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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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $6.73B | 6.41% |
17,847,500
-11,839,200
| -40% | -$4.85B |
|
2
PUT
Netflix
NFLX
$301B
| $3.02B | 2.87% |
172,430,000
+163,388,000
| +1,807% | +$3.62B |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $2.58B | 2.46% |
15,257,600
-1,862,700
| -11% | -$343M |
|
|
4
PUT
Invesco QQQ Trust
QQQ
$445B
| $2.55B | 2.43% |
9,110,400
-5,980,900
| -40% | -$1.86B |
|
5
CALL
AT&T
T
$169B
| $1.55B | 1.48% |
3,078,000
-2,217,470
| -42% | -$44.2M |
|
|
6
GSK
GSK
$108B
| $1.53B | 1.46% |
+12,829,784
| New | +$708M |
|
|
7
CALL
Invesco QQQ Trust
QQQ
$445B
| $1.48B | 1.41% |
5,281,600
-1,743,400
| -25% | -$541M |
|
8
PUT
IBM
IBM
$214B
| $964M | 0.92% |
134,800
-49,300
| -27% | -$6.65M |
|
|
9
PUT
Tesla
TSLA
$1.21T
| $816M | 0.78% |
3,634,500
-2,868,300
| -44% | -$783M |
|
|
10
CALL
Tesla
TSLA
$1.21T
| $761M | 0.72% |
3,391,800
-930,600
| -22% | -$254M |
|
|
11
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $734M | 0.7% |
4,331,700
-91,000
| -2% | -$16.8M |
|
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $685M | 0.65% |
9,299,800
+2,499,100
| +37% | +$194M |
|
13
CALL
Apple
AAPL
$4.99T
| $669M | 0.64% |
4,896,300
+1,663,700
| +51% | +$252M |
|
|
14
CALL
Microsoft
MSFT
$2.92T
| $655M | 0.62% |
2,551,200
+1,078,100
| +73% | +$293M |
|
|
15
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $651M | 0.62% |
1,724,300
-1,391,200
| -45% | -$570M |
|
|
16
PUT
Microsoft
MSFT
$2.92T
| $627M | 0.6% |
2,439,600
-1,510,500
| -38% | -$410M |
|
17
CALL
Amazon
AMZN
$2.48T
| $619M | 0.59% |
5,827,700
+3,093,700
| +113% | +$387M |
|
|
18
PUT
Apple
AAPL
$4.99T
| $547M | 0.52% |
4,000,800
-269,900
| -6% | -$40.9M |
|
19
PUT
Booking.com
BKNG
$154B
| $533M | 0.51% |
7,617,500
+1,995,000
| +35% | +$170M |
|
20
CALL
NVIDIA
NVDA
$4.77T
| $467M | 0.44% |
30,831,000
+20,114,000
| +188% | +$380M |
|
|
21
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $441M | 0.42% |
3,843,500
+550,600
| +17% | +$64.8M |
|
|
22
CALL
Cigna
CI
$79.6B
| $403M | 0.38% |
1,529,500
+89,700
| +6% | +$23.1M |
|
23
PUT
Meta Platforms (Facebook)
META
$1.51T
| $390M | 0.37% |
+2,417,800
| New | +$466M |
|
|
24
PUT
Amazon
AMZN
$2.48T
| $380M | 0.36% |
3,575,800
-2,394,200
| -40% | -$300M |
|
|
25
Cigna
CI
$79.6B
| $366M | 0.35% |
1,389,214
+407,018
| +41% | +$105M |
|
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.