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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 | |
|---|---|---|---|---|---|---|
451
PUT
Academy Sports + Outdoors
ASO
$2.94B
| $19.5M | 0.02% |
549,300
+341,200
| +164% | +$12.5M |
|
452
PUT
Duke Energy
DUK
$96.6B
| $19.4M | 0.02% |
181,200
+152,800
| +538% | +$16.8M |
|
453
CALL
Zillow
Z
$7.65B
| $19.3M | 0.02% |
608,000
-1,062,900
| -64% | -$42.7M |
|
454
PUT
Intuit
INTU
$88.1B
| $19.2M | 0.02% |
49,700
-18,600
| -27% | -$7.7M |
|
455
CALL
American Tower
AMT
$79.8B
| $19.1M | 0.02% |
74,900
+11,600
| +18% | +$2.91M |
|
456
PUT
Blackrock
BLK
$175B
| $19.1M | 0.02% |
31,400
-20,500
| -39% | -$13.3M |
|
457
Wells Fargo
WFC
$265B
| $19.1M | 0.02% |
+487,286
| New | +$21.4M |
|
|
ZEN
458
PUT
DELISTED
ZENDESK INC
ZEN
| $19M | 0.02% |
257,100
+120,600
| +88% | +$11.9M |
|
|
AYX
459
PUT
DELISTED
Alteryx Inc
AYX
| $19M | 0.02% |
391,700
+700
| +0.2% | +$41.9K |
|
460
ASML
ASML
$655B
| $18.9M | 0.02% |
39,729
+11,741
| +42% | +$6.55M |
|
|
FL
461
CALL
DELISTED
Foot Locker
FL
| $18.9M | 0.02% |
747,400
+691,500
| +1,237% | +$20.7M |
|
462
Devon Energy
DVN
$49.7B
| $18.7M | 0.02% |
339,199
+50,819
| +18% | +$3.32M |
|
463
CALL
McKesson
MCK
$102B
| $18.7M | 0.02% |
57,300
+7,300
| +15% | +$2.34M |
|
464
CALL
United Rentals
URI
$72.4B
| $18.6M | 0.02% |
76,500
+58,000
| +314% | +$17.1M |
|
465
PUT
Wayfair
W
$14.3B
| $18.6M | 0.02% |
426,100
-147,100
| -26% | -$10.3M |
|
|
CTRU
466
PUT
DELISTED
ARK Transparency ETF
CTRU
| $18.5M | 0.02% |
+462,600
| New | +$6.4M |
|
467
CALL
Cloudflare
NET
$101B
| $18.3M | 0.02% |
418,500
+226,400
| +118% | +$16.3M |
|
468
PUT
Affirm
AFRM
$25.6B
| $18.3M | 0.02% |
1,010,400
+391,000
| +63% | +$10.6M |
|
469
KraneShares CSI China Internet ETF
KWEB
$5.62B
| $18.1M | 0.02% |
552,842
+552,841
| +55,284,100% | +$15.9M |
|
470
PUT
Dick's Sporting Goods
DKS
$17.8B
| $18.1M | 0.02% |
240,200
+153,000
| +175% | +$13.6M |
|
|
471
PUT
McKesson
MCK
$102B
| $18.1M | 0.02% |
55,500
+5,500
| +11% | +$1.76M |
|
472
PUT
Hilton Worldwide
HLT
$72.5B
| $18M | 0.02% |
161,600
+82,200
| +104% | +$11.4M |
|
|
473
CALL
Dick's Sporting Goods
DKS
$17.8B
| $18M | 0.02% |
238,700
+170,500
| +250% | +$15.2M |
|
474
PUT
Match Group
MTCH
$8.54B
| $18M | 0.02% |
257,700
+89,200
| +53% | +$7.23M |
|
475
CALL
NIO
NIO
$11.5B
| $17.8M | 0.02% |
819,000
-33,200
| -4% | -$609K |
|
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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.