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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-1.35%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$105B
AUM Growth
-$86.5B
Cap. Flow
+$828M
Cap. Flow %
0.79%
Top 10 Hldgs %
29.79%
Holding
3,543
New
707
Increased
1,006
Reduced
944
Closed
671

Top Buys

Rank Stock Value
1
GSK icon
GSK
GSK
+$708M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$170M
3
CI icon
Cigna
CI
+$105M
4
TSLA icon
Tesla
TSLA
+$80.8M
5
BA icon
Boeing
BA
+$67.4M

Top Sells

Rank Stock Value
1
FBK icon
FB Financial Corp
FBK
+$295M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$143M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$86.7M
4
MSFT icon
Microsoft
MSFT
+$65.9M
5
DIS icon
Walt Disney
DIS
+$55.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.12%
2 Healthcare 1.89%
3 Technology 0.44%
4 Consumer Discretionary 0.42%
5 Financials 0.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GPN icon
426
PUT
Global Payments
GPN
$23B
$21.1M 0.02%
190,700
+114,300
+150% +$14.5M
MELI icon
427
CALL
Mercado Libre
MELI
$95.1B
$21M 0.02%
33,000
-61,000
-65% -$53.2M
KHC icon
428
PUT
Kraft Heinz
KHC
$29.2B
$20.9M 0.02%
548,300
+263,600
+93% +$10.6M
ABT icon
429
CALL
Abbott
ABT
$182B
$20.8M 0.02%
191,500
+124,100
+184% +$14.1M
OKTA icon
430
CALL
Okta
OKTA
$30.2B
$20.8M 0.02%
230,200
+68,500
+42% +$7.4M
IBB icon
431
PUT
iShares Biotechnology ETF
IBB
$10.4B
$20.8M 0.02%
+176,600
New +$21M
BNS icon
432
PUT
Scotiabank
BNS
$112B
$20.7M 0.02%
350,000
– –
UNG icon
433
United States Natural Gas Fund
UNG
$546M
$20.5M 0.02%
270,160
+63,467
+31% +$6.54M
CAT icon
434
CALL
Caterpillar
CAT
$375B
$20.5M 0.02%
114,800
-143,300
-56% -$30.2M
BEKE icon
435
PUT
KE Holdings
BEKE
$18.6B
$20.5M 0.02%
1,143,500
-399,800
-26% -$5.63M
STLD icon
436
PUT
Steel Dynamics
STLD
$34.5B
$20.5M 0.02%
310,000
-183,000
-37% -$14.7M
PCGU
437
DELISTED
PG&E Corporation
PCGU
$20.5M 0.02%
213,956
+13,956
+7% +$1.54M
URI icon
438
United Rentals
URI
$64B
$20.4M 0.02%
+84,023
New +$24.7M
DXCM icon
439
CALL
DexCom
DXCM
$31.7B
$20.4M 0.02%
273,600
+222,400
+434% +$20.3M
GILD icon
440
PUT
Gilead Sciences
GILD
$181B
$20.4M 0.02%
329,600
+298,600
+963% +$18.5M
KR icon
441
CALL
Kroger
KR
$34.6B
$20.2M 0.02%
427,100
-7,100
-2% -$378K
CPE
442
PUT
DELISTED
Callon Petroleum Company
CPE
$20.2M 0.02%
515,200
+393,900
+325% +$21.1M
BHC icon
443
CALL
Bausch Health
BHC
$2.3B
$20.1M 0.02%
2,407,700
-1,343,800
-36% -$18.8M
BEKE icon
444
CALL
KE Holdings
BEKE
$18.6B
$20.1M 0.02%
1,119,600
-341,100
-23% -$4.8M
MNDT
445
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$20M 0.02%
916,000
– –
RH icon
446
PUT
RH
RH
$2.64B
$20M 0.02%
94,100
+3,100
+3% +$920K
SPG icon
447
PUT
Simon Property Group
SPG
$66.2B
$19.9M 0.02%
+210,200
New +$24.1M
MGM icon
448
PUT
MGM Resorts International
MGM
$10.2B
$19.9M 0.02%
687,900
-148,900
-18% -$5.34M
DOCU
449
DocuSign
DOCU
$12B
$19.8M 0.02%
344,422
+3,383
+1% +$274K
MOS icon
450
PUT
The Mosaic Company
MOS
$8.33B
$19.5M 0.02%
413,600
-115,300
-22% -$7.06M
16 17
18
19 20

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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's Q2 2022 filing shows 707 new, 1,006 increased, 944 reduced and 671 closed positions. Its largest new stake was GSK: 12,829,784 shares worth $1.53B. The largest sale was FB Financial Corp, an estimated $295M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Healthcare and Technology.

  • 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 707 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.