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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 | |
|---|---|---|---|---|---|---|
1576
PUT
American Eagle Outfitters
AEO
$2.83B
| $2.53M | ﹤0.01% |
86,500
+32,600
| +60% | +$835K |
|
1577
PUT
Yum! Brands
YUM
$39.6B
| $2.52M | ﹤0.01% |
23,300
-270,700
| -92% | -$28.7M |
|
|
ATH
1578
CALL
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $2.52M | ﹤0.01% |
50,000
| – | – |
|
1579
CALL
Commault Systems
CVLT
$5.46B
| $2.52M | ﹤0.01% |
+39,000
| New | +$2.48M |
|
1580
Prudential Financial
PRU
$40.6B
| $2.5M | ﹤0.01% |
27,424
-110,385
| -80% | -$9.45M |
|
1581
PUT
DuPont de Nemours
DD
$17.3B
| $2.5M | ﹤0.01% |
25,732
-74,568
| -74% | -$7.15M |
|
1582
Boston Properties
BXP
$10.3B
| $2.49M | ﹤0.01% |
24,599
-12,114
| -33% | -$1.18M |
|
|
ML
1583
CALL
DELISTED
MoneyLion Inc.
ML
| $2.49M | ﹤0.01% |
+8,333
| New | +$2.78M |
|
1584
PUT
Toll Brothers
TOL
$12.4B
| $2.49M | ﹤0.01% |
43,800
-826,700
| -95% | -$43.3M |
|
1585
PUT
Virtu Financial
VIRT
$5.55B
| $2.49M | ﹤0.01% |
80,100
-300
| -0.4% | -$8.27K |
|
|
HAPN
1586
PUT
Happen Inc
HAPN
$1.94B
| $2.48M | ﹤0.01% |
+150,000
| New | +$1.97M |
|
1587
Herc Holdings
HRI
$4.84B
| $2.47M | ﹤0.01% |
+24,416
| New | +$1.97M |
|
1588
PUT
Macy's
M
$5.66B
| $2.46M | ﹤0.01% |
152,100
-822,700
| -84% | -$12.6M |
|
1589
CALL
Realty Income
O
$56.9B
| $2.46M | ﹤0.01% |
40,042
-54,076
| -57% | -$3.2M |
|
1590
PUT
Crown Castle
CCI
$32B
| $2.46M | ﹤0.01% |
14,300
-35,400
| -71% | -$5.67M |
|
1591
Walmart Inc
WMT
$840B
| $2.46M | ﹤0.01% |
54,315
-319,800
| -85% | -$14.8M |
|
1592
PUT
Cintas
CTAS
$80B
| $2.46M | ﹤0.01% |
28,800
-17,200
| -37% | -$1.46M |
|
1593
Suncor Energy
SU
$80.7B
| $2.46M | ﹤0.01% |
117,445
+11,785
| +11% | +$231K |
|
1594
PUT
Sony
SONY
$137B
| $2.45M | ﹤0.01% |
115,500
-65,000
| -36% | -$1.37M |
|
1595
CALL
RLX Technology
RLX
$2.15B
| $2.45M | ﹤0.01% |
+236,600
| New | +$4.55M |
|
1596
PUT
Sabre
SABR
$864M
| $2.45M | ﹤0.01% |
165,600
-70,500
| -30% | -$955K |
|
1597
CALL
Red Rock Resorts
RRR
$3.25B
| $2.45M | ﹤0.01% |
75,100
-1,100
| -1% | -$31.9K |
|
1598
CALL
Sherwin-Williams
SHW
$77.8B
| $2.44M | ﹤0.01% |
9,900
-161,700
| -94% | -$38.5M |
|
1599
PUT
Danaher
DHR
$144B
| $2.44M | ﹤0.01% |
12,182
-170,667
| -93% | -$34.7M |
|
|
BNY
1600
Bank of New York Mellon
BNY
$110B
| $2.43M | ﹤0.01% |
51,473
-37,547
| -42% | -$1.65M |
|
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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.