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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 | |
|---|---|---|---|---|---|---|
151
PUT
Expedia Group
EXPE
$32.7B
| $127M | 0.11% |
738,600
-261,700
| -26% | -$40.3M |
|
152
CALL
Johnson & Johnson
JNJ
$644B
| $125M | 0.11% |
762,100
-361,000
| -32% | -$58.4M |
|
|
TWTR
153
PUT
DELISTED
Twitter, Inc.
TWTR
| $125M | 0.11% |
1,965,800
-2,605,700
| -57% | -$159M |
|
154
PUT
Beyond Meat
BYND
$187M
| $125M | 0.11% |
32,043
-15,767
| -33% | -$69.5M |
|
|
155
Alphabet (Google) Class A
GOOGL
$4.04T
| $124M | 0.11% |
1,204,320
-2,423,640
| -67% | -$239M |
|
|
CFXA
156
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
| $124M | 0.11% |
688,909
+77,722
| +13% | +$13.7M |
|
157
CALL
VF Corp
VFC
$5.08B
| $124M | 0.11% |
1,549,900
+1,520,500
| +5,172% | +$123M |
|
158
CALL
Walt Disney
DIS
$180B
| $123M | 0.11% |
668,300
-1,598,800
| -71% | -$295M |
|
159
State Street Financial Select Sector SPDR ETF
XLF
$54B
| $122M | 0.11% |
3,575,937
+1,228,676
| +52% | +$39.5M |
|
|
160
Pinduoduo
PDD
$112B
| $121M | 0.11% |
905,933
+880,385
| +3,446% | +$149M |
|
161
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
| $119M | 0.1% |
873,800
-400,700
| -31% | -$60M |
|
162
CALL
ConocoPhillips
COP
$164B
| $117M | 0.1% |
2,207,702
-753,456
| -25% | -$37.1M |
|
163
CALL
Bilibili
BILI
$6.55B
| $116M | 0.1% |
1,084,900
+55,300
| +5% | +$6.76M |
|
164
Advanced Micro Devices
AMD
$851B
| $116M | 0.1% |
1,479,097
-57,288
| -4% | -$4.93M |
|
165
CALL
iShares Silver Trust
SLV
$32.7B
| $116M | 0.1% |
5,112,700
-9,033,500
| -64% | -$220M |
|
166
PUT
MGM Resorts International
MGM
$10.2B
| $116M | 0.1% |
3,043,300
-287,600
| -9% | -$10M |
|
167
PUT
ASML
ASML
$664B
| $115M | 0.1% |
185,800
-226,200
| -55% | -$125M |
|
168
CALL
Nike
NKE
$55.4B
| $114M | 0.1% |
861,400
-407,500
| -32% | -$56.7M |
|
169
Home Depot
HD
$310B
| $114M | 0.1% |
374,635
+188,300
| +101% | +$51.9M |
|
170
PUT
Bank of America
BAC
$438B
| $114M | 0.1% |
2,948,000
-8,191,700
| -74% | -$283M |
|
171
PUT
Ulta Beauty
ULTA
$23.2B
| $114M | 0.1% |
368,400
-349,100
| -49% | -$108M |
|
172
Lam Research
LRCX
$395B
| $114M | 0.1% |
1,909,630
+589,400
| +45% | +$32.1M |
|
173
CALL
American Airlines Group
AAL
$8.57B
| $112M | 0.1% |
4,691,400
+2,535,100
| +118% | +$48.9M |
|
174
PUT
Texas Instruments
TXN
$239B
| $112M | 0.1% |
592,000
-546,900
| -48% | -$95M |
|
175
Qualcomm
QCOM
$188B
| $112M | 0.1% |
843,205
+334,277
| +66% | +$48.2M |
|
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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.