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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
-4.16%
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
$192B
AUM Growth
+$106B
(+123%)
Cap. Flow
+$4B
Cap. Flow
% of AUM
2.09%
Top 10 Holdings %
Top 10 Hldgs %
72.59%
Holding
3,426
New
1,397
Increased
544
Reduced
775
Closed
595
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cigna
CI
|
+$230M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$167M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$117M |
| 4 |
Walt Disney
DIS
|
+$72.3M |
| 5 |
Adobe
ADBE
|
+$63.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$275M |
| 2 |
Tesla
TSLA
|
+$246M |
| 3 |
Meta Platforms (Facebook)
META
|
+$193M |
| 4 |
Micron Technology
MU
|
+$145M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$130M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.34% |
| 2 | Financials | 0.28% |
| 3 | Consumer Discretionary | 0.26% |
| 4 | Healthcare | 0.2% |
| 5 | Communication Services | 0.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
PUT
iShares Silver Trust
SLV
$30.7B
| $43.6M | 0.02% |
1,906,500
-774,000
| -29% | -$17.2M |
|
302
CALL
SolarEdge
SEDG
$1.95B
| $43.5M | 0.02% |
134,800
-39,200
| -23% | -$10.8M |
|
303
PUT
Western Digital
WDC
$150B
| $43.3M | 0.02% |
1,152,598
-410,130
| -26% | -$16.8M |
|
304
CALL
NextEra Energy
NEE
$177B
| $43M | 0.02% |
507,500
-335,600
| -40% | -$26.9M |
|
305
CALL
Unity
U
$18.9B
| $42.6M | 0.02% |
429,300
-741,500
| -63% | -$76.8M |
|
306
CALL
Oracle
ORCL
$423B
| $42.6M | 0.02% |
514,500
-445,200
| -46% | -$36.1M |
|
307
PUT
United Rentals
URI
$72.4B
| $42.5M | 0.02% |
119,600
-22,000
| -16% | -$7.18M |
|
308
PUT
PNC Financial Services
PNC
$101B
| $42.5M | 0.02% |
230,300
+3,200
| +1% | +$647K |
|
309
PUT
Zoom
ZM
$30.6B
| $42.4M | 0.02% |
362,000
-366,200
| -50% | -$49.8M |
|
310
CALL
Alcoa
AA
$13.2B
| $42.4M | 0.02% |
+471,000
| New | +$34.2M |
|
311
CALL
Marriott International
MAR
$92.3B
| $41.7M | 0.02% |
237,300
+25,100
| +12% | +$4.17M |
|
312
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $41.5M | 0.02% |
+677,300
| New | +$34.5M |
|
313
CALL
Cleveland-Cliffs
CLF
$6.99B
| $41.5M | 0.02% |
+1,286,900
| New | +$29.3M |
|
314
Bath & Body Works
BBWI
$4.1B
| $41.4M | 0.02% |
+866,324
| New | +$46.7M |
|
315
PUT
Dollar General
DG
$27.9B
| $41.4M | 0.02% |
+185,900
| New | +$39.5M |
|
316
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $41.2M | 0.02% |
1,107,600
+1,107,200
| +276,800% | +$38.4M |
|
317
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $41.2M | 0.02% |
118,672
+64,963
| +121% | +$22.5M |
|
318
PUT
Steel Dynamics
STLD
$37.6B
| $41.1M | 0.02% |
493,000
+91,000
| +23% | +$6.14M |
|
319
PUT
PepsiCo
PEP
$190B
| $41.1M | 0.02% |
245,700
-236,900
| -49% | -$39.8M |
|
320
CALL
Rio Tinto
RIO
$164B
| $40.8M | 0.02% |
507,900
+346,600
| +215% | +$26.3M |
|
321
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $40.4M | 0.02% |
300,400
-539,600
| -64% | -$62.1M |
|
322
CALL
Energy Transfer Partners
ET
$69.3B
| $40.2M | 0.02% |
+3,593,200
| New | +$35.6M |
|
323
CALL
Starbucks
SBUX
$120B
| $40.2M | 0.02% |
441,700
-599,600
| -58% | -$56.6M |
|
324
PUT
Blackrock
BLK
$176B
| $39.7M | 0.02% |
+51,900
| New | +$40.5M |
|
325
PUT
Costco
COST
$420B
| $39.6M | 0.02% |
+68,700
| New | +$36.1M |
|
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HF
Parallax Volatility Advisers's Q1 2022 Portfolio in Review
As of Q1 2022, Parallax Volatility Advisers held 3,426 positions worth $192B, up 123% from $85.9B the previous quarter. Its ten largest holdings account for 73% of the portfolio.
Parallax Volatility Advisers's Q1 2022 filing shows 1,397 new, 544 increased, 775 reduced and 595 closed positions. Its largest new stake was Cigna: 982,196 shares worth $235M. The largest sale was NVIDIA, an estimated $275M.
By sector, the portfolio is most concentrated in Technology at 0.34% of assets, down from 1.7% a quarter earlier, followed by Financials and Consumer Discretionary.
- Parallax Volatility Advisers's largest Q1 2022 buy was Cigna: 982,196 shares worth $235M.
- Parallax Volatility Advisers added most to iShares 20+ Year Treasury Bond ETF in Q1 2022, an estimated $167M increase.
- Parallax Volatility Advisers's biggest Q1 2022 reduction was NVIDIA, cutting an estimated $275M.
- Parallax Volatility Advisers fully exited Meta Platforms (Facebook) in Q1 2022, selling an estimated $193M.
- Parallax Volatility Advisers's ten largest holdings make up 73% of its $192B portfolio in Q1 2022.
- Parallax Volatility Advisers opened 1,397 new positions and closed 595 in Q1 2022.
- Parallax Volatility Advisers's portfolio value rose 123% quarter-over-quarter to $192B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2022, filed 16 May 2022.