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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 | |
|---|---|---|---|---|---|---|
476
CALL
Sysco
SYY
$40.3B
| $17.7M | 0.02% |
209,400
+128,600
| +159% | +$10.8M |
|
477
CALL
Viatris
VTRS
$18.9B
| $17.6M | 0.02% |
1,677,300
-31,100
| -2% | -$341K |
|
|
CPE
478
CALL
DELISTED
Callon Petroleum Company
CPE
| $17.5M | 0.02% |
446,800
+373,300
| +508% | +$20M |
|
479
Salesforce
CRM
$158B
| $17.5M | 0.02% |
105,910
+10,357
| +11% | +$1.83M |
|
480
PUT
CVS Health
CVS
$122B
| $17.5M | 0.02% |
188,400
-69,900
| -27% | -$6.82M |
|
481
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $17.5M | 0.02% |
128,200
-96,800
| -43% | -$14.4M |
|
482
CALL
NXP Semiconductors
NXPI
$60.4B
| $17.3M | 0.02% |
116,600
-43,900
| -27% | -$7.63M |
|
483
CALL
Live Nation Entertainment
LYV
$42.1B
| $17.3M | 0.02% |
208,900
+200,100
| +2,274% | +$19.3M |
|
484
PUT
Wolfspeed
WOLF
$1.71B
| $17.2M | 0.02% |
271,400
| – | – |
|
485
CALL
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $17.2M | 0.02% |
480,200
-393,200
| -45% | -$15.8M |
|
486
CALL
Hilton Worldwide
HLT
$71.5B
| $17.2M | 0.02% |
154,000
+10,900
| +8% | +$1.51M |
|
487
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $17.2M | 0.02% |
502,000
| – | – |
|
488
Baidu
BIDU
$37.2B
| $17.1M | 0.02% |
114,934
+35,906
| +45% | +$4.75M |
|
489
PUT
Atlassian
TEAM
$37.8B
| $17.1M | 0.02% |
+91,100
| New | +$19.4M |
|
490
PUT
Suncor Energy
SU
$70.3B
| $17M | 0.02% |
485,500
+58,500
| +14% | +$2.13M |
|
491
PUT
Coca-Cola
KO
$375B
| $17M | 0.02% |
269,900
-165,400
| -38% | -$10.5M |
|
492
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $16.9M | 0.02% |
193,300
-331,300
| -63% | -$31.2M |
|
493
iShares China Large-Cap ETF
FXI
$4.31B
| $16.8M | 0.02% |
495,785
+495,784
| +49,578,400% | +$15.5M |
|
494
PUT
Centene
CNC
$32.5B
| $16.8M | 0.02% |
198,300
+163,500
| +470% | +$13.6M |
|
495
CALL
Petrobras
PBR
$116B
| $16.7M | 0.02% |
+1,431,600
| New | +$19.8M |
|
|
TWTR
496
PUT
DELISTED
Twitter, Inc.
TWTR
| $16.7M | 0.02% |
446,600
-469,800
| -51% | -$20.2M |
|
497
CALL
The Mosaic Company
MOS
$7.33B
| $16.7M | 0.02% |
352,600
+47,200
| +15% | +$2.89M |
|
498
PUT
State Street Technology Select Sector SPDR ETF
XLK
$124B
| $16.6M | 0.02% |
261,800
-65,400
| -20% | -$4.56M |
|
499
PUT
Western Digital
WDC
$150B
| $16.5M | 0.02% |
488,187
-664,411
| -58% | -$26.7M |
|
|
EA
500
PUT
DELISTED
Electronic Arts
EA
| $16.5M | 0.02% |
135,400
-55,300
| -29% | -$7.05M |
|
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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.