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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 | |
|---|---|---|---|---|---|---|
|
751
PUT
Cigna
CI
$74.6B
| $9.15M | ﹤0.01% |
+38,200
| New | +$8.94M |
|
752
CALL
Weyerhaeuser
WY
$18.4B
| $9.12M | ﹤0.01% |
240,700
-660,700
| -73% | -$26.2M |
|
753
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $9.12M | ﹤0.01% |
194,600
+158,100
| +433% | +$6.79M |
|
754
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $9.09M | ﹤0.01% |
84,550
-593,714
| -88% | -$65.9M |
|
755
RH
RH
$3.71B
| $9.08M | ﹤0.01% |
+27,855
| New | +$11.1M |
|
756
CALL
Dominion Energy
D
$59.3B
| $9.07M | ﹤0.01% |
+106,700
| New | +$8.57M |
|
757
PUT
iShares US Real Estate ETF
IYR
$4.57B
| $9.06M | ﹤0.01% |
83,700
+55,800
| +200% | +$5.89M |
|
758
PUT
Skyworks Solutions
SWKS
$10.6B
| $9.01M | ﹤0.01% |
67,600
+56,900
| +532% | +$7.99M |
|
759
PUT
Clorox
CLX
$12.7B
| $8.95M | ﹤0.01% |
+64,400
| New | +$9.87M |
|
760
CALL
Clean Harbors
CLH
$16.3B
| $8.93M | ﹤0.01% |
+80,000
| New | +$7.9M |
|
761
Caesars Entertainment
CZR
$6.14B
| $8.89M | ﹤0.01% |
+114,870
| New | +$9.22M |
|
762
PUT
Peabody Energy
BTU
$2.9B
| $8.88M | ﹤0.01% |
362,200
+360,600
| +22,538% | +$6.11M |
|
763
Constellation Brands
STZ
$23.2B
| $8.82M | ﹤0.01% |
+38,425
| New | +$8.87M |
|
|
SBNY
764
PUT
DELISTED
Signature Bank
SBNY
| $8.8M | ﹤0.01% |
30,000
-10,000
| -25% | -$3.25M |
|
765
PUT
Five Below
FIVE
$13.5B
| $8.79M | ﹤0.01% |
55,500
+31,300
| +129% | +$5.22M |
|
766
PUT
Dick's Sporting Goods
DKS
$18.7B
| $8.72M | ﹤0.01% |
+87,200
| New | +$9.59M |
|
767
CALL
Louisiana-Pacific
LPX
$5.49B
| $8.7M | ﹤0.01% |
140,100
+100
| +0.1% | +$6.89K |
|
|
WBA
768
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $8.65M | ﹤0.01% |
193,300
-85,300
| -31% | -$4.19M |
|
|
BNY
769
PUT
Bank of New York Mellon
BNY
$107B
| $8.64M | ﹤0.01% |
+174,000
| New | +$9.89M |
|
770
PUT
CarMax
KMX
$8.26B
| $8.63M | ﹤0.01% |
+89,500
| New | +$9.63M |
|
771
CALL
Eli Lilly
LLY
$1.06T
| $8.62M | ﹤0.01% |
30,100
-137,300
| -82% | -$35.3M |
|
772
Lyft
LYFT
$6.63B
| $8.59M | ﹤0.01% |
+223,556
| New | +$8.75M |
|
|
JWN
773
PUT
DELISTED
Nordstrom
JWN
| $8.57M | ﹤0.01% |
316,100
+183,400
| +138% | +$4.29M |
|
774
CALL
APA Corp
APA
$13.2B
| $8.54M | ﹤0.01% |
+206,700
| New | +$7.21M |
|
775
PUT
Sunrun
RUN
$2.46B
| $8.51M | ﹤0.01% |
280,100
+29,100
| +12% | +$812K |
|
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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.