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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 | |
|---|---|---|---|---|---|---|
551
PUT
Lumen
LUMN
$6.09B
| $14.3M | 0.01% |
1,308,300
+1,308,000
| +436,000% | +$14.7M |
|
552
Diamondback Energy
FANG
$53.1B
| $14.3M | 0.01% |
+117,725
| New | +$16.1M |
|
553
PUT
iShares MSCI Mexico ETF
EWW
$1.97B
| $14.2M | 0.01% |
305,000
+224,900
| +281% | +$11.3M |
|
554
PUT
Nucor
NUE
$61.9B
| $14.1M | 0.01% |
135,300
-103,100
| -43% | -$14M |
|
555
PUT
Dave & Buster's
PLAY
$351M
| $14.1M | 0.01% |
430,500
+204,400
| +90% | +$8.2M |
|
|
DFS
556
CALL
DELISTED
Discover Financial Services
DFS
| $14.1M | 0.01% |
149,200
+43,300
| +41% | +$4.63M |
|
557
CALL
ChargePoint
CHPT
$152M
| $14.1M | 0.01% |
51,490
+22,600
| +78% | +$6.26M |
|
558
PUT
Seagate
STX
$193B
| $14M | 0.01% |
196,700
-191,600
| -49% | -$15.6M |
|
559
CALL
Fortinet
FTNT
$117B
| $14M | 0.01% |
247,800
+235,800
| +1,965% | +$14M |
|
560
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $14M | 0.01% |
410,200
+274,000
| +201% | +$8.56M |
|
561
CALL
NovoCure
NVCR
$1.83B
| $13.9M | 0.01% |
200,200
+175,300
| +704% | +$13.2M |
|
562
PUT
NextEra Energy
NEE
$176B
| $13.9M | 0.01% |
179,300
-245,700
| -58% | -$18.7M |
|
|
B
563
PUT
Barrick Mining
B
$69.3B
| $13.9M | 0.01% |
+784,400
| New | +$17M |
|
564
CALL
PENN Entertainment
PENN
$2.69B
| $13.7M | 0.01% |
451,400
-119,400
| -21% | -$4.03M |
|
565
PUT
Starbucks
SBUX
$120B
| $13.7M | 0.01% |
179,700
-667,900
| -79% | -$51.3M |
|
566
DoorDash
DASH
$92.4B
| $13.7M | 0.01% |
+213,783
| New | +$17M |
|
567
PUT
Sysco
SYY
$40.4B
| $13.7M | 0.01% |
161,500
+88,600
| +122% | +$7.42M |
|
568
CALL
HubSpot
HUBS
$10.1B
| $13.6M | 0.01% |
45,400
+43,400
| +2,170% | +$15.9M |
|
569
PUT
Ford
F
$55B
| $13.6M | 0.01% |
1,220,900
-6,070,600
| -83% | -$83.1M |
|
570
CALL
Cheniere Energy
LNG
$54.9B
| $13.6M | 0.01% |
101,900
-52,400
| -34% | -$7.14M |
|
571
CALL
Alphabet (Google) Class C
GOOG
$4.36T
| $13.6M | 0.01% |
2,474,000
+2,112,000
| +583% | +$250M |
|
|
SGI
572
CALL
Somnigroup International
SGI
$13.6B
| $13.5M | 0.01% |
633,900
-89,100
| -12% | -$2.3M |
|
573
PUT
NXP Semiconductors
NXPI
$58.4B
| $13.4M | 0.01% |
90,700
-26,700
| -23% | -$4.64M |
|
574
CALL
Macy's
M
$6.61B
| $13.3M | 0.01% |
+725,100
| New | +$16.4M |
|
575
CALL
Skyworks Solutions
SWKS
$10.1B
| $13.3M | 0.01% |
143,100
+95,700
| +202% | +$10.3M |
|
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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.