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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 | |
|---|---|---|---|---|---|---|
|
MOMO
1901
PUT
Hello Group
MOMO
$866M
| – | – |
-64,400
| Closed | -$897K |
|
1902
CALL
The Mosaic Company
MOS
$7.33B
| – | – |
-183,800
| Closed | -$4.23M |
|
|
1903
The Mosaic Company
MOS
$7.33B
| – | – |
-406,411
| Closed | -$9.35M |
|
|
1904
PUT
The Mosaic Company
MOS
$7.33B
| – | – |
-901,700
| Closed | -$20.8M |
|
1905
CALL
Marathon Petroleum
MPC
$83.7B
| – | – |
-4,163,900
| Closed | -$172M |
|
|
1906
Marathon Petroleum
MPC
$83.7B
| – | – |
-108,210
| Closed | -$4.48M |
|
|
1907
PUT
Marathon Petroleum
MPC
$83.7B
| – | – |
-1,718,700
| Closed | -$71.1M |
|
1908
CALL
MPLX
MPLX
$59.7B
| – | – |
-32,000
| Closed | -$693K |
|
|
1909
MPLX
MPLX
$59.7B
| – | – |
-952
| Closed | -$21K |
|
1910
CALL
Merck
MRK
$318B
| – | – |
-1,039,511
| Closed | -$81.1M |
|
|
1911
Merck
MRK
$318B
| – | – |
-283,821
| Closed | -$22.2M |
|
|
1912
PUT
Merck
MRK
$318B
| – | – |
-1,576,087
| Closed | -$123M |
|
1913
CALL
Moderna
MRNA
$23.6B
| – | – |
-272,000
| Closed | -$28.4M |
|
|
1914
Moderna
MRNA
$23.6B
| – | – |
-6,099
| Closed | -$637K |
|
|
1915
PUT
Moderna
MRNA
$23.6B
| – | – |
-73,000
| Closed | -$7.63M |
|
1916
CALL
Marvell Technology
MRVL
$196B
| – | – |
-1,013,200
| Closed | -$48.2M |
|
|
1917
Marvell Technology
MRVL
$196B
| – | – |
-453,261
| Closed | -$21.5M |
|
|
1918
PUT
Marvell Technology
MRVL
$196B
| – | – |
-365,600
| Closed | -$17.4M |
|
1919
CALL
Morgan Stanley
MS
$340B
| – | – |
-2,715,800
| Closed | -$186M |
|
|
1920
Morgan Stanley
MS
$340B
| – | – |
-339,197
| Closed | -$23.2M |
|
|
1921
PUT
Morgan Stanley
MS
$340B
| – | – |
-5,127,100
| Closed | -$351M |
|
1922
CALL
MSCI
MSCI
$40.9B
| – | – |
-26,300
| Closed | -$11.7M |
|
|
1923
MSCI
MSCI
$40.9B
| – | – |
-5,025
| Closed | -$2.24M |
|
|
1924
PUT
MSCI
MSCI
$40.9B
| – | – |
-12,200
| Closed | -$5.45M |
|
|
1925
CALL
Microsoft
MSFT
$3.71T
| – | – |
-5,074,700
| Closed | -$1.13B |
|
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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.