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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
ADI icon
176
PUT
Analog Devices
ADI
$184B
$77.3M 0.04%
+468,200
New +$75.9M
NEM icon
177
PUT
Newmont
NEM
$111B
$77.3M 0.04%
972,900
+196,500
+25% +$13.3M
SBUX icon
178
PUT
Starbucks
SBUX
$120B
$77.1M 0.04%
847,600
-583,800
-41% -$55.1M
LRCX icon
179
CALL
Lam Research
LRCX
$383B
$76.5M 0.04%
1,423,000
+979,000
+220% +$57M
DIS icon
180
CALL
Walt Disney
DIS
$181B
$76.4M 0.04%
+557,100
New +$80.5M
LMT icon
181
CALL
Lockheed Martin
LMT
$135B
$75.7M 0.04%
171,400
+76,100
+80% +$30.8M
SHOP icon
182
CALL
Shopify
SHOP
$190B
$75.6M 0.04%
1,119,000
+898,000
+406% +$73.7M
TSLA icon
183
Tesla
TSLA
$1.26T
$75.5M 0.04%
210,138
-788,808
-79% -$246M
GS icon
184
CALL
Goldman Sachs
GS
$301B
$75.2M 0.04%
227,900
+147,600
+184% +$52.1M
EL icon
185
CALL
Estee Lauder
EL
$30.9B
$75.2M 0.04%
276,100
+11,900
+5% +$3.58M
MSFT icon
186
Microsoft
MSFT
$3.71T
$75M 0.04%
243,332
-294,158
-55% -$88.5M
TBT icon
187
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
$74.7M 0.04%
3,649,700
-1,121,200
-24% -$21.5M
CLF icon
188
PUT
Cleveland-Cliffs
CLF
$6.98B
$74.5M 0.04%
+2,313,800
New +$52.7M
EWZ icon
189
CALL
iShares MSCI Brazil ETF
EWZ
$9.07B
$74.2M 0.04%
1,963,100
+79,900
+4% +$2.58M
CVS icon
190
CALL
CVS Health
CVS
$123B
$73.2M 0.04%
+723,300
New +$76M
MA icon
191
CALL
Mastercard
MA
$505B
$72.8M 0.04%
203,700
-300,000
-60% -$108M
MET icon
192
PUT
MetLife
MET
$63.7B
$72M 0.04%
1,025,000
+209,900
+26% +$14.2M
XLU icon
193
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
$72M 0.04%
1,933,200
-2,007,400
-51% -$69.6M
MAR icon
194
PUT
Marriott International
MAR
$93.8B
$71.7M 0.04%
408,100
+124,900
+44% +$20.8M
UNP icon
195
CALL
Union Pacific
UNP
$175B
$71.5M 0.04%
261,600
+260,500
+23,682% +$65.8M
PFE icon
196
PUT
Pfizer
PFE
$149B
$71.4M 0.04%
1,379,800
-2,049,400
-60% -$106M
PFE icon
197
CALL
Pfizer
PFE
$149B
$71.3M 0.04%
1,377,800
-1,524,700
-53% -$79.1M
ABBV icon
198
PUT
AbbVie
ABBV
$431B
$71.3M 0.04%
+439,800
New +$63.9M
SNAP icon
199
CALL
Snap
SNAP
$8.83B
$71.3M 0.04%
1,980,700
+516,300
+35% +$18.7M
TMO icon
200
PUT
Thermo Fisher Scientific
TMO
$214B
$71.2M 0.04%
120,500
-36,500
-23% -$21M
6 7
8
9 10

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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.