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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 | |
|---|---|---|---|---|---|---|
1001
CALL
Martin Marietta Materials
MLM
$35.7B
| $8.49M | 0.01% |
25,300
-22,700
| -47% | -$7.25M |
|
|
MXIM
1002
PUT
DELISTED
Maxim Integrated Products
MXIM
| $8.46M | 0.01% |
92,600
+56,800
| +159% | +$5.21M |
|
1003
CALL
Assured Guaranty
AGO
$3.18B
| $8.46M | 0.01% |
+200,000
| New | +$8M |
|
|
NIU
1004
Niu Technologies
NIU
$161M
| $8.46M | 0.01% |
230,683
+200,557
| +666% | +$8.11M |
|
1005
Cencora
COR
$61.7B
| $8.45M | 0.01% |
71,540
+59,463
| +492% | +$6.43M |
|
|
ZEN
1006
PUT
DELISTED
ZENDESK INC
ZEN
| $8.45M | 0.01% |
63,700
-174,700
| -73% | -$25M |
|
1007
PUT
Pultegroup
PHM
$22.7B
| $8.44M | 0.01% |
161,100
-394,300
| -71% | -$18.4M |
|
1008
CALL
BlackBerry
BB
$4.54B
| $8.43M | 0.01% |
1,000,500
+974,000
| +3,675% | +$10.9M |
|
1009
PUT
Sphere Entertainment
SPHR
$5.06B
| $8.43M | 0.01% |
103,000
| – | – |
|
|
SPLK
1010
PUT
DELISTED
Splunk Inc
SPLK
| $8.4M | 0.01% |
62,000
-251,600
| -80% | -$39.2M |
|
1011
PUT
Sonos
SONO
$1.72B
| $8.4M | 0.01% |
224,100
-8,400
| -4% | -$283K |
|
1012
PUT
Intercontinental Exchange
ICE
$87.9B
| $8.39M | 0.01% |
75,100
-26,900
| -26% | -$3.05M |
|
1013
PUT
Harley-Davidson
HOG
$2.78B
| $8.38M | 0.01% |
209,300
+102,500
| +96% | +$3.81M |
|
1014
CALL
Neurocrine Biosciences
NBIX
$15.8B
| $8.38M | 0.01% |
86,200
+85,600
| +14,267% | +$8.98M |
|
1015
CALL
Albertsons Companies
ACI
$5.75B
| $8.36M | 0.01% |
438,500
+428,500
| +4,285% | +$7.53M |
|
|
CLDR
1016
CALL
DELISTED
Cloudera, Inc.
CLDR
| $8.36M | 0.01% |
686,800
-192,400
| -22% | -$2.87M |
|
1017
PUT
Datadog
DDOG
$80.9B
| $8.35M | 0.01% |
100,200
+56,600
| +130% | +$5.46M |
|
1018
GE Aerospace
GE
$338B
| $8.35M | 0.01% |
127,523
-854,843
| -87% | -$51.8M |
|
1019
CALL
Cboe Global Markets
CBOE
$30.5B
| $8.34M | 0.01% |
84,500
-9,800
| -10% | -$957K |
|
|
SPR
1020
DELISTED
Spirit AeroSystems
SPR
| $8.3M | 0.01% |
170,540
-105,417
| -38% | -$4.51M |
|
|
SFIX
1021
PUT
Stitch Fix
SFIX
$386M
| $8.28M | 0.01% |
167,100
-885,000
| -84% | -$62.3M |
|
1022
CALL
T-Mobile US
TMUS
$190B
| $8.27M | 0.01% |
66,000
+27,400
| +71% | +$3.45M |
|
|
OZON
1023
PUT
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
| $8.27M | 0.01% |
+147,500
| New | +$8.14M |
|
1024
Teladoc Health
TDOC
$1.11B
| $8.27M | 0.01% |
45,490
+29,167
| +179% | +$6.77M |
|
1025
CALL
Emerson Electric
EMR
$83.9B
| $8.26M | 0.01% |
91,600
-127,800
| -58% | -$11M |
|
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.