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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$9.14B 7.92%
23,049,300
-14,223,800
-38% -$5.49B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$488B
$6.34B 5.5%
19,872,700
+6,013,700
+43% +$1.92B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79B
$5.36B 4.64%
24,249,600
+10,690,400
+79% +$2.33B
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$806B
$3.94B 3.41%
9,929,500
-4,098,500
-29% -$1.58B
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$488B
$3.21B 2.79%
10,069,700
+3,995,600
+66% +$1.28B
TSLA icon
6
CALL
Tesla
TSLA
$1.46T
$2.87B 2.49%
12,907,500
+1,007,100
+8% +$253M
HYG icon
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$1.74B 1.5%
19,911,000
+6,175,900
+45% +$537M
TSLA icon
8
PUT
Tesla
TSLA
$1.46T
$1.72B 1.49%
7,719,000
-1,243,200
-14% -$312M
MSFT icon
9
PUT
Microsoft
MSFT
$3.65T
$1.46B 1.27%
6,204,400
-4,307,400
-41% -$999M
META icon
10
PUT
Meta Platforms (Facebook)
META
$1.66T
$1.13B 0.98%
3,841,600
-1,761,100
-31% -$474M
META icon
11
CALL
Meta Platforms (Facebook)
META
$1.66T
$991M 0.86%
3,366,100
+896,100
+36% +$241M
TLT icon
12
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$945M 0.82%
6,978,400
+760,500
+12% +$110M
AAPL icon
13
PUT
Apple
AAPL
$4.61T
$927M 0.8%
7,590,600
-5,174,000
-41% -$664M
LQD icon
14
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$901M 0.78%
6,928,400
+6,532,500
+1,650% +$869M
BABA icon
15
CALL
Alibaba
BABA
$272B
$853M 0.74%
3,761,800
+337,200
+10% +$82.8M
AAPL icon
16
CALL
Apple
AAPL
$4.61T
$815M 0.71%
6,669,500
-3,561,500
-35% -$457M
NFLX icon
17
PUT
Netflix
NFLX
$317B
$801M 0.69%
15,356,000
+1,048,000
+7% +$55.6M
IWM icon
18
CALL
iShares Russell 2000 ETF
IWM
$79B
$739M 0.64%
3,345,400
-2,942,400
-47% -$642M
EFA icon
19
PUT
iShares MSCI EAFE ETF
EFA
$78.8B
$737M 0.64%
9,715,300
-4,301,500
-31% -$324M
NVDA icon
20
PUT
NVIDIA
NVDA
$5.41T
$697M 0.6%
52,204,000
+4,216,000
+9% +$56.7M
FXI icon
21
PUT
iShares China Large-Cap ETF
FXI
$4.13B
$644M 0.56%
13,799,800
+4,614,800
+50% +$229M
GOOGL icon
22
PUT
Alphabet (Google) Class A
GOOGL
$4.04T
$632M 0.55%
6,132,000
-5,194,000
-46% -$513M
MSFT icon
23
CALL
Microsoft
MSFT
$3.65T
$590M 0.51%
2,501,700
-2,573,000
-51% -$597M
TLT icon
24
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$557M 0.48%
4,110,400
+2,627,900
+177% +$381M
JD icon
25
PUT
JD.com
JD
$36.6B
$528M 0.46%
6,256,100
+2,688,900
+75% +$247M
1
2 3 4 5

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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.