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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 | |
|---|---|---|---|---|---|---|
1001
ZTO Express
ZTO
$17.9B
| $4.44M | ﹤0.01% |
177,473
-50,891
| -22% | -$1.44M |
|
1002
PUT
LyondellBasell Industries
LYB
$19.2B
| $4.43M | ﹤0.01% |
43,100
-20,500
| -32% | -$2.04M |
|
1003
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $4.42M | ﹤0.01% |
80,500
-20,000
| -20% | -$1M |
|
1004
Illumina
ILMN
$28.4B
| $4.41M | ﹤0.01% |
12,974
+9,404
| +263% | +$3.18M |
|
|
EXEEW
1005
DELISTED
Expand Energy Corp Class A Warrants
EXEEW
| $4.41M | ﹤0.01% |
+69,033
| New | +$3.37M |
|
|
1006
PUT
iShares MSCI Mexico ETF
EWW
$1.92B
| $4.4M | ﹤0.01% |
80,100
+80,000
| +80,000% | +$4.02M |
|
1007
PUT
Bloom Energy
BE
$64.6B
| $4.39M | ﹤0.01% |
+181,600
| New | +$3.55M |
|
1008
Element Solutions
ESI
$9.23B
| $4.38M | ﹤0.01% |
+199,996
| New | +$4.61M |
|
1009
IBM
IBM
$224B
| $4.37M | ﹤0.01% |
33,627
-83,054
| -71% | -$10.8M |
|
1010
PUT
Ambarella
AMBA
$3.81B
| $4.37M | ﹤0.01% |
+41,600
| New | +$5.3M |
|
1011
CALL
Genuine Parts
GPC
$18.7B
| $4.35M | ﹤0.01% |
34,500
-500
| -1% | -$64.7K |
|
|
CPE
1012
CALL
DELISTED
Callon Petroleum Company
CPE
| $4.34M | ﹤0.01% |
+73,500
| New | +$4.02M |
|
1013
CALL
KB Home
KBH
$3.59B
| $4.33M | ﹤0.01% |
133,600
+133,100
| +26,620% | +$5.24M |
|
1014
PUT
AerCap
AER
$23.8B
| $4.32M | ﹤0.01% |
+85,900
| New | +$5.15M |
|
1015
Hasbro
HAS
$13.2B
| $4.29M | ﹤0.01% |
52,399
+51,534
| +5,958% | +$4.83M |
|
1016
CALL
Chegg
CHGG
$102M
| $4.29M | ﹤0.01% |
+118,300
| New | +$3.56M |
|
|
ZEV
1017
PUT
DELISTED
Lightning eMotors, Inc.
ZEV
| $4.28M | ﹤0.01% |
37,500
| – | – |
|
|
HAYN
1018
PUT
DELISTED
Haynes International, Inc.
HAYN
| $4.26M | ﹤0.01% |
+100,000
| New | +$3.94M |
|
1019
CALL
Williams-Sonoma
WSM
$29.6B
| $4.25M | ﹤0.01% |
58,600
+3,000
| +5% | +$227K |
|
1020
PUT
Papa John's
PZZA
$806M
| $4.21M | ﹤0.01% |
+40,000
| New | +$4.48M |
|
1021
PUT
XPEL
XPEL
$1.38B
| $4.21M | ﹤0.01% |
+80,000
| New | +$4.94M |
|
|
CTRA
1022
PUT
DELISTED
Coterra Energy
CTRA
| $4.2M | ﹤0.01% |
+155,800
| New | +$3.64M |
|
|
ARR
1023
CALL
Armour Residential REIT
ARR
$2.36B
| $4.2M | ﹤0.01% |
+100,000
| New | +$4.46M |
|
|
ARR
1024
PUT
Armour Residential REIT
ARR
$2.36B
| $4.2M | ﹤0.01% |
+100,000
| New | +$4.46M |
|
1025
CALL
GoDaddy
GDDY
$11.5B
| $4.18M | ﹤0.01% |
+50,000
| New | +$3.95M |
|
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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.