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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 | |
|---|---|---|---|---|---|---|
126
CALL
Bristol-Myers Squibb
BMY
$132B
| $104M | 0.05% |
+1,419,400
| New | +$95.3M |
|
127
PUT
Royal Caribbean
RCL
$85.6B
| $104M | 0.05% |
1,235,900
-267,800
| -18% | -$21.1M |
|
128
PUT
Mastercard
MA
$493B
| $103M | 0.05% |
288,700
-290,600
| -50% | -$104M |
|
129
PUT
JD.com
JD
$44.5B
| $103M | 0.05% |
1,778,300
+303,400
| +21% | +$20.6M |
|
130
CALL
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $103M | 0.05% |
3,605,600
+2,157,900
| +149% | +$72.3M |
|
131
PUT
Moderna
MRNA
$23.6B
| $103M | 0.05% |
596,700
-747,400
| -56% | -$126M |
|
132
CALL
Teladoc Health
TDOC
$1.3B
| $103M | 0.05% |
1,422,800
+1,089,600
| +327% | +$78.5M |
|
133
PUT
Sea Limited
SE
$69.4B
| $101M | 0.05% |
843,300
+46,900
| +6% | +$6.61M |
|
|
134
CALL
Sea Limited
SE
$69.4B
| $100M | 0.05% |
838,700
+555,600
| +196% | +$78.3M |
|
135
CALL
Snowflake
SNOW
$115B
| $99.5M | 0.05% |
434,300
+107,000
| +33% | +$27.7M |
|
136
CALL
Medtronic
MDT
$112B
| $98.7M | 0.05% |
890,000
+271,600
| +44% | +$28.7M |
|
137
CALL
American Airlines Group
AAL
$10.5B
| $98.5M | 0.05% |
+5,396,100
| New | +$91.7M |
|
138
PUT
Merck
MRK
$317B
| $98.2M | 0.05% |
261,400
-111,900
| -30% | -$8.82M |
|
139
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $98M | 0.05% |
2,557,600
-2,150,000
| -46% | -$84M |
|
140
PUT
United Airlines
UAL
$42B
| $97.9M | 0.05% |
2,110,800
-80,100
| -4% | -$3.47M |
|
141
PUT
Amgen
AMGN
$222B
| $97.1M | 0.05% |
+401,700
| New | +$92.3M |
|
142
PUT
Morgan Stanley
MS
$340B
| $96.2M | 0.05% |
1,101,200
+58,700
| +6% | +$5.66M |
|
143
PUT
Occidental Petroleum
OXY
$55.9B
| $96.2M | 0.05% |
1,696,200
-2,267,600
| -57% | -$100M |
|
144
PUT
Lockheed Martin
LMT
$136B
| $95.2M | 0.05% |
215,600
+57,900
| +37% | +$23.5M |
|
145
CALL
AT&T
T
$163B
| $94.5M | 0.05% |
+5,295,470
| New | +$98M |
|
146
CALL
Honeywell
HON
$78B
| $94M | 0.05% |
512,463
+258,884
| +102% | +$47.9M |
|
147
CALL
Applied Materials
AMAT
$428B
| $93.9M | 0.05% |
+712,500
| New | +$98.1M |
|
148
CALL
Intel
INTC
$513B
| $91.1M | 0.05% |
1,837,200
-3,583,300
| -66% | -$178M |
|
149
CALL
Las Vegas Sands
LVS
$29.6B
| $89.9M | 0.05% |
2,313,200
+323,900
| +16% | +$13.4M |
|
150
CALL
Baidu
BIDU
$37.2B
| $89.5M | 0.05% |
+676,400
| New | +$102M |
|
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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.