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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
707
Increased
1,006
Reduced
944
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 | |
|---|---|---|---|---|---|---|
226
PUT
Zoom
ZM
$29.5B
| $51.5M | 0.05% |
477,300
+115,300
| +32% | +$12.2M |
|
227
PUT
UnitedHealth
UNH
$375B
| $51.4M | 0.05% |
100,100
+56,700
| +131% | +$28.5M |
|
228
CALL
Dow Inc
DOW
$21.4B
| $51.2M | 0.05% |
992,600
-57,700
| -5% | -$3.7M |
|
229
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $51.2M | 0.05% |
500,300
+500,000
| +166,667% | +$51.3M |
|
230
PUT
Salesforce
CRM
$158B
| $50.4M | 0.05% |
305,100
-60,800
| -17% | -$10.7M |
|
231
PUT
Freeport-McMoran
FCX
$97.1B
| $50.2M | 0.05% |
1,714,400
-745,900
| -30% | -$29.9M |
|
|
232
PUT
Walt Disney
DIS
$177B
| $49.9M | 0.05% |
529,100
-606,500
| -53% | -$67.3M |
|
233
CALL
Coca-Cola
KO
$374B
| $49.8M | 0.05% |
791,400
+326,300
| +70% | +$20.7M |
|
234
CALL
Walmart Inc
WMT
$894B
| $49.7M | 0.05% |
1,227,600
+836,400
| +214% | +$38.6M |
|
235
CALL
Deere & Co
DE
$165B
| $49.6M | 0.05% |
165,600
-184,000
| -53% | -$67.7M |
|
236
PUT
Charter Communications
CHTR
$18.3B
| $49.5M | 0.05% |
105,700
-1,700
| -2% | -$829K |
|
237
Adobe
ADBE
$103B
| $49.5M | 0.05% |
135,148
+3,181
| +2% | +$1.29M |
|
238
Occidental Petroleum
OXY
$53.5B
| $48.8M | 0.05% |
829,464
+729,029
| +726% | +$44.8M |
|
239
CALL
APA Corp
APA
$12.3B
| $48.5M | 0.05% |
1,391,200
+1,184,500
| +573% | +$50.4M |
|
240
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $48.4M | 0.05% |
+566,800
| New | +$51.2M |
|
241
Meta Platforms (Facebook)
META
$1.5T
| $47.9M | 0.05% |
+296,746
| New | +$57.2M |
|
242
PUT
McDonald's
MCD
$195B
| $47.5M | 0.05% |
192,300
+87,200
| +83% | +$21.5M |
|
243
CALL
Seagate
STX
$190B
| $47.1M | 0.04% |
659,800
+3,800
| +0.6% | +$309K |
|
244
CALL
Marvell Technology
MRVL
$189B
| $46.9M | 0.04% |
1,077,600
+636,100
| +144% | +$36.1M |
|
245
CALL
T-Mobile US
TMUS
$186B
| $46.8M | 0.04% |
348,200
+50,900
| +17% | +$6.64M |
|
246
PUT
United Rentals
URI
$72.3B
| $46.6M | 0.04% |
192,000
+72,400
| +61% | +$21.3M |
|
247
PUT
Dollar General
DG
$28B
| $46.5M | 0.04% |
189,400
+3,500
| +2% | +$817K |
|
248
CALL
Procter & Gamble
PG
$341B
| $46M | 0.04% |
320,200
-23,400
| -7% | -$3.52M |
|
249
PUT
Take-Two Interactive
TTWO
$43.9B
| $46M | 0.04% |
375,700
+78,100
| +26% | +$9.94M |
|
250
CALL
Snap
SNAP
$9.01B
| $45.5M | 0.04% |
3,467,200
+1,486,500
| +75% | +$33.9M |
|
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HF
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 944 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 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.