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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 | |
|---|---|---|---|---|---|---|
426
PUT
Global Payments
GPN
$24B
| $21.1M | 0.02% |
190,700
+114,300
| +150% | +$14.5M |
|
427
CALL
Mercado Libre
MELI
$92.8B
| $21M | 0.02% |
33,000
-61,000
| -65% | -$53.2M |
|
428
PUT
Kraft Heinz
KHC
$29.6B
| $20.9M | 0.02% |
548,300
+263,600
| +93% | +$10.6M |
|
429
CALL
Abbott
ABT
$187B
| $20.8M | 0.02% |
191,500
+124,100
| +184% | +$14.1M |
|
430
CALL
Okta
OKTA
$24.9B
| $20.8M | 0.02% |
230,200
+68,500
| +42% | +$7.4M |
|
431
PUT
iShares Biotechnology ETF
IBB
$9.53B
| $20.8M | 0.02% |
+176,600
| New | +$21M |
|
432
PUT
Scotiabank
BNS
$108B
| $20.7M | 0.02% |
350,000
| – | – |
|
433
United States Natural Gas Fund
UNG
$450M
| $20.5M | 0.02% |
270,160
+63,467
| +31% | +$6.54M |
|
434
CALL
Caterpillar
CAT
$395B
| $20.5M | 0.02% |
114,800
-143,300
| -56% | -$30.2M |
|
435
PUT
KE Holdings
BEKE
$18.7B
| $20.5M | 0.02% |
1,143,500
-399,800
| -26% | -$5.63M |
|
436
PUT
Steel Dynamics
STLD
$37.5B
| $20.5M | 0.02% |
310,000
-183,000
| -37% | -$14.7M |
|
|
PCGU
437
DELISTED
PG&E Corporation
PCGU
| $20.5M | 0.02% |
213,956
+13,956
| +7% | +$1.54M |
|
438
United Rentals
URI
$72.4B
| $20.4M | 0.02% |
+84,023
| New | +$24.7M |
|
439
CALL
DexCom
DXCM
$31.3B
| $20.4M | 0.02% |
273,600
+222,400
| +434% | +$20.3M |
|
440
PUT
Gilead Sciences
GILD
$162B
| $20.4M | 0.02% |
329,600
+298,600
| +963% | +$18.5M |
|
441
CALL
Kroger
KR
$35.1B
| $20.2M | 0.02% |
427,100
-7,100
| -2% | -$378K |
|
|
CPE
442
PUT
DELISTED
Callon Petroleum Company
CPE
| $20.2M | 0.02% |
515,200
+393,900
| +325% | +$21.1M |
|
443
CALL
Bausch Health
BHC
$2.21B
| $20.1M | 0.02% |
2,407,700
-1,343,800
| -36% | -$18.8M |
|
|
444
CALL
KE Holdings
BEKE
$18.7B
| $20.1M | 0.02% |
1,119,600
-341,100
| -23% | -$4.8M |
|
|
MNDT
445
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $20M | 0.02% |
916,000
| – | – |
|
446
PUT
RH
RH
$3.56B
| $20M | 0.02% |
94,100
+3,100
| +3% | +$920K |
|
447
PUT
Simon Property Group
SPG
$71.9B
| $19.9M | 0.02% |
+210,200
| New | +$24.1M |
|
448
PUT
MGM Resorts International
MGM
$11.4B
| $19.9M | 0.02% |
687,900
-148,900
| -18% | -$5.34M |
|
|
DOCU
449
DocuSign
DOCU
$10.9B
| $19.8M | 0.02% |
344,422
+3,383
| +1% | +$274K |
|
450
PUT
The Mosaic Company
MOS
$7.46B
| $19.5M | 0.02% |
413,600
-115,300
| -22% | -$7.06M |
|
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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.