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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 | |
|---|---|---|---|---|---|---|
326
PUT
Unity
U
$17.9B
| $32.2M | 0.03% |
875,100
+361,000
| +70% | +$20.5M |
|
327
CALL
Teladoc Health
TDOC
$1.22B
| $32.2M | 0.03% |
968,300
-454,500
| -32% | -$19.3M |
|
328
PUT
Lam Research
LRCX
$383B
| $32M | 0.03% |
751,000
-1,188,000
| -61% | -$56.6M |
|
329
CALL
Norwegian Cruise Line
NCLH
$8.9B
| $32M | 0.03% |
2,874,000
+497,900
| +21% | +$8.35M |
|
330
Booking.com
BKNG
$156B
| $31M | 0.03% |
+443,450
| New | +$37.8M |
|
331
CALL
Delta Air Lines
DAL
$60.6B
| $30.7M | 0.03% |
1,058,900
-149,100
| -12% | -$5.68M |
|
332
CALL
Philip Morris
PM
$293B
| $30.4M | 0.03% |
308,200
-13,000
| -4% | -$1.33M |
|
333
Expedia Group
EXPE
$36.8B
| $30.3M | 0.03% |
319,759
+140,934
| +79% | +$20M |
|
|
334
iShares Russell 2000 ETF
IWM
$82.1B
| $30.3M | 0.03% |
179,047
-470,257
| -72% | -$86.7M |
|
335
CALL
MGM Resorts International
MGM
$11.4B
| $30.1M | 0.03% |
1,039,700
+667,200
| +179% | +$23.9M |
|
336
Berkshire Hathaway Class B
BRK.B
$1.13T
| $30.1M | 0.03% |
110,115
+63,120
| +134% | +$19.8M |
|
337
GE Aerospace
GE
$388B
| $29.9M | 0.03% |
754,476
-136,362
| -15% | -$6.61M |
|
338
PUT
American Express
AXP
$231B
| $29.9M | 0.03% |
215,700
-121,700
| -36% | -$20.1M |
|
339
CALL
EQT Corp
EQT
$32.3B
| $29.7M | 0.03% |
864,400
-43,500
| -5% | -$1.79M |
|
340
CALL
Boston Scientific
BSX
$71.2B
| $29.7M | 0.03% |
797,200
+748,700
| +1,544% | +$30.5M |
|
341
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $29.7M | 0.03% |
248,500
-51,900
| -17% | -$7.29M |
|
342
PUT
United States Oil Fund
USO
$1.85B
| $29.3M | 0.03% |
365,100
-543,100
| -60% | -$44M |
|
343
CALL
Atlassian
TEAM
$28B
| $29.3M | 0.03% |
+156,500
| New | +$33.4M |
|
344
PUT
Merck
MRK
$316B
| $29.3M | 0.03% |
321,000
+59,600
| +23% | +$5.28M |
|
345
PUT
iShares China Large-Cap ETF
FXI
$4.29B
| $29.3M | 0.03% |
862,900
+506,100
| +142% | +$15.9M |
|
|
PXD
346
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $29.2M | 0.03% |
131,000
-197,200
| -60% | -$50M |
|
347
PUT
Magnite
MGNI
$3.48B
| $29.2M | 0.03% |
3,287,300
+1,063,400
| +48% | +$11.4M |
|
|
DISH
348
PUT
DELISTED
DISH Network Corp.
DISH
| $29.1M | 0.03% |
1,620,300
+415,000
| +34% | +$10.1M |
|
349
CALL
Lockheed Martin
LMT
$134B
| $29M | 0.03% |
67,500
-103,900
| -61% | -$45.6M |
|
350
CALL
Nokia
NOK
$52.7B
| $29M | 0.03% |
6,286,300
-168,100
| -3% | -$840K |
|
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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.