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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 | |
|---|---|---|---|---|---|---|
176
CALL
lululemon athletica
LULU
$14B
| $65.9M | 0.06% |
241,700
+172,000
| +247% | +$55.1M |
|
177
CALL
Medtronic
MDT
$111B
| $65.4M | 0.06% |
728,200
-161,800
| -18% | -$16.4M |
|
178
PUT
Li Auto
LI
$13.6B
| $65.2M | 0.06% |
1,701,700
+1,055,300
| +163% | +$28.2M |
|
179
CALL
First Solar
FSLR
$25B
| $65.1M | 0.06% |
955,300
+618,200
| +183% | +$44M |
|
180
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
| $65M | 0.06% |
543,600
+99,900
| +23% | +$14M |
|
181
CALL
General Motors
GM
$76.9B
| $64.5M | 0.06% |
2,030,500
+656,900
| +48% | +$24.6M |
|
182
PUT
Broadcom
AVGO
$1.87T
| $64.3M | 0.06% |
1,323,000
-1,829,000
| -58% | -$103M |
|
183
PUT
Deere & Co
DE
$163B
| $64.2M | 0.06% |
214,200
+9,400
| +5% | +$3.46M |
|
184
CALL
Charter Communications
CHTR
$17.2B
| $64M | 0.06% |
136,500
+51,100
| +60% | +$24.9M |
|
185
PUT
Costco
COST
$423B
| $63.9M | 0.06% |
133,400
+64,700
| +94% | +$32.8M |
|
186
CALL
Phillips 66
PSX
$82.7B
| $63.6M | 0.06% |
776,200
+622,800
| +406% | +$57.6M |
|
187
PUT
Cisco
CSCO
$457B
| $63.6M | 0.06% |
1,490,900
+366,900
| +33% | +$17.6M |
|
188
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $63.6M | 0.06% |
495,700
-109,600
| -18% | -$14.4M |
|
189
CALL
Wynn Resorts
WYNN
$10.2B
| $63.2M | 0.06% |
1,108,800
+555,900
| +101% | +$36.7M |
|
190
CALL
DoorDash
DASH
$87.4B
| $62.4M | 0.06% |
972,500
+68,500
| +8% | +$5.44M |
|
191
PUT
Marathon Petroleum
MPC
$89.6B
| $62.4M | 0.06% |
759,100
+248,800
| +49% | +$23.3M |
|
192
PUT
Pfizer
PFE
$143B
| $62M | 0.06% |
1,183,200
-196,600
| -14% | -$10M |
|
193
CALL
CVS Health
CVS
$134B
| $61.7M | 0.06% |
665,400
-57,900
| -8% | -$5.65M |
|
194
PUT
SolarEdge
SEDG
$2.74B
| $61.6M | 0.06% |
225,000
+107,500
| +91% | +$29.4M |
|
195
PUT
ServiceNow
NOW
$118B
| $61.5M | 0.06% |
646,500
-127,500
| -16% | -$12.2M |
|
196
PUT
Adobe
ADBE
$99.9B
| $61.1M | 0.06% |
166,900
-129,400
| -44% | -$52.7M |
|
|
197
CALL
Adobe
ADBE
$99.9B
| $60.6M | 0.06% |
165,400
-74,300
| -31% | -$30.2M |
|
198
CALL
Amgen
AMGN
$204B
| $59.8M | 0.06% |
245,600
+38,600
| +19% | +$9.46M |
|
199
CALL
Union Pacific
UNP
$173B
| $58.8M | 0.06% |
275,900
+14,300
| +5% | +$3.25M |
|
|
DFS
200
PUT
DELISTED
Discover Financial Services
DFS
| $58.4M | 0.06% |
617,900
+526,100
| +573% | +$56.3M |
|
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.