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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 | |
|---|---|---|---|---|---|---|
201
PUT
United Airlines
UAL
$41.7B
| $57.7M | 0.05% |
1,629,100
-481,700
| -23% | -$21.1M |
|
202
PUT
Walmart Inc
WMT
$881B
| $57.4M | 0.05% |
1,415,400
+732,000
| +107% | +$33.8M |
|
203
PUT
Datadog
DDOG
$97.4B
| $57.2M | 0.05% |
600,700
-327,800
| -35% | -$36M |
|
204
PUT
CarMax
KMX
$8.29B
| $57.2M | 0.05% |
632,200
+542,700
| +606% | +$51M |
|
205
PUT
GE Aerospace
GE
$383B
| $57M | 0.05% |
1,437,842
-697,092
| -33% | -$33.8M |
|
206
PUT
iShares TIPS Bond ETF
TIP
$14.5B
| $57M | 0.05% |
+500,000
| New | +$59.3M |
|
207
PUT
United Parcel Service
UPS
$90.8B
| $57M | 0.05% |
312,000
+81,700
| +35% | +$14.9M |
|
|
DOCU
208
PUT
DocuSign
DOCU
$10.5B
| $56.8M | 0.05% |
989,200
+189,900
| +24% | +$15.4M |
|
209
PUT
Marriott International
MAR
$90.4B
| $56.6M | 0.05% |
416,400
+8,300
| +2% | +$1.37M |
|
210
CALL
iShares MSCI Brazil ETF
EWZ
$9.22B
| $56.3M | 0.05% |
2,056,100
+93,000
| +5% | +$3.08M |
|
211
CALL
Academy Sports + Outdoors
ASO
$3.01B
| $55.9M | 0.05% |
1,573,400
+1,472,200
| +1,455% | +$53.9M |
|
212
PUT
RTX Corp
RTX
$292B
| $55.9M | 0.05% |
581,500
+576,200
| +10,872% | +$55.4M |
|
213
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $55.7M | 0.05% |
434,400
-561,600
| -56% | -$73.6M |
|
214
PUT
EOG Resources
EOG
$77.6B
| $55.7M | 0.05% |
504,600
+486,300
| +2,657% | +$60.4M |
|
215
PUT
AbbVie
ABBV
$433B
| $55M | 0.05% |
359,400
-80,400
| -18% | -$12.3M |
|
216
PUT
Procter & Gamble
PG
$338B
| $53.8M | 0.05% |
373,900
+76,700
| +26% | +$11.5M |
|
217
PUT
lululemon athletica
LULU
$14B
| $53.7M | 0.05% |
197,000
+122,100
| +163% | +$39.1M |
|
218
CALL
Devon Energy
DVN
$51.4B
| $53.4M | 0.05% |
968,500
+790,300
| +443% | +$51.6M |
|
219
PUT
Expedia Group
EXPE
$35.8B
| $53.3M | 0.05% |
562,600
+161,800
| +40% | +$22.9M |
|
|
220
CALL
RTX Corp
RTX
$292B
| $52.9M | 0.05% |
550,700
-27,400
| -5% | -$2.63M |
|
221
PUT
Snap
SNAP
$8.48B
| $52.8M | 0.05% |
4,022,800
+10,200
| +0.3% | +$233K |
|
222
PUT
Ulta Beauty
ULTA
$23B
| $52.2M | 0.05% |
135,300
+20,500
| +18% | +$8.15M |
|
223
CALL
ON Semiconductor
ON
$31.3B
| $51.6M | 0.05% |
+1,026,600
| New | +$57.2M |
|
224
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $51.6M | 0.05% |
694,300
-48,700
| -7% | -$3.66M |
|
225
CALL
Marathon Petroleum
MPC
$89.6B
| $51.5M | 0.05% |
627,000
+19,800
| +3% | +$1.85M |
|
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.