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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 | |
|---|---|---|---|---|---|---|
676
CALL
ChargePoint
CHPT
$161M
| $11.5M | 0.01% |
+28,890
| New | +$8.91M |
|
677
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| $11.4M | 0.01% |
356,800
-1,601,700
| -82% | -$56.5M |
|
678
CALL
Twilio
TWLO
$36.6B
| $11.3M | 0.01% |
68,600
-397,200
| -85% | -$72.4M |
|
679
CALL
Allstate
ALL
$67.5B
| $11.3M | 0.01% |
+113,300
| New | +$14.2M |
|
680
CALL
Intercontinental Exchange
ICE
$84.4B
| $11.3M | 0.01% |
85,300
-126,900
| -60% | -$16.4M |
|
681
CALL
Sabre
SABR
$835M
| $11.2M | 0.01% |
981,600
-331,900
| -25% | -$3.25M |
|
682
PUT
Kraft Heinz
KHC
$30B
| $11.2M | 0.01% |
284,700
-76,900
| -21% | -$2.88M |
|
683
CALL
BHP
BHP
$230B
| $11.2M | 0.01% |
+161,872
| New | +$9.83M |
|
684
PUT
Mattel
MAT
$4.23B
| $11.1M | 0.01% |
500,000
-803,300
| -62% | -$18.4M |
|
685
PUT
Dave & Buster's
PLAY
$357M
| $11.1M | 0.01% |
+226,100
| New | +$9.04M |
|
686
CALL
Best Buy
BBY
$17.3B
| $11.1M | 0.01% |
+122,100
| New | +$12.1M |
|
687
CALL
Monster Beverage
MNST
$88.5B
| $11.1M | 0.01% |
+276,800
| New | +$11.6M |
|
688
CALL
GameStop
GME
$8.6B
| $11M | 0.01% |
265,200
+262,400
| +9,371% | +$7.76M |
|
689
PUT
Marathon Digital Holdings
MARA
$3.9B
| $11M | 0.01% |
394,900
+18,200
| +5% | +$473K |
|
690
CALL
Cummins
CMI
$88.7B
| $11M | 0.01% |
+53,700
| New | +$11.6M |
|
691
CALL
Vistra
VST
$47.4B
| $11M | 0.01% |
473,600
+259,100
| +121% | +$5.75M |
|
692
CALL
PepsiCo
PEP
$190B
| $11M | 0.01% |
65,700
-495,500
| -88% | -$83.2M |
|
693
PUT
Southern Copper
SCCO
$166B
| $11M | 0.01% |
155,658
+47,355
| +44% | +$3.03M |
|
694
CALL
Peabody Energy
BTU
$2.9B
| $10.9M | 0.01% |
445,500
+431,400
| +3,060% | +$7.32M |
|
695
PUT
Nokia
NOK
$52.3B
| $10.9M | 0.01% |
2,000,100
-3,000,300
| -60% | -$16.6M |
|
696
PUT
Invesco Senior Loan ETF
BKLN
$6.74B
| $10.9M | 0.01% |
500,000
-252,300
| -34% | -$5.51M |
|
697
PUT
Danaher
DHR
$144B
| $10.8M | 0.01% |
+41,510
| New | +$10.4M |
|
698
PUT
Verisk Analytics
VRSK
$25B
| $10.8M | 0.01% |
50,100
+46,700
| +1,374% | +$9.21M |
|
|
699
CALL
Verisk Analytics
VRSK
$25B
| $10.7M | 0.01% |
+50,000
| New | +$9.86M |
|
700
PUT
Microchip Technology
MCHP
$46B
| $10.7M | 0.01% |
142,700
-171,700
| -55% | -$12.9M |
|
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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.