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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 | |
|---|---|---|---|---|---|---|
501
CALL
Ross Stores
ROST
$81.6B
| $16.5M | 0.02% |
234,400
+227,600
| +3,347% | +$20.3M |
|
502
CALL
Molson Coors Class B
TAP
$7.95B
| $16.5M | 0.02% |
+301,800
| New | +$16.2M |
|
503
Delta Air Lines
DAL
$60.5B
| $16.4M | 0.02% |
566,406
-889,924
| -61% | -$33.9M |
|
504
PUT
Aflac
AFL
$64.5B
| $16.3M | 0.02% |
295,400
-75,200
| -20% | -$4.44M |
|
505
ConocoPhillips
COP
$142B
| $16.3M | 0.02% |
181,593
+31,677
| +21% | +$3.26M |
|
506
CALL
Western Digital
WDC
$156B
| $16.3M | 0.02% |
480,778
+255,736
| +114% | +$10.3M |
|
507
PUT
American Tower
AMT
$79.8B
| $16.2M | 0.02% |
63,500
+37,500
| +144% | +$9.41M |
|
|
FYBR
508
CALL
DELISTED
Frontier Communications
FYBR
| $16.2M | 0.02% |
689,100
+449,100
| +187% | +$11.5M |
|
509
iShares Silver Trust
SLV
$29.8B
| $16.1M | 0.02% |
864,539
+356,900
| +70% | +$7.44M |
|
510
SPDR Gold Trust
GLD
$138B
| $16M | 0.02% |
95,089
+95,088
| +9,508,800% | +$16.6M |
|
511
CALL
Antero Resources
AR
$10.7B
| $16M | 0.02% |
521,700
+178,700
| +52% | +$6.54M |
|
|
512
PUT
Antero Resources
AR
$10.7B
| $15.9M | 0.02% |
519,700
+251,700
| +94% | +$9.21M |
|
513
PUT
Alphabet (Google) Class A
GOOGL
$4.38T
| $15.9M | 0.02% |
2,918,000
+194,000
| +7% | +$22.8M |
|
|
B
514
CALL
Barrick Mining
B
$69.3B
| $15.9M | 0.02% |
+899,800
| New | +$19.5M |
|
515
PUT
Wynn Resorts
WYNN
$10.5B
| $15.9M | 0.02% |
278,800
-453,800
| -62% | -$30M |
|
516
PUT
PepsiCo
PEP
$189B
| $15.9M | 0.02% |
95,300
-150,400
| -61% | -$25.3M |
|
517
CALL
Oracle
ORCL
$413B
| $15.9M | 0.02% |
227,100
-287,400
| -56% | -$21M |
|
518
PUT
First Solar
FSLR
$26.2B
| $15.8M | 0.02% |
232,300
-337,400
| -59% | -$24M |
|
519
PUT
Cheniere Energy
LNG
$55.7B
| $15.8M | 0.02% |
118,700
+34,500
| +41% | +$4.7M |
|
520
PUT
Cloudflare
NET
$101B
| $15.8M | 0.02% |
360,700
+163,400
| +83% | +$11.8M |
|
521
Texas Instruments
TXN
$254B
| $15.8M | 0.02% |
102,713
+77,235
| +303% | +$13M |
|
522
PUT
LPL Financial
LPLA
$28.3B
| $15.7M | 0.01% |
+85,000
| New | +$16.1M |
|
523
PUT
Invitation Homes
INVH
$18B
| $15.6M | 0.01% |
439,300
-150,600
| -26% | -$5.74M |
|
524
PUT
TripAdvisor
TRIP
$1.21B
| $15.6M | 0.01% |
875,500
+782,600
| +842% | +$18.6M |
|
525
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $15.6M | 0.01% |
178,342
+178,341
| +17,834,100% | +$16.8M |
|
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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.