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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
DIA icon
126
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$157M 0.14%
477,000
+112,500
+31% +$35.5M
BHC icon
127
Bausch Health
BHC
$2.3B
$155M 0.13%
4,885,214
+1,083,737
+29% +$31.8M
HON icon
128
CALL
Honeywell
HON
$65B
$152M 0.13%
744,185
+284,135
+62% +$55.5M
RTX icon
129
PUT
RTX Corp
RTX
$266B
$150M 0.13%
1,940,800
+125,947
+7% +$9.19M
SPY icon
130
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$150M 0.13%
377,672
-115,363
-23% -$44.5M
CI icon
131
Cigna
CI
$73.5B
$148M 0.13%
610,573
+543,477
+810% +$121M
XLE icon
132
State Street Energy Select Sector SPDR ETF
XLE
$43B
$147M 0.13%
5,973,660
-1,764,364
-23% -$40.7M
DIS icon
133
PUT
Walt Disney
DIS
$180B
$144M 0.12%
780,400
-2,741,200
-78% -$506M
WDAY icon
134
PUT
Workday
WDAY
$44.8B
$143M 0.12%
576,200
+249,400
+76% +$61.6M
DOCU
135
PUT
DocuSign
DOCU
$12B
$143M 0.12%
705,200
+629,700
+834% +$146M
GM icon
136
PUT
General Motors
GM
$73.5B
$142M 0.12%
2,475,800
+496,000
+25% +$26.3M
NXPI icon
137
PUT
NXP Semiconductors
NXPI
$56.3B
$142M 0.12%
705,400
+231,600
+49% +$42.3M
SE icon
138
Sea Limited
SE
$66.6B
$141M 0.12%
629,615
+50,888
+9% +$11.8M
NOW icon
139
PUT
ServiceNow
NOW
$136B
$139M 0.12%
1,392,500
-1,226,000
-47% -$129M
UAL icon
140
CALL
United Airlines
UAL
$34.8B
$137M 0.12%
2,374,200
+1,440,800
+154% +$70.4M
T icon
141
PUT
AT&T
T
$172B
$137M 0.12%
5,972,034
+1,045,033
+21% +$23.1M
LOW icon
142
PUT
Lowe's Companies
LOW
$111B
$136M 0.12%
712,800
-273,200
-28% -$46.9M
IEF icon
143
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$134M 0.12%
1,184,951
+1,173,690
+10,423% +$137M
FDX icon
144
CALL
FedEx
FDX
$73.2B
$133M 0.12%
467,500
-141,700
-23% -$36.5M
XOM icon
145
CALL
ExxonMobil
XOM
$675B
$132M 0.11%
2,356,300
-135,200
-5% -$7.09M
CRM icon
146
Salesforce
CRM
$201B
$131M 0.11%
619,664
+60,700
+11% +$13.5M
CAT icon
147
PUT
Caterpillar
CAT
$375B
$131M 0.11%
565,600
-807,300
-59% -$167M
CMCSA icon
148
CALL
Comcast
CMCSA
$87.3B
$131M 0.11%
2,419,700
+546,600
+29% +$28.9M
CMG icon
149
PUT
Chipotle Mexican Grill
CMG
$45.6B
$129M 0.11%
4,555,000
-4,215,000
-48% -$122M
SNAP icon
150
CALL
Snap
SNAP
$8.98B
$128M 0.11%
2,439,000
-742,700
-23% -$42.7M
4 5
6
7 8

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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.