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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 | |
|---|---|---|---|---|---|---|
151
PUT
Intel
INTC
$459B
| $74.4M | 0.07% |
1,989,300
+689,300
| +53% | +$29.8M |
|
152
PUT
DoorDash
DASH
$87.4B
| $74.4M | 0.07% |
1,159,700
+486,600
| +72% | +$38.6M |
|
|
153
Boeing
BA
$185B
| $74.1M | 0.07% |
541,840
+457,069
| +539% | +$67.4M |
|
154
CALL
NCR Voyix
VYX
$1.19B
| $73.5M | 0.07% |
+3,853,320
| New | +$82.2M |
|
155
PUT
Chevron
CVX
$385B
| $73.3M | 0.07% |
506,200
+325,300
| +180% | +$53.8M |
|
156
PUT
iShares US Real Estate ETF
IYR
$4.67B
| $73.2M | 0.07% |
796,100
+712,400
| +851% | +$71M |
|
157
PUT
Enphase Energy
ENPH
$5.2B
| $73.1M | 0.07% |
374,200
+86,900
| +30% | +$15.7M |
|
158
PUT
Devon Energy
DVN
$51.4B
| $71.8M | 0.07% |
1,303,000
+1,008,800
| +343% | +$65.9M |
|
159
CALL
ConocoPhillips
COP
$145B
| $70.6M | 0.07% |
786,500
+601,400
| +325% | +$62M |
|
160
CALL
Valero Energy
VLO
$88.5B
| $70.4M | 0.07% |
661,900
+405,900
| +159% | +$48M |
|
161
PUT
Altria Group
MO
$114B
| $70.2M | 0.07% |
1,680,600
+1,115,200
| +197% | +$57.7M |
|
162
PUT
iShares Silver Trust
SLV
$28B
| $70.1M | 0.07% |
3,762,200
+1,855,700
| +97% | +$38.7M |
|
163
CALL
Simon Property Group
SPG
$74.3B
| $69.7M | 0.07% |
+734,200
| New | +$84.1M |
|
164
CALL
Morgan Stanley
MS
$332B
| $69.1M | 0.07% |
908,600
-65,200
| -7% | -$5.34M |
|
165
CALL
Cisco
CSCO
$457B
| $68.7M | 0.07% |
1,611,400
+350,900
| +28% | +$16.8M |
|
166
CALL
Dollar General
DG
$28.2B
| $68.2M | 0.06% |
277,900
+20,500
| +8% | +$4.79M |
|
167
PUT
Oracle
ORCL
$409B
| $68.2M | 0.06% |
975,800
-52,000
| -5% | -$3.81M |
|
168
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58B
| $68M | 0.06% |
2,161,200
-396,400
| -15% | -$13.7M |
|
169
CALL
Nike
NKE
$63.3B
| $67.9M | 0.06% |
664,300
+295,000
| +80% | +$34.9M |
|
170
CALL
Salesforce
CRM
$152B
| $67.9M | 0.06% |
411,200
-161,100
| -28% | -$28.5M |
|
171
PUT
Diamondback Energy
FANG
$55.9B
| $67.3M | 0.06% |
555,800
+215,100
| +63% | +$29.5M |
|
172
Sprott Physical Gold and Silver Trust
CEF
$7.42B
| $67.2M | 0.06% |
3,995,433
| – | – |
|
173
CALL
Chipotle Mexican Grill
CMG
$47.5B
| $66.5M | 0.06% |
2,545,000
+1,535,000
| +152% | +$42.8M |
|
174
CALL
Broadcom
AVGO
$1.87T
| $66.4M | 0.06% |
1,367,000
+661,000
| +94% | +$37.1M |
|
|
175
PUT
Nike
NKE
$63.3B
| $66.2M | 0.06% |
647,800
+188,300
| +41% | +$22.3M |
|
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.