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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+7.88%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$44.9B
AUM Growth
-$54.8B
(-55%)
Cap. Flow
-$57B
Cap. Flow
% of AUM
-126.84%
Top 10 Holdings %
Top 10 Hldgs %
46.94%
Holding
2,385
New
215
Increased
344
Reduced
647
Closed
1,131
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pinduoduo
PDD
|
+$149M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$139M |
| 3 |
Wells Fargo
WFC
|
+$96.7M |
| 4 |
NVIDIA
NVDA
|
+$83.8M |
| 5 |
TSMC
TSM
|
+$59.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$535M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$431M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$406M |
| 4 |
Meta Platforms (Facebook)
META
|
+$271M |
| 5 |
Microsoft
MSFT
|
+$229M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.06% |
| 2 | Consumer Discretionary | 1.38% |
| 3 | Financials | 0.77% |
| 4 | Communication Services | 0.69% |
| 5 | Industrials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
XYZ
26
CALL
Block Inc
XYZ
$50.2B
| $223M | 0.5% |
982,000
-266,400
| -21% | -$62.3M |
|
27
PUT
Starbucks
SBUX
$119B
| $211M | 0.47% |
1,934,300
-1,430,000
| -43% | -$150M |
|
28
CALL
Uber
UBER
$146B
| $210M | 0.47% |
3,852,300
+107,400
| +3% | +$5.99M |
|
|
29
PUT
Uber
UBER
$146B
| $209M | 0.47% |
3,836,200
-604,400
| -14% | -$33.7M |
|
|
30
CALL
Pinduoduo
PDD
$129B
| $206M | 0.46% |
1,535,600
+524,900
| +52% | +$88.6M |
|
31
PUT
United Airlines
UAL
$43.1B
| $193M | 0.43% |
3,362,100
+1,507,000
| +81% | +$73.6M |
|
32
PUT
Snap
SNAP
$9.56B
| $192M | 0.43% |
3,662,300
-766,500
| -17% | -$44M |
|
33
CALL
Salesforce
CRM
$155B
| $190M | 0.42% |
897,300
-71,600
| -7% | -$15.9M |
|
34
PUT
Zoom
ZM
$29.9B
| $185M | 0.41% |
575,500
+58,100
| +11% | +$21.4M |
|
35
CALL
Visa
V
$691B
| $181M | 0.4% |
853,000
-193,000
| -18% | -$40.6M |
|
36
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
| $173M | 0.38% |
5,072,400
+1,389,800
| +38% | +$44.6M |
|
37
CALL
RTX Corp
RTX
$294B
| $172M | 0.38% |
2,225,000
-205,200
| -8% | -$15M |
|
|
38
Wells Fargo
WFC
$267B
| $172M | 0.38% |
4,398,924
+2,730,494
| +164% | +$96.7M |
|
39
CALL
Palo Alto Networks
PANW
$295B
| $172M | 0.38% |
3,198,000
+1,093,800
| +52% | +$65M |
|
|
40
NVIDIA
NVDA
$5.15T
| $163M | 0.36% |
12,201,240
+6,232,800
| +104% | +$83.8M |
|
41
PUT
SPDR Gold Trust
GLD
$132B
| $158M | 0.35% |
989,200
-1,235,100
| -56% | -$208M |
|
|
42
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.6B
| $157M | 0.35% |
477,000
+112,500
| +31% | +$35.5M |
|
|
43
PUT
RTX Corp
RTX
$294B
| $150M | 0.33% |
1,940,800
+125,947
| +7% | +$9.19M |
|
44
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $150M | 0.33% |
377,672
-115,363
| -23% | -$44.5M |
|
45
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
| $147M | 0.33% |
5,973,660
-1,764,364
| -23% | -$40.7M |
|
46
PUT
Workday
WDAY
$41.8B
| $143M | 0.32% |
576,200
+249,400
| +76% | +$61.6M |
|
47
PUT
NXP Semiconductors
NXPI
$59.6B
| $142M | 0.32% |
705,400
+231,600
| +49% | +$42.3M |
|
48
Sea Limited
SE
$68.4B
| $141M | 0.31% |
629,615
+50,888
| +9% | +$11.8M |
|
49
PUT
ServiceNow
NOW
$120B
| $139M | 0.31% |
1,392,500
-1,226,000
| -47% | -$129M |
|
|
50
CALL
United Airlines
UAL
$43.1B
| $137M | 0.3% |
2,374,200
+1,440,800
| +154% | +$70.4M |
|
Similar funds
Parallax Volatility Advisers's Q1 2021 Portfolio in Review
As of Q1 2021, Parallax Volatility Advisers held 2,385 positions worth $44.9B, down 55% from $99.7B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Parallax Volatility Advisers withdrew a net $57B in Q1 2021, closing 1,131 positions and reducing 647 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $431M position sold in full.
By sector, the portfolio is most concentrated in Technology at 2.1% of assets, up from 1.5% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Weibo worth $13.9M.
- Parallax Volatility Advisers's largest Q1 2021 buy was Weibo: 274,991 shares worth $13.9M.
- Parallax Volatility Advisers added most to Pinduoduo in Q1 2021, an estimated $149M increase.
- Parallax Volatility Advisers's biggest Q1 2021 reduction was Tesla, cutting an estimated $535M.
- Parallax Volatility Advisers fully exited Invesco QQQ Trust in Q1 2021, selling an estimated $431M.
- Parallax Volatility Advisers's ten largest holdings make up 47% of its $44.9B portfolio in Q1 2021.
- Parallax Volatility Advisers opened 215 new positions and closed 1,131 in Q1 2021.
- Parallax Volatility Advisers's portfolio value fell 55% quarter-over-quarter to $44.9B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2021, filed 14 May 2021.