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Parallax Volatility Advisers

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
Cap. Flow
+$4B
Cap. Flow %
2.09%
Top 10 Hldgs %
72.59%
Holding
3,426
New
1,397
Increased
544
Reduced
775
Closed
595

Top Buys

Rank Stock Value
1
CI icon
Cigna
CI
+$230M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$167M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$117M
4
DIS icon
Walt Disney
DIS
+$72.3M
5
ADBE icon
Adobe
ADBE
+$63.5M

Top Sells

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$275M
2
TSLA icon
Tesla
TSLA
+$246M
3
META icon
Meta Platforms (Facebook)
META
+$193M
4
MU icon
Micron Technology
MU
+$145M
5
XLE icon
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
NKE icon
226
PUT
Nike
NKE
$61.9B
$61.8M 0.03%
459,500
-449,600
-49% -$63.2M
TXN icon
227
CALL
Texas Instruments
TXN
$261B
$61.7M 0.03%
336,100
+32,900
+11% +$5.8M
UPST icon
228
CALL
Upstart Holdings
UPST
$3.03B
$60.6M 0.03%
555,100
+204,600
+58% +$23.6M
PDD icon
229
PUT
Pinduoduo
PDD
$131B
$60.3M 0.03%
1,502,400
+414,600
+38% +$21.3M
ADBE icon
230
Adobe
ADBE
$105B
$60.1M 0.03%
+131,967
New +$63.5M
GM icon
231
CALL
General Motors
GM
$76.8B
$60.1M 0.03%
1,373,600
-660,800
-32% -$33M
ONON icon
232
CALL
On Holding
ONON
$12.5B
$60M 0.03%
+959,000
New +$25.6M
AFRM icon
233
CALL
Affirm
AFRM
$25.2B
$59.7M 0.03%
+1,290,400
New +$67.5M
XOP icon
234
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$59.7M 0.03%
443,700
-467,700
-51% -$53.8M
STX icon
235
CALL
Seagate
STX
$184B
$59M 0.03%
656,000
+175,300
+36% +$17.9M
CHTR icon
236
PUT
Charter Communications
CHTR
$18.2B
$58.6M 0.03%
+107,400
New +$63M
WYNN icon
237
PUT
Wynn Resorts
WYNN
$10.6B
$58.4M 0.03%
732,600
-406,300
-36% -$34.2M
VZ icon
238
CALL
Verizon
VZ
$196B
$58.1M 0.03%
1,140,100
+97,000
+9% +$5.14M
ENPH icon
239
PUT
Enphase Energy
ENPH
$5.53B
$58M 0.03%
+287,300
New +$45.1M
DAL icon
240
Delta Air Lines
DAL
$60.1B
$57.6M 0.03%
+1,456,330
New +$56.7M
TWTR
241
CALL
DELISTED
Twitter, Inc.
TWTR
$57.6M 0.03%
1,488,500
+446,100
+43% +$16.3M
CAT icon
242
CALL
Caterpillar
CAT
$387B
$57.5M 0.03%
+258,100
New +$54.1M
DG icon
243
CALL
Dollar General
DG
$27.9B
$57.3M 0.03%
+257,400
New +$54.7M
RTX icon
244
CALL
RTX Corp
RTX
$301B
$57.3M 0.03%
578,100
-174,400
-23% -$16.5M
BHC icon
245
Bausch Health
BHC
$2.34B
$56.3M 0.03%
+2,464,200
New +$60.2M
XLI icon
246
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
$54M 0.03%
524,600
-116,000
-18% -$11.8M
CVX icon
247
CALL
Chevron
CVX
$366B
$54M 0.03%
+331,700
New +$47.6M
ATVI
248
PUT
DELISTED
Activision Blizzard
ATVI
$53M 0.03%
+662,000
New +$51.6M
XME icon
249
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
$52.8M 0.03%
861,500
+742,200
+622% +$37.8M
PG icon
250
CALL
Procter & Gamble
PG
$339B
$52.5M 0.03%
343,600
-570,700
-62% -$89.3M
8 9
10
11 12

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Carson Wealth (CWM LLC)
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HF
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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.