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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 | |
|---|---|---|---|---|---|---|
51
CALL
Advanced Micro Devices
AMD
$798B
| $204M | 0.11% |
+1,869,400
| New | +$223M |
|
52
CALL
Merck
MRK
$317B
| $203M | 0.11% |
2,479,800
-700,700
| -22% | -$55.2M |
|
53
PUT
Workday
WDAY
$42B
| $199M | 0.1% |
831,500
-179,200
| -18% | -$42.7M |
|
54
PUT
Broadcom
AVGO
$2T
| $198M | 0.1% |
+3,152,000
| New | +$187M |
|
55
CALL
iShares China Large-Cap ETF
FXI
$4.29B
| $196M | 0.1% |
6,126,900
-2,935,900
| -32% | -$104M |
|
|
56
PUT
Micron Technology
MU
$996B
| $192M | 0.1% |
2,461,500
-1,738,900
| -41% | -$148M |
|
57
PUT
PayPal
PYPL
$51.1B
| $191M | 0.1% |
1,655,500
-389,200
| -19% | -$51.8M |
|
58
PUT
Airbnb
ABNB
$90B
| $189M | 0.1% |
+1,101,200
| New | +$175M |
|
59
PUT
ExxonMobil
XOM
$642B
| $189M | 0.1% |
2,284,800
+1,121,100
| +96% | +$87.1M |
|
60
CALL
Bank of America
BAC
$441B
| $188M | 0.1% |
+4,563,400
| New | +$206M |
|
61
CALL
CrowdStrike
CRWD
$211B
| $180M | 0.09% |
+3,175,200
| New | +$148M |
|
62
CALL
JPMorgan Chase
JPM
$947B
| $176M | 0.09% |
1,293,100
+274,600
| +27% | +$40.5M |
|
63
PUT
iShares MSCI EAFE ETF
EFA
$79.4B
| $174M | 0.09% |
2,360,500
-332,700
| -12% | -$24.9M |
|
|
64
CALL
ExxonMobil
XOM
$642B
| $172M | 0.09% |
2,079,600
+958,300
| +85% | +$74.5M |
|
65
PUT
Qualcomm
QCOM
$168B
| $171M | 0.09% |
1,116,400
-1,005,300
| -47% | -$169M |
|
|
66
PUT
CrowdStrike
CRWD
$211B
| $164M | 0.09% |
+2,895,200
| New | +$135M |
|
67
PUT
Wells Fargo
WFC
$265B
| $164M | 0.09% |
3,386,700
-381,600
| -10% | -$20.4M |
|
68
PUT
Coinbase
COIN
$38.4B
| $164M | 0.09% |
+863,100
| New | +$169M |
|
69
PUT
Boeing
BA
$184B
| $163M | 0.09% |
+851,000
| New | +$171M |
|
|
70
PUT
Bank of America
BAC
$441B
| $162M | 0.08% |
+3,937,700
| New | +$178M |
|
|
71
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
| $160M | 0.08% |
1,210,868
+1,210,867
| +121,086,700% | +$167M |
|
72
CALL
AbbVie
ABBV
$431B
| $159M | 0.08% |
+980,800
| New | +$142M |
|
|
XYZ
73
CALL
Block Inc
XYZ
$47B
| $158M | 0.08% |
+1,163,800
| New | +$141M |
|
|
74
PUT
Walt Disney
DIS
$182B
| $156M | 0.08% |
+1,135,600
| New | +$164M |
|
75
PUT
Goldman Sachs
GS
$301B
| $154M | 0.08% |
466,000
+18,000
| +4% | +$6.36M |
|
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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.