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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 | |
|---|---|---|---|---|---|---|
|
XYZ
101
PUT
Block Inc
XYZ
$48.9B
| $111M | 0.11% |
1,798,400
-664,400
| -27% | -$60.7M |
|
102
PUT
Wells Fargo
WFC
$266B
| $109M | 0.1% |
2,789,200
-597,500
| -18% | -$26.2M |
|
103
CALL
Bank of America
BAC
$438B
| $109M | 0.1% |
3,509,100
-1,054,300
| -23% | -$38M |
|
104
PUT
Airbnb
ABNB
$89.4B
| $108M | 0.1% |
1,211,600
+110,400
| +10% | +$14.4M |
|
105
CALL
TSMC
TSM
$2.11T
| $107M | 0.1% |
1,304,200
-169,700
| -12% | -$15.7M |
|
106
CALL
Freeport-McMoran
FCX
$91.5B
| $107M | 0.1% |
3,643,400
+1,019,800
| +39% | +$40.8M |
|
107
CALL
United Parcel Service
UPS
$90.8B
| $104M | 0.1% |
570,800
+172,100
| +43% | +$31.4M |
|
108
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $104M | 0.1% |
338,000
-42,900
| -11% | -$14M |
|
109
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
| $102M | 0.1% |
2,858,000
+1,950,600
| +215% | +$78.3M |
|
110
CALL
Intel
INTC
$459B
| $97.6M | 0.09% |
2,610,000
+772,800
| +42% | +$33.4M |
|
111
CALL
Occidental Petroleum
OXY
$55.2B
| $97.4M | 0.09% |
1,654,100
+505,900
| +44% | +$31.1M |
|
112
CALL
Roblox
RBLX
$26.2B
| $97.3M | 0.09% |
2,961,400
+2,154,000
| +267% | +$72.4M |
|
113
CALL
VanEck Semiconductor ETF
SMH
$68.5B
| $96.7M | 0.09% |
949,600
+763,400
| +410% | +$88.7M |
|
114
CALL
KraneShares CSI China Internet ETF
KWEB
$5.69B
| $96.3M | 0.09% |
2,939,200
-666,400
| -18% | -$19.1M |
|
115
CALL
PayPal
PYPL
$49.5B
| $96M | 0.09% |
1,375,000
-1,070,900
| -44% | -$92.9M |
|
|
116
CALL
Wells Fargo
WFC
$266B
| $95.6M | 0.09% |
2,440,600
+106,500
| +5% | +$4.67M |
|
117
PUT
S&P Global
SPGI
$123B
| $95.2M | 0.09% |
282,400
+166,200
| +143% | +$59.2M |
|
118
PUT
Royal Caribbean
RCL
$86.7B
| $94.9M | 0.09% |
2,718,300
+1,482,400
| +120% | +$92.2M |
|
119
CALL
JD.com
JD
$44.6B
| $91.2M | 0.09% |
1,419,500
-886,800
| -38% | -$51.2M |
|
120
PUT
Goldman Sachs
GS
$303B
| $90.5M | 0.09% |
304,600
-161,400
| -35% | -$50.3M |
|
121
CALL
Verizon
VZ
$198B
| $90.5M | 0.09% |
1,782,400
+642,300
| +56% | +$32.5M |
|
122
CALL
Take-Two Interactive
TTWO
$45.8B
| $90.4M | 0.09% |
738,000
+637,400
| +634% | +$81.1M |
|
|
123
PUT
TSMC
TSM
$2.11T
| $90.3M | 0.09% |
1,104,700
-268,600
| -20% | -$24.8M |
|
124
PUT
Morgan Stanley
MS
$332B
| $87.9M | 0.08% |
1,155,500
+54,300
| +5% | +$4.45M |
|
125
CALL
iShares China Large-Cap ETF
FXI
$4.35B
| $86M | 0.08% |
2,535,800
-3,591,100
| -59% | -$113M |
|
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.