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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 | |
|---|---|---|---|---|---|---|
351
PUT
Capital One
COF
$135B
| $28.8M | 0.03% |
276,600
-118,000
| -30% | -$14.4M |
|
|
HZNP
352
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $28.7M | 0.03% |
+360,100
| New | +$34.1M |
|
353
CALL
Energy Transfer Partners
ET
$71.2B
| $28.5M | 0.03% |
2,858,600
-734,600
| -20% | -$8.23M |
|
354
CALL
iShares TIPS Bond ETF
TIP
$14.5B
| $28.5M | 0.03% |
+250,100
| New | +$29.7M |
|
|
355
CALL
Walt Disney
DIS
$182B
| $28.2M | 0.03% |
298,500
-258,600
| -46% | -$28.7M |
|
356
PUT
VanEck Oil Services ETF
OIH
$1.94B
| $27.9M | 0.03% |
119,800
-12,000
| -9% | -$3.29M |
|
357
CALL
American Express
AXP
$231B
| $27.8M | 0.03% |
200,900
-40,000
| -17% | -$6.61M |
|
358
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $27.8M | 0.03% |
90,429
-28,243
| -24% | -$9.24M |
|
359
CALL
Rio Tinto
RIO
$162B
| $27.6M | 0.03% |
451,900
-56,000
| -11% | -$4.01M |
|
360
PUT
Blackstone
BX
$107B
| $27.5M | 0.03% |
301,000
+81,100
| +37% | +$8.76M |
|
361
Uber
UBER
$143B
| $27.3M | 0.03% |
1,335,664
+1,325,664
| +13,257% | +$35.2M |
|
362
Zillow
Z
$7.65B
| $27.3M | 0.03% |
858,690
+504,635
| +143% | +$20.3M |
|
363
PUT
US Global Jets ETF
JETS
$803M
| $27.2M | 0.03% |
1,646,800
+33,500
| +2% | +$660K |
|
364
CALL
Las Vegas Sands
LVS
$29.9B
| $27.2M | 0.03% |
809,100
-1,504,100
| -65% | -$52M |
|
365
CALL
iShares MSCI EAFE ETF
EFA
$79.4B
| $27M | 0.03% |
432,800
+117,700
| +37% | +$8.01M |
|
366
CALL
Dell
DELL
$283B
| $27M | 0.03% |
584,300
+451,600
| +340% | +$21.3M |
|
367
Snap
SNAP
$8.83B
| $26.8M | 0.03% |
2,041,317
+1,446,524
| +243% | +$33M |
|
|
HES
368
PUT
DELISTED
Hess
HES
| $26.8M | 0.03% |
252,500
+123,200
| +95% | +$13.9M |
|
369
State Street SPDR S&P 500 ETF Trust
SPY
$818B
| $26M | 0.02% |
69,008
+69,007
| +6,900,700% | +$28.3M |
|
370
PUT
Phillips 66
PSX
$82.4B
| $26M | 0.02% |
316,800
+135,200
| +74% | +$12.5M |
|
371
CALL
United Airlines
UAL
$41.9B
| $25.9M | 0.02% |
732,300
-703,100
| -49% | -$30.9M |
|
372
PUT
SLB Ltd
SLB
$76.5B
| $25.8M | 0.02% |
722,100
+427,200
| +145% | +$17.8M |
|
373
PUT
Mercado Libre
MELI
$92.8B
| $25.8M | 0.02% |
40,500
-79,900
| -66% | -$69.7M |
|
374
PUT
Valero Energy
VLO
$87.2B
| $25.7M | 0.02% |
241,800
-75,300
| -24% | -$8.91M |
|
375
CALL
Alphabet (Google) Class A
GOOGL
$4.38T
| $25.7M | 0.02% |
4,708,000
+2,926,000
| +164% | +$344M |
|
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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.