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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 | |
|---|---|---|---|---|---|---|
76
PUT
Target
TGT
$67.8B
| $134M | 0.13% |
949,000
+846,300
| +824% | +$162M |
|
77
PUT
Visa
V
$683B
| $133M | 0.13% |
673,200
+275,000
| +69% | +$56.8M |
|
78
CALL
Costco
COST
$423B
| $132M | 0.13% |
275,900
+187,300
| +211% | +$95M |
|
79
PUT
iShares MSCI EAFE ETF
EFA
$78.4B
| $129M | 0.12% |
2,064,300
-296,200
| -13% | -$20.2M |
|
80
CALL
Pfizer
PFE
$143B
| $126M | 0.12% |
2,397,100
+1,019,300
| +74% | +$51.9M |
|
81
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
| $126M | 0.12% |
2,161,300
-4,600
| -0.2% | -$287K |
|
82
PUT
Citigroup
C
$224B
| $124M | 0.12% |
2,704,900
-1,778,300
| -40% | -$89M |
|
83
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.8B
| $124M | 0.12% |
1,127,400
-1,581,800
| -58% | -$179M |
|
84
PUT
Qualcomm
QCOM
$159B
| $124M | 0.12% |
970,200
-146,200
| -13% | -$19.9M |
|
85
CALL
Booking.com
BKNG
$149B
| $123M | 0.12% |
1,765,000
-945,000
| -35% | -$80.6M |
|
86
PUT
Bank of America
BAC
$438B
| $122M | 0.12% |
3,911,600
-26,100
| -0.7% | -$940K |
|
87
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $122M | 0.12% |
1,638,700
-1,487,600
| -48% | -$112M |
|
88
PUT
Pinduoduo
PDD
$128B
| $119M | 0.11% |
1,922,100
+419,700
| +28% | +$19.7M |
|
89
CALL
Micron Technology
MU
$937B
| $117M | 0.11% |
2,108,000
+286,200
| +16% | +$19.4M |
|
90
PUT
American Airlines Group
AAL
$10.6B
| $114M | 0.11% |
9,005,700
+1,496,000
| +20% | +$24.9M |
|
91
CALL
Chevron
CVX
$385B
| $114M | 0.11% |
787,500
+455,800
| +137% | +$75.3M |
|
|
92
Tesla
TSLA
$1.27T
| $114M | 0.11% |
506,115
+295,977
| +141% | +$80.8M |
|
93
PUT
PayPal
PYPL
$49.5B
| $113M | 0.11% |
1,621,800
-33,700
| -2% | -$2.92M |
|
94
PUT
FedEx
FDX
$73.2B
| $113M | 0.11% |
497,400
-102,800
| -17% | -$21.9M |
|
|
95
CALL
Boeing
BA
$185B
| $112M | 0.11% |
821,500
+35,400
| +5% | +$5.22M |
|
96
CALL
United States Oil Fund
USO
$1.91B
| $112M | 0.11% |
1,393,500
-188,700
| -12% | -$15.3M |
|
|
97
PUT
Micron Technology
MU
$937B
| $111M | 0.11% |
2,014,900
-446,600
| -18% | -$30.3M |
|
98
PUT
Moderna
MRNA
$21.9B
| $111M | 0.11% |
779,600
+182,900
| +31% | +$26.1M |
|
99
PUT
JD.com
JD
$44.6B
| $111M | 0.11% |
1,728,500
-49,800
| -3% | -$2.87M |
|
|
XYZ
100
CALL
Block Inc
XYZ
$48.9B
| $111M | 0.11% |
1,800,300
+636,500
| +55% | +$58.2M |
|
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.