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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 | |
|---|---|---|---|---|---|---|
201
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $71.1M | 0.04% |
171,200
-14,800
| -8% | -$6.06M |
|
202
CALL
Cisco
CSCO
$476B
| $70.3M | 0.04% |
+1,260,500
| New | +$71.3M |
|
203
CALL
Target
TGT
$66.8B
| $70M | 0.04% |
329,800
-807,400
| -71% | -$175M |
|
204
CALL
Palantir
PLTR
$375B
| $69.9M | 0.04% |
5,091,300
+4,163,900
| +449% | +$55.5M |
|
205
CALL
Moderna
MRNA
$21.5B
| $69.1M | 0.04% |
401,300
-811,400
| -67% | -$137M |
|
|
206
Walt Disney
DIS
$181B
| $68.6M | 0.04% |
+499,828
| New | +$72.3M |
|
207
PUT
United States Oil Fund
USO
$1.86B
| $67.3M | 0.04% |
908,200
-2,528,084
| -74% | -$170M |
|
208
CALL
IBM
IBM
$220B
| $67M | 0.04% |
515,400
-48,900
| -9% | -$6.38M |
|
209
CALL
Dow Inc
DOW
$21.9B
| $66.9M | 0.03% |
+1,050,300
| New | +$63.4M |
|
210
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $66.8M | 0.03% |
743,000
-121,200
| -14% | -$11.2M |
|
211
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $66.7M | 0.03% |
968,100
-19,900
| -2% | -$1.45M |
|
212
CALL
United Airlines
UAL
$41.9B
| $66.5M | 0.03% |
1,435,400
+511,900
| +55% | +$22.2M |
|
213
PUT
Upstart Holdings
UPST
$2.89B
| $66.5M | 0.03% |
609,600
+322,100
| +112% | +$37.1M |
|
|
ATVI
214
CALL
DELISTED
Activision Blizzard
ATVI
| $65.6M | 0.03% |
+819,000
| New | +$63.8M |
|
215
PUT
VanEck Semiconductor ETF
SMH
$71.8B
| $65.5M | 0.03% |
485,600
+265,200
| +120% | +$36.3M |
|
216
CALL
Ford
F
$55B
| $65.3M | 0.03% |
3,859,600
+1,590,700
| +70% | +$30.2M |
|
217
CALL
Occidental Petroleum
OXY
$56B
| $65.1M | 0.03% |
1,148,200
-1,994,200
| -63% | -$88.2M |
|
218
Alphabet (Google) Class C
GOOG
$4.36T
| $64.9M | 0.03% |
+464,760
| New | +$63.2M |
|
219
PUT
Intel
INTC
$503B
| $64.4M | 0.03% |
1,300,000
-2,701,100
| -68% | -$134M |
|
220
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $63.9M | 0.03% |
3,121,400
+1,686,700
| +118% | +$32.4M |
|
221
PUT
Wayfair
W
$14.3B
| $63.5M | 0.03% |
573,200
+149,100
| +35% | +$21M |
|
222
PUT
American Express
AXP
$231B
| $63.1M | 0.03% |
+337,400
| New | +$60.9M |
|
|
X
223
PUT
DELISTED
US Steel
X
| $62.9M | 0.03% |
1,667,200
-1,473,800
| -47% | -$39.9M |
|
|
224
PUT
Cisco
CSCO
$476B
| $62.7M | 0.03% |
+1,124,000
| New | +$63.6M |
|
|
225
PUT
Palantir
PLTR
$375B
| $62M | 0.03% |
4,512,500
+2,886,200
| +177% | +$38.5M |
|
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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.