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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 | |
|---|---|---|---|---|---|---|
1976
PUT
PACCAR
PCAR
$64.2B
| $1.13M | ﹤0.01% |
18,300
+4,050
| +28% | +$253K |
|
1977
Synchrony
SYF
$25.2B
| $1.13M | ﹤0.01% |
27,885
-636,309
| -96% | -$24.5M |
|
|
SNBR
1978
CALL
DELISTED
Sleep Number
SNBR
| $1.13M | ﹤0.01% |
7,900
-1,900
| -19% | -$228K |
|
1979
CALL
CME Group
CME
$98.8B
| $1.12M | ﹤0.01% |
5,500
-102,600
| -95% | -$20.2M |
|
|
NVTA
1980
CALL
DELISTED
Invitae Corporation
NVTA
| $1.12M | ﹤0.01% |
29,300
-109,600
| -79% | -$4.98M |
|
1981
CALL
Shake Shack
SHAK
$2.55B
| $1.12M | ﹤0.01% |
9,900
-47,700
| -83% | -$5.46M |
|
|
VG
1982
DELISTED
Vonage Holdings Corporation
VG
| $1.11M | ﹤0.01% |
93,922
+39,933
| +74% | +$520K |
|
1983
CALL
Datadog
DDOG
$80.9B
| $1.11M | ﹤0.01% |
13,300
-56,200
| -81% | -$5.42M |
|
1984
PUT
Cheesecake Factory
CAKE
$5.16B
| $1.11M | ﹤0.01% |
18,900
-70,100
| -79% | -$3.55M |
|
1985
CALL
Protolabs
PRLB
$1.94B
| $1.11M | ﹤0.01% |
+9,100
| New | +$1.51M |
|
|
PING
1986
CALL
DELISTED
Ping Identity Holding Corp.
PING
| $1.1M | ﹤0.01% |
50,000
| – | – |
|
|
NUVA
1987
CALL
DELISTED
NuVasive, Inc.
NUVA
| $1.09M | ﹤0.01% |
+16,700
| New | +$1M |
|
1988
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $1.09M | ﹤0.01% |
14,925
-13,466
| -47% | -$958K |
|
1989
HP
HPQ
$29.2B
| $1.09M | ﹤0.01% |
34,398
-83,152
| -71% | -$2.29M |
|
1990
CALL
Kratos Defense & Security Solutions
KTOS
$8.77B
| $1.09M | ﹤0.01% |
+40,000
| New | +$1.12M |
|
1991
CALL
Teck Resources
TECK
$34.5B
| $1.09M | ﹤0.01% |
56,800
-533,600
| -90% | -$10.8M |
|
1992
Comstock Resources
CRK
$4.37B
| $1.09M | ﹤0.01% |
196,833
-82,288
| -29% | -$442K |
|
1993
Liberty Global Class A
LBTYA
$3.58B
| $1.09M | ﹤0.01% |
42,496
-32,652
| -43% | -$825K |
|
1994
Oneok
OKE
$60.4B
| $1.09M | ﹤0.01% |
21,450
-38,810
| -64% | -$1.76M |
|
1995
PUT
Teradata
TDC
$2.59B
| $1.09M | ﹤0.01% |
28,200
| – | – |
|
|
PPL
1996
PUT
PPL Corp
PPL
$26B
| $1.08M | ﹤0.01% |
37,700
-86,000
| -70% | -$2.41M |
|
1997
Sunrun
RUN
$2.12B
| $1.08M | ﹤0.01% |
17,931
-107,332
| -86% | -$7.46M |
|
|
PMGMU
1998
DELISTED
Priveterra Acquisition Corp. Units
PMGMU
| $1.07M | ﹤0.01% |
+108,189
| New | +$1.1M |
|
1999
Fluor
FLR
$7.33B
| $1.07M | ﹤0.01% |
46,502
+38,169
| +458% | +$742K |
|
2000
Medtronic
MDT
$118B
| $1.07M | ﹤0.01% |
9,089
-101,672
| -92% | -$11.9M |
|
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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.