Parallax Volatility Advisers Portfolio holdings

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.