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Parallax Volatility Advisers

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
Cap. Flow
-$3.48B
Cap. Flow %
-3.01%
Top 10 Hldgs %
31.99%
Holding
3,911
New
648
Increased
821
Reduced
1,605
Closed
720

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$201M
2
PDD icon
Pinduoduo
PDD
+$149M
3
BABA icon
Alibaba
BABA
+$141M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$139M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$137M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$535M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$437M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$239M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$168M
5
XLY icon
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
W icon
176
CALL
Wayfair
W
$13.7B
$112M 0.1%
354,700
-173,100
-33% -$51.1M
DAL icon
177
PUT
Delta Air Lines
DAL
$51.8B
$111M 0.1%
2,309,200
+59,700
+3% +$2.64M
TWLO icon
178
PUT
Twilio
TWLO
$34.9B
$111M 0.1%
327,000
+212,400
+185% +$79.6M
BLK icon
179
PUT
Blackrock
BLK
$166B
$111M 0.1%
147,500
-289,400
-66% -$210M
MS icon
180
CALL
Morgan Stanley
MS
$338B
$111M 0.1%
1,426,600
-1,289,200
-47% -$98.8M
COF icon
181
PUT
Capital One
COF
$129B
$110M 0.1%
862,100
-78,500
-8% -$9.25M
MCD icon
182
PUT
McDonald's
MCD
$179B
$109M 0.09%
487,900
-61,800
-11% -$13.2M
PEP icon
183
PUT
PepsiCo
PEP
$187B
$109M 0.09%
772,500
-178,000
-19% -$24.4M
MELI icon
184
Mercado Libre
MELI
$95.1B
$108M 0.09%
73,699
+44,917
+156% +$76.2M
DAL icon
185
CALL
Delta Air Lines
DAL
$51.8B
$108M 0.09%
2,230,800
-206,200
-8% -$9.12M
TME icon
186
PUT
Tencent Music
TME
$12.9B
$108M 0.09%
5,248,600
+2,982,600
+132% +$75.7M
XLF icon
187
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
$107M 0.09%
3,142,200
-4,364,100
-58% -$140M
ADBE icon
188
Adobe
ADBE
$101B
$106M 0.09%
222,737
+29,129
+15% +$13.6M
PYPL icon
189
CALL
PayPal
PYPL
$44.6B
$106M 0.09%
435,900
-732,700
-63% -$185M
VLO icon
190
CALL
Valero Energy
VLO
$112B
$105M 0.09%
1,465,400
-437,900
-23% -$29.8M
SNOW icon
191
PUT
Snowflake
SNOW
$117B
$103M 0.09%
450,000
+356,600
+382% +$95.2M
AXP icon
192
CALL
American Express
AXP
$217B
$102M 0.09%
724,500
-320,500
-31% -$42.3M
LVS icon
193
CALL
Las Vegas Sands
LVS
$28.1B
$102M 0.09%
1,681,500
-294,100
-15% -$17.2M
UPS icon
194
PUT
United Parcel Service
UPS
$84.4B
$102M 0.09%
600,900
-152,700
-20% -$24.7M
XOM icon
195
PUT
ExxonMobil
XOM
$675B
$101M 0.09%
1,807,800
-1,110,200
-38% -$58.2M
GE icon
196
CALL
GE Aerospace
GE
$338B
$99.5M 0.09%
1,520,083
-391,442
-20% -$23.7M
COST icon
197
CALL
Costco
COST
$400B
$99.4M 0.09%
281,900
+96,200
+52% +$33.5M
PXD
198
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$96.7M 0.08%
608,776
+114,044
+23% +$16.2M
TAL icon
199
PUT
TAL Education Group
TAL
$6.35B
$96.5M 0.08%
1,792,500
+1,435,500
+402% +$105M
BHC icon
200
CALL
Bausch Health
BHC
$2.3B
$94.7M 0.08%
2,983,800
+2,106,800
+240% +$61.8M
6 7
8
9 10

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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.