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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 | |
|---|---|---|---|---|---|---|
126
CALL
Airbnb
ABNB
$89B
| $85.7M | 0.08% |
962,000
-244,000
| -20% | -$31.8M |
|
127
PUT
Uber
UBER
$147B
| $85M | 0.08% |
4,156,500
+361,700
| +10% | +$9.6M |
|
128
CALL
Enphase Energy
ENPH
$5.52B
| $84.9M | 0.08% |
435,000
+183,600
| +73% | +$33.2M |
|
129
PUT
Berkshire Hathaway Class B
BRK.B
$1.12T
| $84.1M | 0.08% |
308,200
-2,900
| -0.9% | -$910K |
|
130
CALL
SolarEdge
SEDG
$2.97B
| $84M | 0.08% |
306,800
+172,000
| +128% | +$47M |
|
131
CALL
AbbVie
ABBV
$431B
| $83.5M | 0.08% |
545,400
-435,400
| -44% | -$66.5M |
|
132
CALL
PNC Financial Services
PNC
$101B
| $83.4M | 0.08% |
528,500
+455,400
| +623% | +$76.3M |
|
133
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.74B
| $82.6M | 0.08% |
1,422,400
+454,300
| +47% | +$28.4M |
|
134
CALL
Snowflake
SNOW
$110B
| $81.7M | 0.08% |
587,600
+153,300
| +35% | +$24.3M |
|
135
CALL
Altria Group
MO
$114B
| $81.4M | 0.08% |
1,947,800
+1,338,000
| +219% | +$69.3M |
|
136
PUT
Caterpillar
CAT
$404B
| $81.1M | 0.08% |
453,700
-143,400
| -24% | -$30.2M |
|
137
CALL
Citigroup
C
$230B
| $80.8M | 0.08% |
1,755,800
-1,036,400
| -37% | -$51.8M |
|
138
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $80.4M | 0.08% |
920,100
+558,500
| +154% | +$52.6M |
|
139
PUT
Workday
WDAY
$42.3B
| $80.3M | 0.08% |
575,100
-256,400
| -31% | -$46.6M |
|
140
PUT
Carnival Corporation Ltd
CCL
$40.5B
| $79.8M | 0.08% |
9,227,000
+3,410,700
| +59% | +$50.1M |
|
141
CALL
Sea Limited
SE
$68.3B
| $79.1M | 0.08% |
1,182,800
+344,100
| +41% | +$29.3M |
|
142
CALL
Zoom
ZM
$29.9B
| $78.1M | 0.07% |
723,200
+565,500
| +359% | +$59.6M |
|
143
CALL
Home Depot
HD
$347B
| $78M | 0.07% |
284,300
+185,200
| +187% | +$54.7M |
|
144
CALL
Honeywell
HON
$78.9B
| $77.5M | 0.07% |
473,206
-39,257
| -8% | -$7.05M |
|
145
PUT
Johnson & Johnson
JNJ
$614B
| $77.4M | 0.07% |
436,100
+252,000
| +137% | +$44.9M |
|
146
CALL
American Airlines Group
AAL
$11B
| $76.1M | 0.07% |
5,999,300
+603,200
| +11% | +$10M |
|
147
PUT
Zillow
Z
$8.3B
| $75.7M | 0.07% |
2,383,500
-630,700
| -21% | -$25.3M |
|
148
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $74.9M | 0.07% |
732,200
+647,650
| +766% | +$66.5M |
|
149
CALL
S&P Global
SPGI
$122B
| $74.5M | 0.07% |
221,100
+17,400
| +9% | +$6.2M |
|
|
DOCU
150
CALL
DocuSign
DOCU
$11B
| $74.4M | 0.07% |
1,297,300
+875,700
| +208% | +$70.9M |
|
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.