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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 | |
|---|---|---|---|---|---|---|
176
CALL
Newmont
NEM
$111B
| $38.5M | 0.09% |
638,800
-344,400
| -35% | -$20.6M |
|
177
PUT
Shopify
SHOP
$191B
| $38.4M | 0.09% |
347,000
+206,000
| +146% | +$24.9M |
|
|
ZNGA
178
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $38.4M | 0.09% |
3,757,100
+1,551,500
| +70% | +$16.2M |
|
179
CALL
Simon Property Group
SPG
$71.9B
| $38.1M | 0.08% |
334,600
+326,300
| +3,931% | +$34M |
|
180
CALL
Sabre
SABR
$886M
| $37.5M | 0.08% |
2,533,100
+1,907,000
| +305% | +$25.8M |
|
181
PUT
ON Semiconductor
ON
$18.6B
| $37.4M | 0.08% |
899,600
-809,300
| -47% | -$31.1M |
|
182
PUT
Peloton Interactive
PTON
$2.38B
| $37.1M | 0.08% |
330,300
-246,300
| -43% | -$32.7M |
|
183
CALL
Union Pacific
UNP
$175B
| $36.9M | 0.08% |
167,600
-44,700
| -21% | -$9.39M |
|
|
PARA
184
PUT
DELISTED
Paramount Global Class B
PARA
| $36.6M | 0.08% |
811,800
-280,963
| -26% | -$17.2M |
|
185
PUT
TJX Companies
TJX
$179B
| $36.5M | 0.08% |
552,200
-303,400
| -35% | -$20.3M |
|
186
CALL
Rocket Companies
RKT
$37.4B
| $36.2M | 0.08% |
1,569,600
+1,392,900
| +788% | +$31.1M |
|
187
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.1B
| $36.2M | 0.08% |
1,475,200
-2,023,400
| -58% | -$46.7M |
|
188
Snap
SNAP
$8.83B
| $36.2M | 0.08% |
691,899
-175,087
| -20% | -$10.1M |
|
189
CALL
Southwest Airlines
LUV
$23B
| $35.6M | 0.08% |
583,600
-312,000
| -35% | -$16.6M |
|
190
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $35.2M | 0.08% |
419,200
-153,600
| -27% | -$12.8M |
|
191
Tencent Music
TME
$15.7B
| $35.1M | 0.08% |
1,715,197
+1,493,943
| +675% | +$37.9M |
|
192
CALL
PNC Financial Services
PNC
$101B
| $34.7M | 0.08% |
197,700
-17,800
| -8% | -$2.94M |
|
|
PCGU
193
DELISTED
PG&E Corporation
PCGU
| $34.6M | 0.08% |
303,500
+125,000
| +70% | +$14.3M |
|
|
194
PUT
Rocket Companies
RKT
$37.4B
| $34.5M | 0.08% |
1,496,200
+1,284,100
| +605% | +$28.7M |
|
195
CALL
SLB Ltd
SLB
$76.5B
| $34.1M | 0.08% |
1,255,500
-69,400
| -5% | -$1.83M |
|
196
Uber
UBER
$143B
| $34M | 0.08% |
623,713
-245,035
| -28% | -$13.7M |
|
197
PUT
S&P Global
SPGI
$119B
| $33.7M | 0.08% |
95,600
-96,500
| -50% | -$32.1M |
|
|
198
Southwest Airlines
LUV
$23B
| $33.1M | 0.07% |
542,003
-74,367
| -12% | -$3.96M |
|
|
SPLK
199
CALL
DELISTED
Splunk Inc
SPLK
| $32.8M | 0.07% |
241,900
-46,400
| -16% | -$7.24M |
|
|
RDFN
200
PUT
DELISTED
Redfin
RDFN
| $32.6M | 0.07% |
490,300
-133,200
| -21% | -$10.2M |
|
Similar funds
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.