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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 | |
|---|---|---|---|---|---|---|
|
BNY
1901
CALL
Bank of New York Mellon
BNY
$110B
| $1.35M | ﹤0.01% |
28,500
-298,900
| -91% | -$13.1M |
|
1902
PUT
Moody's
MCO
$82.2B
| $1.34M | ﹤0.01% |
4,500
+300
| +7% | +$84.5K |
|
|
PDCE
1903
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $1.34M | ﹤0.01% |
+39,000
| New | +$1.17M |
|
|
CMA
1904
PUT
DELISTED
Comerica
CMA
| $1.33M | ﹤0.01% |
18,600
+10,100
| +119% | +$661K |
|
|
HAYN
1905
PUT
DELISTED
Haynes International, Inc.
HAYN
| $1.33M | ﹤0.01% |
45,000
-150,000
| -77% | -$4.05M |
|
1906
CALL
Singularity Future Technology
SGLY
$10.2M
| $1.33M | ﹤0.01% |
+1,466
| New | +$1.25M |
|
1907
PUT
iShares MSCI Hong Kong ETF
EWH
$1.17B
| $1.33M | ﹤0.01% |
50,000
-50,000
| -50% | -$1.32M |
|
1908
PUT
Exelon
EXC
$45B
| $1.32M | ﹤0.01% |
42,200
-756,940
| -95% | -$22.7M |
|
|
KL
1909
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.32M | ﹤0.01% |
38,945
+29,502
| +312% | +$1.09M |
|
1910
Cloudflare
NET
$112B
| $1.31M | ﹤0.01% |
18,706
-111,303
| -86% | -$8.58M |
|
|
NVTA
1911
PUT
DELISTED
Invitae Corporation
NVTA
| $1.31M | ﹤0.01% |
34,300
-107,600
| -76% | -$4.89M |
|
1912
CALL
State Street SPDR S&P Bank ETF
KBE
$1.58B
| $1.31M | ﹤0.01% |
25,200
-39,200
| -61% | -$1.91M |
|
1913
PACCAR
PCAR
$64.2B
| $1.3M | ﹤0.01% |
21,056
+19,773
| +1,541% | +$1.24M |
|
1914
CALL
Teradyne
TER
$60B
| $1.3M | ﹤0.01% |
10,700
-30,100
| -74% | -$3.78M |
|
1915
CALL
Bally's
BALY
$448M
| $1.3M | ﹤0.01% |
+20,000
| New | +$1.19M |
|
1916
PUT
Motorola Solutions
MSI
$76.1B
| $1.3M | ﹤0.01% |
6,900
-22,400
| -76% | -$4M |
|
1917
CALL
Sibanye-Stillwater
SBSW
$9.28B
| $1.29M | ﹤0.01% |
72,500
+53,000
| +272% | +$932K |
|
1918
PUT
Targa Resources
TRGP
$62.5B
| $1.29M | ﹤0.01% |
40,800
-5,300
| -11% | -$164K |
|
|
UFS
1919
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
| $1.29M | ﹤0.01% |
35,000
| – | – |
|
1920
CALL
Opko Health
OPK
$1.15B
| $1.29M | ﹤0.01% |
300,000
-348,000
| -54% | -$1.66M |
|
|
VAPO
1921
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $1.28M | ﹤0.01% |
+6,649
| New | +$1.54M |
|
1922
CALL
Relmada Therapeutics
RLMD
$436M
| $1.27M | ﹤0.01% |
+36,200
| New | +$1.27M |
|
1923
PUT
M&T Bank
MTB
$34.4B
| $1.27M | ﹤0.01% |
8,400
-5,600
| -40% | -$826K |
|
1924
CALL
EPAM Systems
EPAM
$5.92B
| $1.27M | ﹤0.01% |
+3,200
| New | +$1.17M |
|
1925
PUT
Hasbro
HAS
$12.5B
| $1.27M | ﹤0.01% |
13,200
-47,800
| -78% | -$4.54M |
|
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.