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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 | |
|---|---|---|---|---|---|---|
151
PUT
Visa
V
$692B
| $88.3M | 0.05% |
398,200
-879,500
| -69% | -$190M |
|
152
CALL
FedEx
FDX
$74.7B
| $88.3M | 0.05% |
381,600
+193,400
| +103% | +$45.4M |
|
153
PUT
Delta Air Lines
DAL
$60.5B
| $87M | 0.05% |
+2,198,200
| New | +$85.6M |
|
154
PUT
ServiceNow
NOW
$121B
| $86.2M | 0.05% |
774,000
-290,500
| -27% | -$32.6M |
|
155
CALL
Bausch Health
BHC
$2.21B
| $85.7M | 0.04% |
+3,751,500
| New | +$91.7M |
|
|
DOCU
156
PUT
DocuSign
DOCU
$10.9B
| $85.6M | 0.04% |
+799,300
| New | +$91.7M |
|
157
CALL
United Parcel Service
UPS
$87.8B
| $85.5M | 0.04% |
398,700
+10,600
| +3% | +$2.25M |
|
158
PUT
General Motors
GM
$76.3B
| $85.4M | 0.04% |
1,953,100
-1,814,200
| -48% | -$90.6M |
|
159
CALL
Morgan Stanley
MS
$336B
| $85.1M | 0.04% |
973,800
+439,700
| +82% | +$42.4M |
|
160
PUT
Deere & Co
DE
$166B
| $85.1M | 0.04% |
+204,800
| New | +$78.5M |
|
161
PUT
Oracle
ORCL
$413B
| $85M | 0.04% |
1,027,800
+36,000
| +4% | +$2.92M |
|
162
CALL
S&P Global
SPGI
$119B
| $83.6M | 0.04% |
203,700
+24,600
| +14% | +$10M |
|
163
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $82.9M | 0.04% |
605,300
+421,300
| +229% | +$55.8M |
|
164
CALL
Zillow
Z
$7.52B
| $82.4M | 0.04% |
1,670,900
+882,600
| +112% | +$47.5M |
|
|
SPGS
165
CALL
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
| $82.3M | 0.04% |
+625,500
| New | +$6.09M |
|
|
PXD
166
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $82.1M | 0.04% |
328,200
+72,628
| +28% | +$16.4M |
|
167
PUT
Roku
ROKU
$22.3B
| $80.6M | 0.04% |
643,300
+528,700
| +461% | +$77.6M |
|
168
PUT
Roblox
RBLX
$25.7B
| $80.4M | 0.04% |
1,738,600
+414,100
| +31% | +$25M |
|
169
CALL
Comcast
CMCSA
$89.3B
| $80.2M | 0.04% |
+1,713,500
| New | +$82.5M |
|
170
PUT
Baidu
BIDU
$37.1B
| $79.8M | 0.04% |
+603,000
| New | +$91M |
|
171
PUT
DoorDash
DASH
$92.4B
| $78.9M | 0.04% |
+673,100
| New | +$72.8M |
|
172
PUT
Expedia Group
EXPE
$36.8B
| $78.4M | 0.04% |
400,800
-264,600
| -40% | -$49.5M |
|
173
PUT
MongoDB
MDB
$29.8B
| $78.1M | 0.04% |
176,000
+7,400
| +4% | +$2.89M |
|
174
PUT
Salesforce
CRM
$153B
| $77.7M | 0.04% |
365,900
-46,570
| -11% | -$10M |
|
175
Sprott Physical Gold and Silver Trust
CEF
$7.83B
| $77.4M | 0.04% |
3,995,433
| – | – |
|
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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.