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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$6.73B 6.41%
17,847,500
-11,839,200
-40% -$4.85B
NFLX icon
2
PUT
Netflix
NFLX
$320B
$3.02B 2.87%
172,430,000
+163,388,000
+1,807% +$3.62B
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$2.58B 2.46%
15,257,600
-1,862,700
-11% -$343M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$490B
$2.55B 2.43%
9,110,400
-5,980,900
-40% -$1.86B
T icon
5
CALL
AT&T
T
$175B
$1.55B 1.48%
3,078,000
-2,217,470
-42% -$44.2M
GSK icon
6
GSK
GSK
$97.3B
$1.53B 1.46%
+12,829,784
New +$708M
QQQ icon
7
CALL
Invesco QQQ Trust
QQQ
$490B
$1.48B 1.41%
5,281,600
-1,743,400
-25% -$541M
IBM icon
8
PUT
IBM
IBM
$219B
$964M 0.92%
134,800
-49,300
-27% -$6.65M
TSLA icon
9
PUT
Tesla
TSLA
$1.45T
$816M 0.78%
3,634,500
-2,868,300
-44% -$783M
TSLA icon
10
CALL
Tesla
TSLA
$1.45T
$761M 0.72%
3,391,800
-930,600
-22% -$254M
IWM icon
11
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$734M 0.7%
4,331,700
-91,000
-2% -$16.8M
HYG icon
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$685M 0.65%
9,299,800
+2,499,100
+37% +$194M
AAPL icon
13
CALL
Apple
AAPL
$4.61T
$669M 0.64%
4,896,300
+1,663,700
+51% +$252M
MSFT icon
14
CALL
Microsoft
MSFT
$3.67T
$655M 0.62%
2,551,200
+1,078,100
+73% +$293M
SPY icon
15
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$651M 0.62%
1,724,300
-1,391,200
-45% -$570M
MSFT icon
16
PUT
Microsoft
MSFT
$3.67T
$627M 0.6%
2,439,600
-1,510,500
-38% -$410M
AMZN icon
17
CALL
Amazon
AMZN
$2.77T
$619M 0.59%
5,827,700
+3,093,700
+113% +$387M
AAPL icon
18
PUT
Apple
AAPL
$4.61T
$547M 0.52%
4,000,800
-269,900
-6% -$40.9M
BKNG icon
19
PUT
Booking.com
BKNG
$135B
$533M 0.51%
7,617,500
+1,995,000
+35% +$170M
NVDA icon
20
CALL
NVIDIA
NVDA
$5.45T
$467M 0.44%
30,831,000
+20,114,000
+188% +$380M
TLT icon
21
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$441M 0.42%
3,843,500
+550,600
+17% +$64.8M
CI icon
22
CALL
Cigna
CI
$72.9B
$403M 0.38%
1,529,500
+89,700
+6% +$23.1M
META icon
23
PUT
Meta Platforms (Facebook)
META
$1.56T
$390M 0.37%
+2,417,800
New +$466M
AMZN icon
24
PUT
Amazon
AMZN
$2.77T
$380M 0.36%
3,575,800
-2,394,200
-40% -$300M
CI icon
25
Cigna
CI
$72.9B
$366M 0.35%
1,389,214
+407,018
+41% +$105M
1
2 3 4 5

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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.