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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 | |
|---|---|---|---|---|---|---|
51
CALL
Diamondback Energy
FANG
$55.9B
| $180M | 0.17% |
1,484,600
+581,800
| +64% | +$79.7M |
|
52
PUT
Alibaba
BABA
$307B
| $174M | 0.17% |
1,534,800
+354,200
| +30% | +$34.7M |
|
53
CALL
FedEx
FDX
$72.7B
| $170M | 0.16% |
751,800
+370,200
| +97% | +$79M |
|
54
PUT
Advanced Micro Devices
AMD
$784B
| $168M | 0.16% |
2,199,300
-942,200
| -30% | -$88.2M |
|
55
CALL
CrowdStrike
CRWD
$202B
| $168M | 0.16% |
3,983,600
+808,400
| +25% | +$36.6M |
|
56
PUT
Occidental Petroleum
OXY
$55.3B
| $164M | 0.16% |
2,791,400
+1,095,200
| +65% | +$67.3M |
|
|
57
PUT
CrowdStrike
CRWD
$202B
| $162M | 0.15% |
3,832,800
+937,600
| +32% | +$42.5M |
|
58
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
| $158M | 0.15% |
5,018,400
+1,074,000
| +27% | +$37.1M |
|
|
JWN
59
CALL
DELISTED
Nordstrom
JWN
| $155M | 0.15% |
7,345,000
+7,049,100
| +2,382% | +$180M |
|
60
CALL
ExxonMobil
XOM
$643B
| $154M | 0.15% |
1,803,000
-276,600
| -13% | -$24.9M |
|
|
61
Invesco QQQ Trust
QQQ
$468B
| $153M | 0.15% |
546,708
+546,707
| +54,670,700% | +$170M |
|
|
62
PUT
ExxonMobil
XOM
$643B
| $151M | 0.14% |
1,763,900
-520,900
| -23% | -$47M |
|
63
CALL
Lowe's Companies
LOW
$117B
| $149M | 0.14% |
850,700
+788,000
| +1,257% | +$152M |
|
64
CALL
Moderna
MRNA
$22.3B
| $148M | 0.14% |
1,035,300
+634,000
| +158% | +$90.6M |
|
65
PUT
Mastercard
MA
$502B
| $147M | 0.14% |
467,500
+178,800
| +62% | +$61.6M |
|
|
66
PUT
Cigna
CI
$74.1B
| $146M | 0.14% |
552,800
+514,600
| +1,347% | +$133M |
|
67
CALL
Datadog
DDOG
$97.4B
| $142M | 0.14% |
1,492,800
-35,100
| -2% | -$3.86M |
|
68
PUT
VanEck Semiconductor ETF
SMH
$68B
| $142M | 0.13% |
1,391,400
+905,800
| +187% | +$105M |
|
69
CALL
Pinduoduo
PDD
$128B
| $141M | 0.13% |
2,284,000
+1,110,900
| +95% | +$52.1M |
|
70
CALL
JPMorgan Chase
JPM
$935B
| $140M | 0.13% |
1,239,200
-53,900
| -4% | -$6.68M |
|
71
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $138M | 0.13% |
5,277,500
+2,156,100
| +69% | +$54.8M |
|
72
PUT
Amgen
AMGN
$204B
| $138M | 0.13% |
566,800
+165,100
| +41% | +$40.5M |
|
73
CALL
Ulta Beauty
ULTA
$22.6B
| $136M | 0.13% |
353,900
+273,300
| +339% | +$109M |
|
74
CALL
iShares Silver Trust
SLV
$27.8B
| $136M | 0.13% |
7,310,400
-2,741,400
| -27% | -$57.2M |
|
75
PUT
Dow Inc
DOW
$21.9B
| $135M | 0.13% |
2,616,000
+1,822,100
| +230% | +$117M |
|
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.