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Parallax Volatility Advisers

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
Cap. Flow
-$57B
Cap. Flow %
-126.84%
Top 10 Hldgs %
46.94%
Holding
2,385
New
214
Increased
344
Reduced
647
Closed
1,131

Top Buys

Rank Stock Value
1
PDD icon
Pinduoduo
PDD
+$149M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$139M
3
WFC icon
Wells Fargo
WFC
+$96.7M
4
NVDA icon
NVIDIA
NVDA
+$83.8M
5
TSM icon
TSMC
TSM
+$59.6M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$535M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$431M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$406M
4
META icon
Meta Platforms (Facebook)
META
+$271M
5
MSFT icon
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
DOC icon
1251
PUT
Healthpeak Properties
DOC
$14.8B
– –
-9,000
Closed -$272K
EDU icon
1252
CALL
New Oriental
EDU
$8.98B
– –
-1,400
Closed -$261K
EEM icon
1253
CALL
iShares MSCI Emerging Markets ETF
EEM
$30B
– –
-6,455,000
Closed -$334M
EEM icon
1254
iShares MSCI Emerging Markets ETF
EEM
$30B
– –
-2,474,159
Closed -$128M
EEM icon
1255
PUT
iShares MSCI Emerging Markets ETF
EEM
$30B
– –
-11,669,300
Closed -$603M
EFA icon
1256
CALL
iShares MSCI EAFE ETF
EFA
$80.2B
– –
-2,108,000
Closed -$154M
EFA icon
1257
iShares MSCI EAFE ETF
EFA
$80.2B
– –
-750,538
Closed -$54.8M
EFA icon
1258
PUT
iShares MSCI EAFE ETF
EFA
$80.2B
– –
-14,016,800
Closed -$1.02B
EL icon
1259
CALL
Estee Lauder
EL
$32B
– –
-139,500
Closed -$37.1M
EL icon
1260
Estee Lauder
EL
$32B
– –
-12,366
Closed -$3.29M
EL icon
1261
PUT
Estee Lauder
EL
$32B
– –
-181,000
Closed -$48.2M
ELME
1262
Elme Communities
ELME
$144M
– –
-22,399
Closed -$484K
EMB icon
1263
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-700
Closed -$81K
EMB icon
1264
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-7,869
Closed -$912K
EMB icon
1265
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-746,300
Closed -$86.5M
EWH icon
1266
iShares MSCI Hong Kong ETF
EWH
$1.22B
– –
-18,711
Closed -$461K
EWH icon
1267
PUT
iShares MSCI Hong Kong ETF
EWH
$1.22B
– –
-100,000
Closed -$2.46M
EWJ icon
1268
CALL
iShares MSCI Japan ETF
EWJ
$22.8B
– –
-223,000
Closed -$15.1M
EWJ icon
1269
iShares MSCI Japan ETF
EWJ
$22.8B
– –
-162,517
Closed -$11M
EWJ icon
1270
PUT
iShares MSCI Japan ETF
EWJ
$22.8B
– –
-126,700
Closed -$8.56M
EWY icon
1271
CALL
iShares MSCI South Korea ETF
EWY
$25.7B
– –
-7,500
Closed -$645K
EWY icon
1272
iShares MSCI South Korea ETF
EWY
$25.7B
– –
-8,942
Closed -$769K
EWY icon
1273
PUT
iShares MSCI South Korea ETF
EWY
$25.7B
– –
-42,500
Closed -$3.66M
EWW icon
1274
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
– –
-138,400
Closed -$5.95M
EWW icon
1275
iShares MSCI Mexico ETF
EWW
$1.92B
– –
-25,549
Closed -$1.1M
49 50
51
52 53

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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.