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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
214
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 | |
|---|---|---|---|---|---|---|
51
Salesforce
CRM
$158B
| $131M | 0.29% |
619,664
+60,700
| +11% | +$13.5M |
|
52
CALL
Snap
SNAP
$9.01B
| $128M | 0.28% |
2,439,000
-742,700
| -23% | -$42.7M |
|
|
TWTR
53
PUT
DELISTED
Twitter, Inc.
TWTR
| $125M | 0.28% |
1,965,800
-2,605,700
| -57% | -$159M |
|
54
CALL
VF Corp
VFC
$5.98B
| $124M | 0.28% |
1,549,900
+1,520,500
| +5,172% | +$123M |
|
55
State Street Financial Select Sector SPDR ETF
XLF
$58.6B
| $122M | 0.27% |
3,575,937
+1,228,676
| +52% | +$39.5M |
|
|
56
Pinduoduo
PDD
$129B
| $121M | 0.27% |
905,933
+880,385
| +3,446% | +$149M |
|
57
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.99B
| $119M | 0.26% |
873,800
-400,700
| -31% | -$60M |
|
58
CALL
Nike
NKE
$63B
| $114M | 0.25% |
861,400
-407,500
| -32% | -$56.7M |
|
59
PUT
Ulta Beauty
ULTA
$23.2B
| $114M | 0.25% |
368,400
-349,100
| -49% | -$108M |
|
60
PUT
Texas Instruments
TXN
$254B
| $112M | 0.25% |
592,000
-546,900
| -48% | -$95M |
|
61
Qualcomm
QCOM
$165B
| $112M | 0.25% |
843,205
+334,277
| +66% | +$48.2M |
|
62
CALL
Wayfair
W
$14.7B
| $112M | 0.25% |
354,700
-173,100
| -33% | -$51.1M |
|
63
PUT
Twilio
TWLO
$29.3B
| $111M | 0.25% |
327,000
+212,400
| +185% | +$79.6M |
|
64
PUT
PepsiCo
PEP
$189B
| $109M | 0.24% |
772,500
-178,000
| -19% | -$24.4M |
|
65
PUT
Tencent Music
TME
$15.6B
| $108M | 0.24% |
5,248,600
+2,982,600
| +132% | +$75.7M |
|
|
66
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.6B
| $107M | 0.24% |
3,142,200
-4,364,100
| -58% | -$140M |
|
67
CALL
PayPal
PYPL
$49.6B
| $106M | 0.24% |
435,900
-732,700
| -63% | -$185M |
|
68
CALL
Valero Energy
VLO
$87.1B
| $105M | 0.23% |
1,465,400
-437,900
| -23% | -$29.8M |
|
69
PUT
Snowflake
SNOW
$110B
| $103M | 0.23% |
450,000
+356,600
| +382% | +$95.2M |
|
70
PUT
United Parcel Service
UPS
$91.5B
| $102M | 0.23% |
600,900
-152,700
| -20% | -$24.7M |
|
|
PXD
71
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $96.7M | 0.22% |
608,776
+114,044
| +23% | +$16.2M |
|
72
PUT
TAL Education Group
TAL
$6.71B
| $96.5M | 0.22% |
1,792,500
+1,435,500
| +402% | +$105M |
|
73
CALL
Procter & Gamble
PG
$341B
| $93.6M | 0.21% |
691,100
-286,700
| -29% | -$37.4M |
|
74
CALL
NXP Semiconductors
NXPI
$58.3B
| $93.6M | 0.21% |
464,800
-180,100
| -28% | -$32.9M |
|
75
PUT
Palo Alto Networks
PANW
$296B
| $93.2M | 0.21% |
1,737,000
+9,600
| +0.6% | +$571K |
|
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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 214 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.