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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 | |
|---|---|---|---|---|---|---|
|
FLOW
1
CALL
DELISTED
SPX FLOW, Inc.
FLOW
| $60.2B | 31.41% |
+1,580,000
| New | +$136M |
|
|
FLOW
2
PUT
DELISTED
SPX FLOW, Inc.
FLOW
| $47.4B | 24.76% |
+15,206,000
| New | +$1.31B |
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$782B
| $13.4B | 7% |
29,686,700
-7,116,700
| -19% | -$3.17B |
|
4
PUT
Invesco QQQ Trust
QQQ
$444B
| $5.47B | 2.86% |
15,091,300
+2,377,200
| +19% | +$844M |
|
|
5
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $3.51B | 1.83% |
17,120,300
-1,974,900
| -10% | -$403M |
|
|
6
CALL
Invesco QQQ Trust
QQQ
$444B
| $2.55B | 1.33% |
7,025,000
-1,300,300
| -16% | -$462M |
|
|
7
PUT
Tesla
TSLA
$1.21T
| $2.34B | 1.22% |
6,502,800
+783,000
| +14% | +$244M |
|
|
8
CALL
Tesla
TSLA
$1.21T
| $1.55B | 0.81% |
4,322,400
-6,844,800
| -61% | -$2.13B |
|
|
9
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$782B
| $1.41B | 0.73% |
3,115,500
-1,409,400
| -31% | -$627M |
|
10
PUT
Microsoft
MSFT
$2.9T
| $1.22B | 0.64% |
3,950,100
-2,677,400
| -40% | -$806M |
|
11
CALL
SPDR Gold Trust
GLD
$130B
| $991M | 0.52% |
5,485,000
+3,320,100
| +153% | +$582M |
|
12
PUT
Amazon
AMZN
$2.47T
| $973M | 0.51% |
+5,970,000
| New | +$922M |
|
|
13
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $908M | 0.47% |
4,422,700
-3,176,000
| -42% | -$648M |
|
14
PUT
Apple
AAPL
$5.01T
| $746M | 0.39% |
+4,270,700
| New | +$718M |
|
15
PUT
FB Financial Corp
FBK
$2.98B
| $685M | 0.36% |
+3,078,400
| New | +$138M |
|
|
16
PUT
NVIDIA
NVDA
$4.74T
| $653M | 0.34% |
23,923,000
-17,182,000
| -42% | -$431M |
|
|
17
PUT
SPDR Gold Trust
GLD
$130B
| $634M | 0.33% |
3,509,100
+821,400
| +31% | +$144M |
|
|
18
CALL
Apple
AAPL
$5.01T
| $564M | 0.29% |
+3,232,600
| New | +$544M |
|
19
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $560M | 0.29% |
6,800,700
+2,285,700
| +51% | +$191M |
|
20
PUT
Booking.com
BKNG
$153B
| $528M | 0.28% |
+5,622,500
| New | +$525M |
|
|
21
CALL
Microsoft
MSFT
$2.9T
| $454M | 0.24% |
1,473,100
+271,600
| +23% | +$81.7M |
|
|
22
CALL
Amazon
AMZN
$2.47T
| $446M | 0.23% |
+2,734,000
| New | +$422M |
|
|
23
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $435M | 0.23% |
3,292,900
+2,631,600
| +398% | +$363M |
|
24
PUT
Palo Alto Networks
PANW
$258B
| $427M | 0.22% |
4,116,600
-1,142,400
| -22% | -$102M |
|
|
25
CALL
FB Financial Corp
FBK
$2.98B
| $426M | 0.22% |
+1,916,300
| New | +$85.6M |
|
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.