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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
1,398
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 | |
|---|---|---|---|---|---|---|
|
26
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
| $410M | 0.21% |
3,107,700
-1,092,500
| -26% | -$151M |
|
27
PUT
Alphabet (Google) Class A
GOOGL
$4.62T
| $379M | 0.2% |
+2,724,000
| New | +$370M |
|
|
28
CALL
Cigna
CI
$72.4B
| $345M | 0.18% |
+1,439,800
| New | +$337M |
|
29
CALL
Palo Alto Networks
PANW
$299B
| $345M | 0.18% |
3,321,000
-674,400
| -17% | -$60.4M |
|
30
PUT
Advanced Micro Devices
AMD
$846B
| $343M | 0.18% |
+3,141,500
| New | +$375M |
|
31
PUT
Netflix
NFLX
$306B
| $339M | 0.18% |
9,042,000
-353,000
| -4% | -$14.7M |
|
|
XYZ
32
PUT
Block Inc
XYZ
$50.4B
| $334M | 0.17% |
+2,462,800
| New | +$298M |
|
33
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $328M | 0.17% |
2,709,200
+2,119,400
| +359% | +$264M |
|
34
FB Financial Corp
FBK
$3.1B
| $295M | 0.15% |
+1,325,476
| New | +$59.2M |
|
|
35
CALL
NVIDIA
NVDA
$5.13T
| $292M | 0.15% |
10,717,000
-5,976,000
| -36% | -$150M |
|
36
CALL
PayPal
PYPL
$50.1B
| $283M | 0.15% |
2,445,900
+1,721,900
| +238% | +$229M |
|
37
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.92B
| $281M | 0.15% |
3,126,300
+1,971,400
| +171% | +$182M |
|
38
CALL
Booking.com
BKNG
$151B
| $255M | 0.13% |
+2,710,000
| New | +$253M |
|
|
39
CALL
Alphabet (Google) Class A
GOOGL
$4.62T
| $248M | 0.13% |
+1,782,000
| New | +$242M |
|
40
PUT
Citigroup
C
$230B
| $239M | 0.13% |
+4,483,200
| New | +$277M |
|
41
CALL
Alibaba
BABA
$309B
| $239M | 0.12% |
+2,194,500
| New | +$253M |
|
|
42
Cigna
CI
$72.4B
| $235M | 0.12% |
+982,196
| New | +$230M |
|
43
CALL
Datadog
DDOG
$103B
| $231M | 0.12% |
+1,527,900
| New | +$223M |
|
44
CALL
iShares Silver Trust
SLV
$28.8B
| $230M | 0.12% |
10,051,800
+1,905,300
| +23% | +$42.4M |
|
45
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| $223M | 0.12% |
4,947,300
-5,402,900
| -52% | -$255M |
|
46
PUT
JPMorgan Chase
JPM
$950B
| $221M | 0.12% |
1,620,200
+345,300
| +27% | +$51M |
|
47
CALL
Visa
V
$690B
| $220M | 0.11% |
990,200
+23,100
| +2% | +$5M |
|
|
48
CALL
Netflix
NFLX
$306B
| $217M | 0.11% |
5,791,000
+4,620,000
| +395% | +$192M |
|
49
CALL
Airbnb
ABNB
$89B
| $207M | 0.11% |
+1,206,000
| New | +$192M |
|
|
50
PUT
Alphabet (Google) Class C
GOOG
$4.59T
| $207M | 0.11% |
+1,480,000
| New | +$201M |
|
Similar funds
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 1,398 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 1,398 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.