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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 | |
|---|---|---|---|---|---|---|
|
X
426
CALL
DELISTED
US Steel
X
| $25.4M | 0.01% |
673,500
-1,471,200
| -69% | -$39.8M |
|
427
PUT
Lowe's Companies
LOW
$125B
| $25.3M | 0.01% |
125,300
-16,000
| -11% | -$3.68M |
|
428
CALL
VanEck Semiconductor ETF
SMH
$73.2B
| $25.1M | 0.01% |
186,200
-117,000
| -39% | -$16M |
|
429
PUT
Scotiabank
BNS
$108B
| $25.1M | 0.01% |
+350,000
| New | +$25.4M |
|
430
CALL
Kroger
KR
$34.8B
| $24.9M | 0.01% |
434,200
-16,200
| -4% | -$804K |
|
431
PUT
Home Depot
HD
$355B
| $24.8M | 0.01% |
82,900
-129,600
| -61% | -$45M |
|
432
CALL
ARK Genomic Revolution ETF
ARKG
$1.73B
| $24.7M | 0.01% |
+537,000
| New | +$25.6M |
|
433
CALL
Okta
OKTA
$25.8B
| $24.4M | 0.01% |
161,700
+22,000
| +16% | +$3.94M |
|
434
PUT
Twilio
TWLO
$36.6B
| $24.3M | 0.01% |
147,400
-488,100
| -77% | -$88.9M |
|
435
PUT
Novavax
NVAX
$1.31B
| $24.3M | 0.01% |
329,600
-288,000
| -47% | -$25.7M |
|
436
CALL
PENN Entertainment
PENN
$2.71B
| $24.2M | 0.01% |
570,800
+448,000
| +365% | +$20.5M |
|
437
PUT
Stanley Black & Decker
SWK
$15.7B
| $24.2M | 0.01% |
172,800
+169,200
| +4,700% | +$27.9M |
|
|
EA
438
PUT
DELISTED
Electronic Arts
EA
| $24.1M | 0.01% |
+190,700
| New | +$24.8M |
|
439
PUT
Lyft
LYFT
$6.63B
| $24.1M | 0.01% |
628,000
-384,000
| -38% | -$15M |
|
440
PUT
Trade Desk
TTD
$6.49B
| $24.1M | 0.01% |
348,200
-59,200
| -15% | -$4.28M |
|
441
The Mosaic Company
MOS
$7.33B
| $24M | 0.01% |
360,926
+346,126
| +2,339% | +$17.3M |
|
442
PUT
HubSpot
HUBS
$10.5B
| $23.9M | 0.01% |
50,400
+19,400
| +63% | +$9.4M |
|
443
PUT
IBM
IBM
$224B
| $23.9M | 0.01% |
184,100
-763,000
| -81% | -$99.5M |
|
444
PUT
Caesars Entertainment
CZR
$6.14B
| $23.9M | 0.01% |
+308,800
| New | +$24.8M |
|
445
PUT
Aflac
AFL
$62.6B
| $23.9M | 0.01% |
+370,600
| New | +$23.2M |
|
446
CALL
Halliburton
HAL
$26.6B
| $23.9M | 0.01% |
630,000
-1,693,500
| -73% | -$54.8M |
|
447
PUT
Invitation Homes
INVH
$18B
| $23.7M | 0.01% |
+589,900
| New | +$24.1M |
|
448
PUT
Cloudflare
NET
$107B
| $23.6M | 0.01% |
+197,300
| New | +$20.6M |
|
449
PUT
Herbalife
HLF
$1.29B
| $23.4M | 0.01% |
770,800
-9,800
| -1% | -$383K |
|
450
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $23.3M | 0.01% |
1,139,991
+975,600
| +593% | +$18.7M |
|
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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.