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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 | |
|---|---|---|---|---|---|---|
1926
CALL
Suncor Energy
SU
$80.7B
| $1.27M | ﹤0.01% |
60,600
-90,400
| -60% | -$1.77M |
|
1927
PUT
First Majestic Silver
AG
$10.4B
| $1.26M | ﹤0.01% |
81,200
-4,600
| -5% | -$73.7K |
|
1928
GrowGeneration
GRWG
$94.3M
| $1.26M | ﹤0.01% |
25,430
+16,693
| +191% | +$833K |
|
|
SNBR
1929
PUT
DELISTED
Sleep Number
SNBR
| $1.26M | ﹤0.01% |
8,800
-1,300
| -13% | -$156K |
|
1930
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
| $1.26M | ﹤0.01% |
18,400
-108,300
| -85% | -$7.5M |
|
1931
Agnico Eagle Mines
AEM
$103B
| $1.26M | ﹤0.01% |
21,795
-39,674
| -65% | -$2.57M |
|
|
RDS.A
1932
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $1.26M | ﹤0.01% |
32,050
+22,877
| +249% | +$921K |
|
1933
CALL
Sony
SONY
$137B
| $1.25M | ﹤0.01% |
59,000
-624,500
| -91% | -$13.2M |
|
|
FRSGU
1934
DELISTED
First Reserve Sustainable Growth Corp. Unit
FRSGU
| $1.25M | ﹤0.01% |
+125,000
| New | +$1.25M |
|
|
PSXP
1935
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $1.25M | ﹤0.01% |
+39,473
| New | +$1.12M |
|
|
XLNX
1936
DELISTED
Xilinx Inc
XLNX
| $1.25M | ﹤0.01% |
10,079
-118,440
| -92% | -$15.8M |
|
1937
CALL
Bumble
BMBL
$387M
| $1.25M | ﹤0.01% |
+20,000
| New | +$1.35M |
|
1938
3D Systems Corp
DDD
$562M
| $1.24M | ﹤0.01% |
45,297
-226,555
| -83% | -$7.49M |
|
1939
PUT
Warner Bros
WBD
$70B
| $1.24M | ﹤0.01% |
28,600
-238,100
| -89% | -$11.9M |
|
1940
iShares MSCI South Korea ETF
EWY
$29.1B
| $1.24M | ﹤0.01% |
13,821
+4,879
| +55% | +$444K |
|
1941
CALL
Utz Brands
UTZ
$1.26B
| $1.24M | ﹤0.01% |
+50,000
| New | +$1.21M |
|
|
JIH
1942
CALL
DELISTED
Juniper Industrial Holdings, Inc.
JIH
| $1.24M | ﹤0.01% |
+100,000
| New | +$1.26M |
|
|
KG
1943
CALL
Kestrel Group
KG
$57.7M
| $1.24M | ﹤0.01% |
+18,750
| New | +$1.01M |
|
|
SAVE
1944
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.24M | ﹤0.01% |
33,500
-60,100
| -64% | -$1.93M |
|
1945
American Water Works
AWK
$27.9B
| $1.24M | ﹤0.01% |
8,246
+7,207
| +694% | +$1.09M |
|
1946
PUT
L3Harris
LHX
$46.6B
| $1.24M | ﹤0.01% |
6,100
-72,800
| -92% | -$13.7M |
|
1947
Keurig Dr Pepper
KDP
$43.7B
| $1.23M | ﹤0.01% |
35,786
-23,134
| -39% | -$750K |
|
1948
PUT
FerroAtlántica
GSM
$839M
| $1.23M | ﹤0.01% |
+325,000
| New | +$966K |
|
1949
CALL
GrafTech
EAF
$161M
| $1.22M | ﹤0.01% |
+10,000
| New | +$1.16M |
|
|
LAZR
1950
PUT
DELISTED
Luminar Technologies
LAZR
| $1.22M | ﹤0.01% |
3,353
-3,334
| -50% | -$1.51M |
|
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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.