
Tractor Supply
TSCO
$17.7B
| $9.99M | 0.01% |
282,000
-43,500
| -13% | -$1.39M |
|
917
Dropbox
DBX
$7.52B
| $9.95M | 0.01% |
373,195
-454,761
| -55% | -$10.9M |
|
918
CALL
Zimmer Biomet
ZBH
$18B
| $9.86M | 0.01% |
63,448
+59,122
| +1,367% | +$9.16M |
|
919
Teradyne
TER
$60B
| $9.82M | 0.01% |
80,678
+18,279
| +29% | +$2.3M |
|
920
Green Plains
GPRE
$1.1B
| $9.81M | 0.01% |
362,542
+362,181
| +100,327% | +$8.29M |
|
921
CALL
Jones Lang LaSalle
JLL
$15.9B
| $9.81M | 0.01% |
54,800
+7,200
| +15% | +$1.17M |
|
922
Vipshop
VIPS
$5.95B
| $9.81M | 0.01% |
328,428
+228,658
| +229% | +$7.89M |
|
923
CALL
TJX Companies
TJX
$139B
| $9.79M | 0.01% |
147,900
-473,300
| -76% | -$31.7M |
|
924
CALL
Jefferies Financial Group
JEF
$12.7B
| $9.78M | 0.01% |
+339,950
| New | +$9.27M |
|
925
PUT
Virgin Galactic
SPCE
$449M
| $9.74M | 0.01% |
15,900
+4,415
| +38% | +$3.32M |
|
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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.