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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-4.16%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$192B
AUM Growth
+$80.5B
(+73%)
Cap. Flow
-$3.55B
Cap. Flow
% of AUM
-1.85%
Top 10 Holdings %
Top 10 Hldgs %
72.59%
Holding
3,697
New
717
Increased
812
Reduced
1,147
Closed
865
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$167M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$117M |
| 3 |
FB Financial Corp
FBK
|
+$59.2M |
| 4 |
GE Aerospace
GE
|
+$53.1M |
| 5 |
Cigna
CI
|
+$49.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$275M |
| 2 |
Tesla
TSLA
|
+$246M |
| 3 |
Advanced Micro Devices
AMD
|
+$195M |
| 4 |
Meta Platforms (Facebook)
META
|
+$193M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$171M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 98.41% |
| 2 | Technology | 0.34% |
| 3 | Financials | 0.28% |
| 4 | Consumer Discretionary | 0.26% |
| 5 | Healthcare | 0.2% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
CALL
TSMC
TSM
$2.26T
| $154M | 0.08% |
1,473,900
+620,900
| +73% | +$72.6M |
|
77
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
| $152M | 0.08% |
425,400
-207,600
| -33% | -$67.2M |
|
78
CALL
Johnson & Johnson
JNJ
$644B
| $152M | 0.08% |
856,300
+239,700
| +39% | +$40.8M |
|
79
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
| $151M | 0.08% |
3,354,900
-2,007,500
| -37% | -$94.7M |
|
80
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
| $151M | 0.08% |
3,944,400
-952,900
| -19% | -$37.2M |
|
81
CALL
Boeing
BA
$163B
| $151M | 0.08% |
786,100
+423,400
| +117% | +$85M |
|
82
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
| $149M | 0.08% |
2,165,900
+877,800
| +68% | +$64M |
|
83
CALL
Citigroup
C
$231B
| $149M | 0.08% |
2,792,200
-1,241,400
| -31% | -$76.7M |
|
84
PUT
Zillow
Z
$7.23B
| $149M | 0.08% |
3,014,200
-1,431,500
| -32% | -$77M |
|
85
CALL
Deere & Co
DE
$183B
| $145M | 0.08% |
349,600
+305,400
| +691% | +$117M |
|
86
PUT
Snap
SNAP
$8.98B
| $144M | 0.08% |
4,012,600
+797,700
| +25% | +$28.8M |
|
87
PUT
Mercado Libre
MELI
$95.1B
| $143M | 0.07% |
120,400
+4,800
| +4% | +$5.22M |
|
|
88
PUT
TSMC
TSM
$2.26T
| $143M | 0.07% |
1,373,300
+83,800
| +6% | +$9.8M |
|
89
CALL
Micron Technology
MU
$1.16T
| $142M | 0.07% |
1,821,800
+1,118,400
| +159% | +$95.3M |
|
90
PUT
Datadog
DDOG
$80.9B
| $141M | 0.07% |
928,500
+242,600
| +35% | +$35.5M |
|
91
CALL
Uber
UBER
$145B
| $140M | 0.07% |
3,928,900
+1,172,500
| +43% | +$42.2M |
|
92
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $140M | 0.07% |
403,900
+173,800
| +76% | +$60.3M |
|
93
PUT
FedEx
FDX
$73.2B
| $139M | 0.07% |
600,200
+156,200
| +35% | +$36.7M |
|
94
PUT
American Airlines Group
AAL
$8.57B
| $137M | 0.07% |
7,509,700
-1,399,700
| -16% | -$23.8M |
|
95
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $136M | 0.07% |
996,000
-527,900
| -35% | -$69.9M |
|
|
96
PUT
Uber
UBER
$145B
| $135M | 0.07% |
3,794,800
-257,400
| -6% | -$9.25M |
|
97
PUT
Adobe
ADBE
$101B
| $135M | 0.07% |
296,300
-346,800
| -54% | -$167M |
|
98
CALL
JD.com
JD
$36.5B
| $133M | 0.07% |
2,306,300
+1,238,100
| +116% | +$84.1M |
|
|
99
iShares Russell 2000 ETF
IWM
$79B
| $133M | 0.07% |
649,304
+573,485
| +756% | +$117M |
|
100
CALL
Workday
WDAY
$44.8B
| $133M | 0.07% |
556,300
-27,500
| -5% | -$6.55M |
|
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TI
Parallax Volatility Advisers's Q1 2022 Portfolio in Review
As of Q1 2022, Parallax Volatility Advisers held 3,697 positions worth $192B, up 73% from $111B the previous quarter. Its ten largest holdings account for 73% of the portfolio.
Parallax Volatility Advisers's Q1 2022 filing shows 717 new, 812 increased, 1,147 reduced and 865 closed positions. Its largest new stake was FB Financial Corp: 1,325,476 shares worth $295M. The largest sale was NVIDIA, an estimated $275M.
By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 94% a quarter earlier, followed by Technology and Financials.
- Parallax Volatility Advisers's largest Q1 2022 buy was FB Financial Corp: 1,325,476 shares worth $295M.
- 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 717 new positions and closed 865 in Q1 2022.
- Parallax Volatility Advisers's portfolio value rose 73% quarter-over-quarter to $192B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2022, filed 16 May 2022.