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Parallax Volatility Advisers

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
Cap. Flow
-$3.48B
Cap. Flow %
-3.01%
Top 10 Hldgs %
31.99%
Holding
3,911
New
648
Increased
821
Reduced
1,605
Closed
720

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$201M
2
PDD icon
Pinduoduo
PDD
+$149M
3
BABA icon
Alibaba
BABA
+$141M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$139M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$137M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$535M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$437M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$239M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$168M
5
XLY icon
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
BIDU icon
76
PUT
Baidu
BIDU
$31.4B
$251M 0.22%
1,154,800
-204,800
-15% -$53.5M
DIA icon
77
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$250M 0.22%
758,252
+441,079
+139% +$139M
CRM icon
78
PUT
Salesforce
CRM
$201B
$248M 0.21%
1,168,700
-41,900
-3% -$9.33M
MA icon
79
CALL
Mastercard
MA
$497B
$245M 0.21%
688,700
+310,500
+82% +$108M
IBM icon
80
CALL
IBM
IBM
$226B
$245M 0.21%
1,922,862
+367,983
+24% +$44M
MPC icon
81
CALL
Marathon Petroleum
MPC
$112B
$245M 0.21%
4,578,700
+414,800
+10% +$21M
DIA icon
82
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$242M 0.21%
734,400
+315,100
+75% +$99.5M
BABA icon
83
Alibaba
BABA
$272B
$242M 0.21%
1,068,313
+574,549
+116% +$141M
JD icon
84
CALL
JD.com
JD
$36.5B
$240M 0.21%
2,848,900
+520,900
+22% +$47.8M
GM icon
85
CALL
General Motors
GM
$73.5B
$238M 0.21%
4,144,900
+587,100
+17% +$31.2M
V icon
86
PUT
Visa
V
$686B
$233M 0.2%
1,101,400
-822,600
-43% -$173M
BRK.B icon
87
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$230M 0.2%
900,400
-637,400
-41% -$155M
MGNI icon
88
PUT
Magnite
MGNI
$3.39B
$228M 0.2%
5,486,500
+3,105,900
+130% +$135M
GS icon
89
PUT
Goldman Sachs
GS
$300B
$226M 0.2%
690,300
-622,900
-47% -$194M
XYZ
90
CALL
Block Inc
XYZ
$47.7B
$223M 0.19%
982,000
-266,400
-21% -$62.3M
AVGO icon
91
PUT
Broadcom
AVGO
$1.73T
$222M 0.19%
4,780,000
-2,834,000
-37% -$131M
AAPL icon
92
Apple
AAPL
$4.6T
$220M 0.19%
1,797,867
-558,821
-24% -$71.7M
AAL icon
93
PUT
American Airlines Group
AAL
$8.57B
$219M 0.19%
9,168,400
+4,174,000
+84% +$80.5M
SBUX icon
94
PUT
Starbucks
SBUX
$114B
$211M 0.18%
1,934,300
-1,430,000
-43% -$150M
IBM icon
95
PUT
IBM
IBM
$226B
$211M 0.18%
1,655,295
+49,371
+3% +$5.91M
UBER icon
96
CALL
Uber
UBER
$145B
$210M 0.18%
3,852,300
+107,400
+3% +$5.99M
UBER icon
97
PUT
Uber
UBER
$145B
$209M 0.18%
3,836,200
-604,400
-14% -$33.7M
BKNG icon
98
PUT
Booking.com
BKNG
$130B
$207M 0.18%
2,222,500
-3,712,500
-63% -$330M
C icon
99
Citigroup
C
$231B
$207M 0.18%
2,841,978
+530,203
+23% +$35.4M
GOOG icon
100
CALL
Alphabet (Google) Class C
GOOG
$4.02T
$206M 0.18%
1,988,000
-2,442,000
-55% -$242M
2 3
4
5 6

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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.