We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
101
PUT
Caterpillar
CAT
$394B
| $133M | 0.07% |
+597,100
| New | +$125M |
|
102
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $132M | 0.07% |
380,900
+292,000
| +328% | +$101M |
|
103
CALL
Qualcomm
QCOM
$168B
| $131M | 0.07% |
857,400
+125,200
| +17% | +$21M |
|
104
CALL
Freeport-McMoran
FCX
$95.5B
| $130M | 0.07% |
2,623,600
+727,500
| +38% | +$32.2M |
|
105
PUT
Alibaba
BABA
$304B
| $128M | 0.07% |
+1,180,600
| New | +$136M |
|
106
PUT
Applied Materials
AMAT
$419B
| $126M | 0.07% |
+956,100
| New | +$132M |
|
107
PUT
Shopify
SHOP
$190B
| $126M | 0.07% |
1,861,000
-372,000
| -17% | -$30.5M |
|
108
CALL
Diamondback Energy
FANG
$53.1B
| $124M | 0.06% |
+902,800
| New | +$117M |
|
109
PUT
Ford
F
$55B
| $123M | 0.06% |
7,291,500
-2,930,300
| -29% | -$55.7M |
|
|
110
PUT
Freeport-McMoran
FCX
$95.5B
| $122M | 0.06% |
2,460,300
-68,700
| -3% | -$3.04M |
|
111
PUT
GE Aerospace
GE
$389B
| $122M | 0.06% |
2,134,934
+1,154,922
| +118% | +$68.9M |
|
112
CALL
Salesforce
CRM
$153B
| $122M | 0.06% |
572,300
+163,900
| +40% | +$35.3M |
|
113
CALL
Coinbase
COIN
$38.4B
| $121M | 0.06% |
+634,900
| New | +$124M |
|
114
PUT
Carnival Corporation Ltd
CCL
$39.4B
| $118M | 0.06% |
+5,816,300
| New | +$118M |
|
115
CALL
United States Oil Fund
USO
$1.86B
| $117M | 0.06% |
1,582,200
-2,052,300
| -56% | -$138M |
|
116
CALL
Wells Fargo
WFC
$265B
| $113M | 0.06% |
2,334,100
-1,073,200
| -31% | -$57.4M |
|
117
CALL
Mercado Libre
MELI
$92.8B
| $112M | 0.06% |
94,000
+67,800
| +259% | +$73.8M |
|
118
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
| $111M | 0.06% |
+311,100
| New | +$101M |
|
119
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $110M | 0.06% |
422,400
-84,400
| -17% | -$20M |
|
|
120
CALL
Adobe
ADBE
$103B
| $109M | 0.06% |
+239,700
| New | +$115M |
|
121
PUT
Snowflake
SNOW
$110B
| $108M | 0.06% |
471,600
+143,400
| +44% | +$37.1M |
|
|
122
CALL
GE Aerospace
GE
$389B
| $107M | 0.06% |
1,885,503
+430,069
| +30% | +$25.7M |
|
123
CALL
DoorDash
DASH
$92.4B
| $106M | 0.06% |
+904,000
| New | +$97.8M |
|
124
PUT
Lam Research
LRCX
$383B
| $104M | 0.05% |
1,939,000
-170,000
| -8% | -$9.9M |
|
125
PUT
Texas Instruments
TXN
$254B
| $104M | 0.05% |
566,400
-252,900
| -31% | -$44.6M |
|
Similar funds
HF
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.