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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 | |
|---|---|---|---|---|---|---|
1701
Alarm.com
ALRM
$2.7B
| $2.03M | ﹤0.01% |
+23,461
| New | +$2.21M |
|
1702
CALL
Wendy's
WEN
$1.44B
| $2.03M | ﹤0.01% |
+100,000
| New | +$2.08M |
|
1703
CALL
Thor Industries
THO
$3.74B
| $2.02M | ﹤0.01% |
15,000
-9,900
| -40% | -$1.2M |
|
1704
Wynn Resorts
WYNN
$9.29B
| $2.02M | ﹤0.01% |
16,108
-80,312
| -83% | -$9.68M |
|
1705
PUT
QuantumScape Corp
QS
$3.21B
| $2.01M | ﹤0.01% |
45,000
-27,300
| -38% | -$1.43M |
|
1706
CALL
J.M. Smucker
SJM
$13.2B
| $2.01M | ﹤0.01% |
15,900
+14,800
| +1,345% | +$1.75M |
|
1707
CALL
NMI Holdings
NMIH
$3.34B
| $2.01M | ﹤0.01% |
+85,000
| New | +$1.98M |
|
1708
PUT
Invesco Mortgage Capital
IVR
$763M
| $2M | ﹤0.01% |
50,000
| – | – |
|
1709
PUT
Editas Medicine
EDIT
$425M
| $2M | ﹤0.01% |
+47,700
| New | +$2.72M |
|
1710
CALL
Inseego
INSG
$70.6M
| $2M | ﹤0.01% |
+20,000
| New | +$2.91M |
|
|
1711
PUT
Inseego
INSG
$70.6M
| $2M | ﹤0.01% |
+20,000
| New | +$2.91M |
|
1712
CALL
Magnolia Oil & Gas
MGY
$6.59B
| $2M | ﹤0.01% |
+174,000
| New | +$1.81M |
|
|
SDC
1713
CALL
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $2M | ﹤0.01% |
193,800
+124,700
| +180% | +$1.48M |
|
|
CALY
1714
PUT
Callaway Golf Company
CALY
$2.75B
| $2M | ﹤0.01% |
74,600
-12,300
| -14% | -$348K |
|
1715
PUT
Papa John's
PZZA
$712M
| $2M | ﹤0.01% |
22,500
-21,400
| -49% | -$2.02M |
|
|
RETA
1716
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $2M | ﹤0.01% |
20,000
| – | – |
|
1717
CALL
Builders FirstSource
BLDR
$6.61B
| $1.99M | ﹤0.01% |
43,000
-7,000
| -14% | -$298K |
|
1718
Northrop Grumman
NOC
$73.2B
| $1.99M | ﹤0.01% |
6,147
-22,924
| -79% | -$6.91M |
|
|
1719
PUT
Northrop Grumman
NOC
$73.2B
| $1.97M | ﹤0.01% |
6,100
-107,000
| -95% | -$32.3M |
|
1720
PUT
Quanta Services
PWR
$94.3B
| $1.97M | ﹤0.01% |
22,400
+4,800
| +27% | +$382K |
|
1721
PUT
RLX Technology
RLX
$2.15B
| $1.97M | ﹤0.01% |
+189,900
| New | +$3.65M |
|
1722
CALL
KeyCorp
KEY
$23.2B
| $1.97M | ﹤0.01% |
98,300
-52,800
| -35% | -$1.02M |
|
1723
BioNTech
BNTX
$24.7B
| $1.96M | ﹤0.01% |
17,926
+14,775
| +469% | +$1.57M |
|
1724
PUT
Upwork
UPWK
$1.03B
| $1.95M | ﹤0.01% |
43,700
+22,100
| +102% | +$1.02M |
|
1725
PUT
Vroom Inc
VRM
$54.5M
| $1.95M | ﹤0.01% |
+625
| New | +$2.02M |
|
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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.