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
-1.35%
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
$105B
AUM Growth
-$86.5B
(-45%)
Cap. Flow
-$109B
Cap. Flow
% of AUM
-103.64%
Top 10 Holdings %
Top 10 Hldgs %
29.79%
Holding
3,543
New
707
Increased
1,006
Reduced
944
Closed
671
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
GSK
GSK
|
+$708M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$170M |
| 3 |
Cigna
CI
|
+$105M |
| 4 |
Tesla
TSLA
|
+$80.8M |
| 5 |
Boeing
BA
|
+$67.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
FB Financial Corp
FBK
|
+$295M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$143M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$86.7M |
| 4 |
Microsoft
MSFT
|
+$65.9M |
| 5 |
Walt Disney
DIS
|
+$55.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 1.89% |
| 2 | Technology | 0.44% |
| 3 | Consumer Discretionary | 0.42% |
| 4 | Financials | 0.29% |
| 5 | Energy | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
CALL
PepsiCo
PEP
$189B
| $23.6M | 0.02% |
141,400
+75,700
| +115% | +$12.7M |
|
402
Carnival Corporation Ltd
CCL
$39.4B
| $23.5M | 0.02% |
2,717,347
+1,311,008
| +93% | +$19.2M |
|
403
PUT
iShares MBS ETF
MBB
$39B
| $23.4M | 0.02% |
+240,000
| New | +$23.5M |
|
|
SPR
404
PUT
DELISTED
Spirit AeroSystems
SPR
| $23.3M | 0.02% |
794,500
+102,100
| +15% | +$3.66M |
|
405
PUT
iShares MSCI Brazil ETF
EWZ
$9.07B
| $23.2M | 0.02% |
848,300
-537,800
| -39% | -$17.8M |
|
406
CALL
Alexandria Real Estate Equities
ARE
$8.34B
| $22.9M | 0.02% |
+158,000
| New | +$26.8M |
|
407
CALL
Affirm
AFRM
$25.6B
| $22.6M | 0.02% |
1,250,500
-39,900
| -3% | -$1.09M |
|
408
Airbnb
ABNB
$90B
| $22.5M | 0.02% |
+252,204
| New | +$32.8M |
|
409
CALL
US Bancorp
USB
$99.4B
| $22.5M | 0.02% |
488,000
+249,900
| +105% | +$12.5M |
|
410
CALL
Pinterest
PINS
$13.2B
| $22.5M | 0.02% |
1,236,500
+532,000
| +76% | +$11.1M |
|
411
CALL
Ollie's Bargain Outlet
OLLI
$4.71B
| $22.4M | 0.02% |
+381,400
| New | +$19.3M |
|
412
Altria Group
MO
$113B
| $22.3M | 0.02% |
534,660
+531,053
| +14,723% | +$27.5M |
|
413
PUT
HubSpot
HUBS
$10.4B
| $22.3M | 0.02% |
74,200
+23,800
| +47% | +$8.69M |
|
414
PUT
Dell
DELL
$283B
| $22.3M | 0.02% |
481,800
+425,400
| +754% | +$20.1M |
|
|
ARI
415
PUT
Apollo Commercial Real Estate
ARI
$876M
| $22.2M | 0.02% |
2,130,200
+250,000
| +13% | +$3.07M |
|
416
PUT
Herbalife
HLF
$1.19B
| $21.9M | 0.02% |
1,070,500
+299,700
| +39% | +$7.41M |
|
417
Zscaler
ZS
$26.3B
| $21.9M | 0.02% |
146,417
+30,690
| +27% | +$5.43M |
|
418
CALL
Emerson Electric
EMR
$87.5B
| $21.9M | 0.02% |
274,700
+99,800
| +57% | +$8.8M |
|
419
CALL
Southern Company
SO
$107B
| $21.8M | 0.02% |
306,200
+234,900
| +329% | +$17.2M |
|
420
PUT
Verizon
VZ
$195B
| $21.7M | 0.02% |
427,900
+383,200
| +857% | +$19.4M |
|
421
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $21.6M | 0.02% |
371,422
+371,421
| +37,142,100% | +$23.2M |
|
422
PUT
KKR & Co
KKR
$92.8B
| $21.5M | 0.02% |
464,000
+291,300
| +169% | +$15.3M |
|
423
PUT
Dollar Tree
DLTR
$24.9B
| $21.5M | 0.02% |
137,700
+121,200
| +735% | +$19.2M |
|
424
PUT
Petrobras
PBR
$119B
| $21.3M | 0.02% |
+1,820,700
| New | +$25.2M |
|
|
MRO
425
CALL
DELISTED
Marathon Oil Corporation
MRO
| $21.1M | 0.02% |
939,900
+922,300
| +5,240% | +$24.7M |
|
Similar funds
HF
Parallax Volatility Advisers's Q2 2022 Portfolio in Review
As of Q2 2022, Parallax Volatility Advisers held 3,543 positions worth $105B, down 45% from $192B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Parallax Volatility Advisers withdrew a net $109B in Q2 2022, closing 671 positions and reducing 944 holdings. Its most notable exit was FB Financial Corp, an estimated $295M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 1.9% of assets, up from 0.2% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in GSK worth $1.53B.
- Parallax Volatility Advisers's largest Q2 2022 buy was GSK: 12,829,784 shares worth $1.53B.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q2 2022, an estimated $170M increase.
- Parallax Volatility Advisers's biggest Q2 2022 reduction was iShares 20+ Year Treasury Bond ETF, cutting an estimated $143M.
- Parallax Volatility Advisers fully exited FB Financial Corp in Q2 2022, selling an estimated $295M.
- Parallax Volatility Advisers's ten largest holdings make up 30% of its $105B portfolio in Q2 2022.
- Parallax Volatility Advisers opened 707 new positions and closed 671 in Q2 2022.
- Parallax Volatility Advisers's portfolio value fell 45% quarter-over-quarter to $105B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2022, filed 15 Aug 2022.