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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 | |
|---|---|---|---|---|---|---|
376
CALL
Carvana
CVNA
$77.9B
| $31.4M | 0.02% |
+1,315,500
| New | +$38.4M |
|
377
CALL
EQT Corp
EQT
$32.3B
| $31.2M | 0.02% |
907,900
+437,500
| +93% | +$10.7M |
|
378
PUT
Wolfspeed
WOLF
$1.71B
| $30.9M | 0.02% |
271,400
-1,500
| -0.5% | -$151K |
|
379
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $30.5M | 0.02% |
1,071,200
+255,200
| +31% | +$8.56M |
|
380
CALL
Roku
ROKU
$22.7B
| $30.2M | 0.02% |
240,900
+224,100
| +1,334% | +$32.9M |
|
381
CALL
Philip Morris
PM
$295B
| $30.2M | 0.02% |
+321,200
| New | +$32.1M |
|
382
CALL
Petrobras Class A
PBR.A
$103B
| $30.1M | 0.02% |
+2,035,500
| New | +$25M |
|
383
CALL
NXP Semiconductors
NXPI
$60.4B
| $29.7M | 0.02% |
160,500
+14,400
| +10% | +$2.84M |
|
384
PUT
RH
RH
$3.71B
| $29.7M | 0.02% |
91,000
-32,500
| -26% | -$13M |
|
385
CALL
Home Depot
HD
$355B
| $29.7M | 0.02% |
99,100
+52,500
| +113% | +$18.2M |
|
386
PUT
Altria Group
MO
$114B
| $29.5M | 0.02% |
+565,400
| New | +$28.8M |
|
387
PUT
Chevron
CVX
$366B
| $29.5M | 0.02% |
+180,900
| New | +$25.9M |
|
388
PUT
Magnite
MGNI
$3.55B
| $29.4M | 0.02% |
2,223,900
-280,100
| -11% | -$3.78M |
|
389
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $29.4M | 0.02% |
225,400
-40,300
| -15% | -$5.25M |
|
390
Citigroup
C
$226B
| $29.2M | 0.02% |
+547,167
| New | +$33.8M |
|
391
Walmart Inc
WMT
$890B
| $29.1M | 0.02% |
585,411
+389,247
| +198% | +$18.3M |
|
392
CALL
Coca-Cola
KO
$375B
| $28.8M | 0.02% |
+465,100
| New | +$28.3M |
|
393
CALL
Hasbro
HAS
$13.2B
| $28.8M | 0.02% |
+351,200
| New | +$32.9M |
|
394
PUT
Affirm
AFRM
$25.2B
| $28.7M | 0.02% |
+619,400
| New | +$32.4M |
|
395
PUT
eBay
EBAY
$49.8B
| $28.6M | 0.01% |
+499,800
| New | +$29.1M |
|
396
PUT
M&T Bank
MTB
$36.2B
| $28.5M | 0.01% |
1,130,700
+1,118,000
| +8,803% | +$197M |
|
397
Carnival Corporation Ltd
CCL
$39.7B
| $28.4M | 0.01% |
+1,406,339
| New | +$28.4M |
|
398
CALL
First Solar
FSLR
$26.9B
| $28.2M | 0.01% |
337,100
-360,900
| -52% | -$27.6M |
|
|
AYX
399
PUT
DELISTED
Alteryx Inc
AYX
| $28M | 0.01% |
+391,000
| New | +$23.1M |
|
|
PXD
400
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $27.9M | 0.01% |
111,700
-1,000
| -0.9% | -$226K |
|
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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.