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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
PG icon
201
CALL
Procter & Gamble
PG
$331B
$93.6M 0.08%
691,100
-286,700
-29% -$37.4M
NXPI icon
202
CALL
NXP Semiconductors
NXPI
$56.3B
$93.6M 0.08%
464,800
-180,100
-28% -$32.9M
FTCH
203
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$93.6M 0.08%
1,764,400
+1,392,400
+374% +$85.2M
PANW icon
204
PUT
Palo Alto Networks
PANW
$273B
$93.2M 0.08%
1,737,000
+9,600
+0.6% +$571K
RH icon
205
PUT
RH
RH
$2.64B
$93M 0.08%
155,800
-331,300
-68% -$163M
ETSY icon
206
PUT
Etsy
ETSY
$6.53B
$93M 0.08%
460,900
-339,200
-42% -$71M
VIPS icon
207
CALL
Vipshop
VIPS
$5.95B
$92.6M 0.08%
3,101,200
+3,007,800
+3,220% +$104M
PG icon
208
PUT
Procter & Gamble
PG
$331B
$91.5M 0.08%
675,300
+138,600
+26% +$18.1M
UNH icon
209
PUT
UnitedHealth
UNH
$353B
$91.3M 0.08%
245,500
-289,200
-54% -$100M
PINS icon
210
PUT
Pinterest
PINS
$10.4B
$90.8M 0.08%
1,226,500
-363,900
-23% -$27.1M
TXN icon
211
Texas Instruments
TXN
$239B
$89.6M 0.08%
474,071
+82,637
+21% +$14.4M
W icon
212
PUT
Wayfair
W
$13.7B
$88.1M 0.08%
280,000
-169,100
-38% -$49.9M
MELI icon
213
CALL
Mercado Libre
MELI
$95.1B
$86.1M 0.07%
58,500
-13,800
-19% -$23.4M
GS icon
214
Goldman Sachs
GS
$300B
$85.2M 0.07%
260,627
+114,389
+78% +$35.6M
MRK icon
215
CALL
Merck
MRK
$364B
$84.7M 0.07%
1,151,228
+111,717
+11% +$8.24M
FANG icon
216
CALL
Diamondback Energy
FANG
$56.7B
$84M 0.07%
1,143,000
+938,700
+459% +$64.3M
MGM icon
217
CALL
MGM Resorts International
MGM
$10.2B
$83.9M 0.07%
2,208,700
+96,600
+5% +$3.37M
XLK icon
218
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
$83.9M 0.07%
1,263,400
+499,000
+65% +$32.9M
TSM icon
219
TSMC
TSM
$2.26T
$83.8M 0.07%
708,114
+481,399
+212% +$59.6M
MTCH icon
220
PUT
Match Group
MTCH
$9.51B
$83M 0.07%
604,000
+449,755
+292% +$67.6M
CMG icon
221
CALL
Chipotle Mexican Grill
CMG
$45.6B
$82.7M 0.07%
2,910,000
-2,345,000
-45% -$67.8M
LYFT icon
222
PUT
Lyft
LYFT
$5.64B
$82.2M 0.07%
1,301,200
-637,600
-33% -$35.6M
AMT icon
223
PUT
American Tower
AMT
$81.7B
$81.9M 0.07%
342,700
+232,100
+210% +$51.7M
INTC icon
224
Intel
INTC
$562B
$81.9M 0.07%
1,279,304
+605,846
+90% +$36.1M
QCOM icon
225
CALL
Qualcomm
QCOM
$188B
$81.6M 0.07%
615,400
-477,300
-44% -$68.8M
7 8
9
10 11

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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.