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Parallax Volatility Advisers

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
Cap. Flow
-$109B
Cap. Flow %
-103.64%
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 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
GE icon
251
CALL
GE Aerospace
GE
$400B
$45.5M 0.04%
1,145,876
-739,627
-39% -$35.8M
UNP icon
252
PUT
Union Pacific
UNP
$175B
$45.4M 0.04%
213,000
+26,700
+14% +$6.08M
TTD icon
253
CALL
Trade Desk
TTD
$8.46B
$45.4M 0.04%
1,135,700
+596,400
+111% +$32.7M
GS icon
254
CALL
Goldman Sachs
GS
$309B
$44.9M 0.04%
151,300
-76,600
-34% -$23.8M
XBI icon
255
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$44.9M 0.04%
604,143
+409,199
+210% +$30.7M
TTD icon
256
PUT
Trade Desk
TTD
$8.46B
$44.6M 0.04%
1,115,400
+767,200
+220% +$42M
RBLX icon
257
PUT
Roblox
RBLX
$26B
$44.3M 0.04%
1,349,000
-389,600
-22% -$13.1M
HAL icon
258
PUT
Halliburton
HAL
$26.9B
$44.1M 0.04%
1,406,700
+973,800
+225% +$36.3M
BIDU icon
259
CALL
Baidu
BIDU
$37.2B
$44M 0.04%
295,900
-380,500
-56% -$50.3M
PXD
260
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$44M 0.04%
197,000
+85,300
+76% +$21.6M
IEF icon
261
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$43.9M 0.04%
+429,000
New +$44M
EOG icon
262
CALL
EOG Resources
EOG
$71B
$43.9M 0.04%
397,300
+278,800
+235% +$34.6M
VOO icon
263
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
$43.7M 0.04%
126,100
-45,100
-26% -$17M
GM icon
264
PUT
General Motors
GM
$77.8B
$43.7M 0.04%
1,376,300
-576,800
-30% -$21.6M
IVV icon
265
PUT
iShares Core S&P 500 ETF
IVV
$900B
$43.5M 0.04%
114,800
+108,100
+1,613% +$44.5M
RCL icon
266
CALL
Royal Caribbean
RCL
$87.4B
$43.4M 0.04%
1,244,400
+694,200
+126% +$43.2M
WDAY icon
267
Workday
WDAY
$40.9B
$43.3M 0.04%
310,012
+228,563
+281% +$41.5M
AZO icon
268
PUT
AutoZone
AZO
$50B
$43.2M 0.04%
20,100
-4,300
-18% -$8.84M
MET icon
269
CALL
MetLife
MET
$64.2B
$43.2M 0.04%
687,700
+218,500
+47% +$14.5M
TXN icon
270
PUT
Texas Instruments
TXN
$257B
$43M 0.04%
280,000
-286,400
-51% -$48.2M
MDB icon
271
PUT
MongoDB
MDB
$29.9B
$42.6M 0.04%
164,000
-12,000
-7% -$3.75M
MUB icon
272
PUT
iShares National Muni Bond ETF
MUB
$45.4B
$42.5M 0.04%
+400,000
New +$42.7M
AMAT icon
273
CALL
Applied Materials
AMAT
$425B
$42.5M 0.04%
467,500
-245,000
-34% -$26.9M
ZS icon
274
PUT
Zscaler
ZS
$25.9B
$42.5M 0.04%
284,000
+137,300
+94% +$24.3M
SLB icon
275
CALL
SLB Ltd
SLB
$76B
$42.2M 0.04%
1,180,600
+874,800
+286% +$36.5M
9 10
11
12 13

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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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 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.