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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
215
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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $9.14B | 20.34% |
23,049,300
-14,223,800
| -38% | -$5.49B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $3.94B | 8.76% |
9,929,500
-4,098,500
| -29% | -$1.58B |
|
|
3
CALL
Tesla
TSLA
$1.18T
| $2.87B | 6.4% |
12,907,500
+1,007,100
| +8% | +$253M |
|
|
4
PUT
Tesla
TSLA
$1.18T
| $1.72B | 3.83% |
7,719,000
-1,243,200
| -14% | -$312M |
|
5
PUT
Netflix
NFLX
$307B
| $801M | 1.78% |
15,356,000
+1,048,000
| +7% | +$55.6M |
|
|
6
PUT
NVIDIA
NVDA
$4.6T
| $697M | 1.55% |
52,204,000
+4,216,000
| +9% | +$56.7M |
|
|
XYZ
7
PUT
Block Inc
XYZ
$48.9B
| $508M | 1.13% |
2,235,200
+126,800
| +6% | +$29.7M |
|
|
8
PUT
TSMC
TSM
$1.94T
| $502M | 1.12% |
4,246,800
+2,342,000
| +123% | +$290M |
|
9
PUT
Zillow
Z
$7.78B
| $467M | 1.04% |
3,602,600
+1,524,900
| +73% | +$226M |
|
|
10
CALL
Netflix
NFLX
$307B
| $442M | 0.99% |
8,483,000
+2,693,000
| +47% | +$143M |
|
|
11
PUT
Pinduoduo
PDD
$126B
| $343M | 0.76% |
2,564,200
+586,500
| +30% | +$99M |
|
12
PUT
Qualcomm
QCOM
$164B
| $338M | 0.75% |
2,546,200
-1,226,500
| -33% | -$177M |
|
13
PUT
PayPal
PYPL
$50.3B
| $336M | 0.75% |
1,385,400
-1,111,300
| -45% | -$281M |
|
14
CALL
SPDR Gold Trust
GLD
$131B
| $334M | 0.74% |
2,087,200
-3,535,400
| -63% | -$594M |
|
|
15
CALL
TSMC
TSM
$1.94T
| $301M | 0.67% |
2,540,800
-112,700
| -4% | -$14M |
|
16
PUT
Sea Limited
SE
$66.4B
| $299M | 0.67% |
1,338,400
+795,800
| +147% | +$185M |
|
|
17
CALL
NVIDIA
NVDA
$4.6T
| $285M | 0.64% |
21,380,000
-9,056,000
| -30% | -$122M |
|
|
18
CALL
Wells Fargo
WFC
$254B
| $277M | 0.62% |
7,088,300
-723,500
| -9% | -$25.6M |
|
|
19
CALL
Sea Limited
SE
$66.4B
| $267M | 0.59% |
1,193,900
+657,600
| +123% | +$153M |
|
20
CALL
Target
TGT
$66.3B
| $258M | 0.58% |
1,304,200
+956,700
| +275% | +$179M |
|
|
21
PUT
Wells Fargo
WFC
$254B
| $257M | 0.57% |
6,587,800
-24,200
| -0.4% | -$857K |
|
|
22
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $250M | 0.56% |
758,252
+441,079
| +139% | +$139M |
|
23
PUT
Salesforce
CRM
$154B
| $248M | 0.55% |
1,168,700
-41,900
| -3% | -$9.33M |
|
|
24
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $242M | 0.54% |
734,400
+315,100
| +75% | +$99.5M |
|
25
PUT
Visa
V
$701B
| $233M | 0.52% |
1,101,400
-822,600
| -43% | -$173M |
|
Similar funds
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 215 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.