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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 | |
|---|---|---|---|---|---|---|
101
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $73.2M | 0.16% |
870,600
-1,623,400
| -65% | -$135M |
|
102
PUT
United States Oil Fund
USO
$1.86B
| $72.5M | 0.16% |
1,787,884
+750,200
| +72% | +$29.4M |
|
103
CALL
VanEck Gold Miners ETF
GDX
$25.6B
| $72.4M | 0.16% |
2,227,600
+296,500
| +15% | +$10.1M |
|
104
Sprott Physical Gold and Silver Trust
CEF
$7.83B
| $72.2M | 0.16% |
4,158,543
| – | – |
|
|
105
CALL
United States Oil Fund
USO
$1.86B
| $72M | 0.16% |
1,777,000
+958,576
| +117% | +$37.6M |
|
106
CALL
Zoom
ZM
$29.7B
| $71.6M | 0.16% |
222,900
+98,100
| +79% | +$36.1M |
|
107
CALL
Texas Instruments
TXN
$254B
| $69.4M | 0.15% |
367,400
+89,100
| +32% | +$15.5M |
|
108
PUT
Palantir
PLTR
$375B
| $68.7M | 0.15% |
2,949,500
+2,102,700
| +248% | +$57.7M |
|
109
CALL
Zillow
Z
$7.65B
| $68.4M | 0.15% |
527,400
-239,900
| -31% | -$35.6M |
|
110
PUT
Union Pacific
UNP
$175B
| $68.3M | 0.15% |
309,800
-155,900
| -33% | -$32.7M |
|
111
CALL
Twilio
TWLO
$29.3B
| $67.9M | 0.15% |
199,200
+143,400
| +257% | +$53.7M |
|
112
CALL
Virgin Galactic
SPCE
$377M
| $65.9M | 0.15% |
107,500
-46,540
| -30% | -$35M |
|
113
CALL
Western Digital
WDC
$156B
| $65.8M | 0.15% |
1,303,420
+677,906
| +108% | +$31.7M |
|
114
PUT
Verizon
VZ
$195B
| $65.5M | 0.15% |
1,126,400
+27,500
| +3% | +$1.55M |
|
115
CALL
XPeng
XPEV
$11.2B
| $64.5M | 0.14% |
1,766,900
+1,415,400
| +403% | +$58.8M |
|
116
CALL
Unity
U
$17.8B
| $64.3M | 0.14% |
641,100
+525,600
| +455% | +$64.7M |
|
117
PUT
State Street SPDR S&P Retail ETF
XRT
$323M
| $64.2M | 0.14% |
719,300
+265,600
| +59% | +$21.5M |
|
118
CALL
Thermo Fisher Scientific
TMO
$214B
| $64.2M | 0.14% |
140,600
+61,400
| +78% | +$29.3M |
|
|
119
PUT
Thermo Fisher Scientific
TMO
$214B
| $63.7M | 0.14% |
139,600
-70,000
| -33% | -$33.4M |
|
|
120
CALL
Verizon
VZ
$195B
| $63.4M | 0.14% |
1,089,700
-219,000
| -17% | -$12.4M |
|
121
PUT
Pfizer
PFE
$149B
| $63.3M | 0.14% |
1,748,300
-1,939,400
| -53% | -$68.9M |
|
122
PayPal
PYPL
$51.1B
| $61.6M | 0.14% |
253,755
-392,150
| -61% | -$99M |
|
123
United Parcel Service
UPS
$87.7B
| $61.2M | 0.14% |
359,865
+129,075
| +56% | +$20.9M |
|
124
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $61M | 0.14% |
619,900
-57,900
| -9% | -$5.3M |
|
125
PUT
Stanley Black & Decker
SWK
$15.3B
| $60.2M | 0.13% |
301,600
-146,100
| -33% | -$26.5M |
|
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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.