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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 | |
|---|---|---|---|---|---|---|
76
PUT
RH
RH
$3.56B
| $93M | 0.21% |
155,800
-331,300
| -68% | -$163M |
|
77
CALL
Vipshop
VIPS
$7.4B
| $92.6M | 0.21% |
3,101,200
+3,007,800
| +3,220% | +$104M |
|
78
PUT
Procter & Gamble
PG
$342B
| $91.5M | 0.2% |
675,300
+138,600
| +26% | +$18.1M |
|
79
PUT
UnitedHealth
UNH
$367B
| $91.3M | 0.2% |
245,500
-289,200
| -54% | -$100M |
|
80
PUT
Pinterest
PINS
$13.2B
| $90.8M | 0.2% |
1,226,500
-363,900
| -23% | -$27.1M |
|
81
Texas Instruments
TXN
$254B
| $89.6M | 0.2% |
474,071
+82,637
| +21% | +$14.4M |
|
82
PUT
Wayfair
W
$14.3B
| $88.1M | 0.2% |
280,000
-169,100
| -38% | -$49.9M |
|
83
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $83.9M | 0.19% |
1,263,400
+499,000
| +65% | +$32.9M |
|
|
84
TSMC
TSM
$2.17T
| $83.8M | 0.19% |
708,114
+481,399
| +212% | +$59.6M |
|
85
CALL
Qualcomm
QCOM
$168B
| $81.6M | 0.18% |
615,400
-477,300
| -44% | -$68.8M |
|
86
PUT
Unity
U
$18B
| $80.3M | 0.18% |
800,600
+550,600
| +220% | +$67.8M |
|
87
PUT
US Bancorp
USB
$99.4B
| $79.9M | 0.18% |
1,444,000
+65,700
| +5% | +$3.28M |
|
88
CALL
VanEck Semiconductor ETF
SMH
$71.8B
| $79.2M | 0.18% |
650,000
+84,200
| +15% | +$9.97M |
|
89
PUT
NIO
NIO
$11.5B
| $78.4M | 0.17% |
2,011,300
-744,500
| -27% | -$37.9M |
|
90
PUT
Nike
NKE
$62.3B
| $78.2M | 0.17% |
588,500
-1,338,700
| -69% | -$186M |
|
91
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $78.2M | 0.17% |
3,187,800
+918,800
| +40% | +$21.2M |
|
92
CALL
Norfolk Southern
NSC
$76.9B
| $77.5M | 0.17% |
288,600
+74,700
| +35% | +$18.9M |
|
93
CALL
Pfizer
PFE
$149B
| $76.7M | 0.17% |
2,118,400
-2,089,300
| -50% | -$74.2M |
|
94
CALL
United Parcel Service
UPS
$87.8B
| $76.6M | 0.17% |
450,400
+64,700
| +17% | +$10.5M |
|
95
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $76.4M | 0.17% |
1,151,900
-886,600
| -43% | -$55.3M |
|
|
96
CALL
Pinterest
PINS
$13.2B
| $75.4M | 0.17% |
1,018,300
-704,200
| -41% | -$52.4M |
|
|
X
97
CALL
DELISTED
US Steel
X
| $74.5M | 0.17% |
2,848,500
+2,146,300
| +306% | +$42.4M |
|
98
PUT
NextEra Energy
NEE
$176B
| $74.4M | 0.17% |
983,900
-635,800
| -39% | -$49.6M |
|
99
PUT
Target
TGT
$66.8B
| $74.4M | 0.17% |
375,400
-128,400
| -25% | -$24M |
|
|
100
CALL
US Bancorp
USB
$99.4B
| $73.9M | 0.16% |
1,336,900
+463,400
| +53% | +$23.1M |
|
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HF
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.