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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
-1.35%
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
$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
708
Increased
1,006
Reduced
945
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 | |
|---|---|---|---|---|---|---|
26
CALL
SPDR Gold Trust
GLD
$131B
| $363M | 0.35% |
2,156,100
-3,328,900
| -61% | -$581M |
|
|
27
PUT
SPDR Gold Trust
GLD
$131B
| $351M | 0.33% |
2,080,900
-1,428,200
| -41% | -$249M |
|
28
PUT
Palo Alto Networks
PANW
$270B
| $321M | 0.31% |
3,898,800
-217,800
| -5% | -$19.3M |
|
29
CALL
Meta Platforms (Facebook)
META
$1.42T
| $319M | 0.3% |
+1,979,700
| New | +$382M |
|
30
PUT
NVIDIA
NVDA
$4.86T
| $318M | 0.3% |
20,971,000
-2,952,000
| -12% | -$55.7M |
|
31
CALL
Netflix
NFLX
$299B
| $290M | 0.28% |
16,566,000
+10,775,000
| +186% | +$239M |
|
|
32
CALL
Palo Alto Networks
PANW
$270B
| $280M | 0.27% |
3,398,400
+77,400
| +2% | +$6.86M |
|
33
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $279M | 0.27% |
6,945,400
+3,590,500
| +107% | +$151M |
|
|
34
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $272M | 0.26% |
2,365,400
-742,300
| -24% | -$87.4M |
|
35
PUT
AT&T
T
$159B
| $264M | 0.25% |
2,162,300
-426,782
| -16% | -$8.51M |
|
36
CALL
Thermo Fisher Scientific
TMO
$213B
| $261M | 0.25% |
481,100
+404,200
| +526% | +$222M |
|
37
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $251M | 0.24% |
815,400
+411,500
| +102% | +$135M |
|
|
38
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $242M | 0.23% |
6,038,200
+1,090,900
| +22% | +$45.8M |
|
39
CALL
Mastercard
MA
$506B
| $236M | 0.22% |
748,900
+545,200
| +268% | +$188M |
|
40
CALL
Merck
MRK
$322B
| $227M | 0.22% |
2,491,800
+12,000
| +0.5% | +$1.06M |
|
41
CALL
Qualcomm
QCOM
$155B
| $224M | 0.21% |
1,753,200
+895,800
| +104% | +$122M |
|
42
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
| $219M | 0.21% |
8,383,100
+4,733,400
| +130% | +$120M |
|
43
CALL
Alibaba
BABA
$293B
| $218M | 0.21% |
1,915,600
-278,900
| -13% | -$27.4M |
|
44
CALL
Johnson & Johnson
JNJ
$618B
| $215M | 0.2% |
1,209,500
+353,200
| +41% | +$62.9M |
|
45
CALL
Advanced Micro Devices
AMD
$776B
| $204M | 0.19% |
2,661,400
+792,000
| +42% | +$74.1M |
|
46
CALL
Bristol-Myers Squibb
BMY
$133B
| $202M | 0.19% |
2,627,300
+1,207,900
| +85% | +$92M |
|
|
47
PUT
Boeing
BA
$171B
| $202M | 0.19% |
1,476,900
+625,900
| +74% | +$92.3M |
|
48
CALL
Visa
V
$684B
| $185M | 0.18% |
940,600
-49,600
| -5% | -$10.3M |
|
49
CALL
Target
TGT
$65.6B
| $184M | 0.17% |
1,301,900
+972,100
| +295% | +$186M |
|
50
PUT
JPMorgan Chase
JPM
$935B
| $184M | 0.17% |
1,632,300
+12,100
| +0.7% | +$1.5M |
|
Similar funds
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 945 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 708 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.