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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 | |
|---|---|---|---|---|---|---|
926
CALL
United States Natural Gas Fund
UNG
$546M
| $9.73M | 0.01% |
253,825
+28,725
| +13% | +$1.15M |
|
927
CALL
Upland Software
UPLD
$9.97M
| $9.69M | 0.01% |
20,530
| – | – |
|
928
CALL
Spotify
SPOT
$108B
| $9.68M | 0.01% |
36,100
-105,600
| -75% | -$32.9M |
|
|
ATVI
929
DELISTED
Activision Blizzard
ATVI
| $9.66M | 0.01% |
103,883
-321,802
| -76% | -$30.3M |
|
930
PUT
Cadence Design Systems
CDNS
$78.4B
| $9.64M | 0.01% |
70,400
-18,200
| -21% | -$2.44M |
|
931
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
| $9.64M | 0.01% |
107,500
+100,000
| +1,333% | +$9.09M |
|
|
AVYA
932
CALL
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $9.6M | 0.01% |
342,500
+142,500
| +71% | +$3.81M |
|
933
Peloton Interactive
PTON
$2.22B
| $9.57M | 0.01% |
85,127
-106,350
| -56% | -$14.1M |
|
934
CALL
Gilead Sciences
GILD
$181B
| $9.55M | 0.01% |
147,800
-84,900
| -36% | -$5.47M |
|
935
CALL
GameStop
GME
$8.92B
| $9.53M | 0.01% |
200,800
+20,000
| +11% | +$590K |
|
936
nCino
NCNO
$2.3B
| $9.52M | 0.01% |
+142,705
| New | +$10.2M |
|
937
Lennar Class A
LEN
$19.5B
| $9.52M | 0.01% |
97,144
-60
| -0.1% | -$5.04K |
|
938
The Mosaic Company
MOS
$8.33B
| $9.5M | 0.01% |
300,642
-105,769
| -26% | -$3.12M |
|
939
CALL
State Street SPDR S&P Biotech ETF
XBI
$11.1B
| $9.5M | 0.01% |
70,000
-179,400
| -72% | -$26.9M |
|
940
Corning
GLW
$145B
| $9.47M | 0.01% |
217,630
+66,998
| +44% | +$2.58M |
|
|
COUP
941
DELISTED
Coupa Software Incorporated
COUP
| $9.46M | 0.01% |
37,172
+31,492
| +554% | +$9.92M |
|
|
BNY
942
PUT
Bank of New York Mellon
BNY
$110B
| $9.44M | 0.01% |
199,700
-191,800
| -49% | -$8.44M |
|
943
PUT
AB InBev
BUD
$154B
| $9.43M | 0.01% |
150,000
-223,400
| -60% | -$14.4M |
|
944
PUT
Ciena
CIEN
$47.9B
| $9.43M | 0.01% |
172,300
-249,800
| -59% | -$13.4M |
|
945
Planet Fitness
PLNT
$3.77B
| $9.43M | 0.01% |
121,944
+110,354
| +952% | +$8.76M |
|
946
CALL
Capri Holdings
CPRI
$1.44B
| $9.42M | 0.01% |
184,800
+33,700
| +22% | +$1.59M |
|
|
CGC
947
CALL
Canopy Growth
CGC
$431M
| $9.41M | 0.01% |
29,390
-2,460
| -8% | -$870K |
|
948
PUT
Stryker
SYK
$106B
| $9.4M | 0.01% |
38,600
-36,900
| -49% | -$8.85M |
|
949
PUT
Scotiabank
BNS
$112B
| $9.38M | 0.01% |
150,000
| – | – |
|
950
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $9.37M | 0.01% |
141,000
-241,600
| -63% | -$15.9M |
|
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.