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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 | |
|---|---|---|---|---|---|---|
|
SCHW
601
PUT
Charles Schwab
SCHW
$185B
| $12.3M | 0.01% |
194,700
-28,200
| -13% | -$1.94M |
|
602
PUT
Lowe's Companies
LOW
$124B
| $12.2M | 0.01% |
69,900
-55,400
| -44% | -$10.7M |
|
603
PUT
Live Nation Entertainment
LYV
$42.6B
| $12.1M | 0.01% |
146,800
-71,400
| -33% | -$6.87M |
|
|
COOP
604
CALL
DELISTED
Mr. Cooper
COOP
| $12.1M | 0.01% |
330,000
-43,500
| -12% | -$1.84M |
|
|
FISV
605
CALL
Fiserv Inc
FISV
$27.8B
| $12.1M | 0.01% |
136,200
+75,800
| +125% | +$7.35M |
|
606
CALL
Teck Resources
TECK
$32.8B
| $12.1M | 0.01% |
395,800
+283,700
| +253% | +$11.2M |
|
607
CALL
Newmont
NEM
$118B
| $12.1M | 0.01% |
202,600
-200,600
| -50% | -$14.2M |
|
608
PUT
Macy's
M
$6.46B
| $12.1M | 0.01% |
+658,400
| New | +$14.9M |
|
|
IAA
609
CALL
DELISTED
IAA, Inc. Common Stock
IAA
| $12M | 0.01% |
367,700
-39,700
| -10% | -$1.45M |
|
610
PUT
Kroger
KR
$34.6B
| $12M | 0.01% |
254,400
-645,700
| -72% | -$34.4M |
|
611
APA Corp
APA
$12.7B
| $12M | 0.01% |
+343,678
| New | +$14.6M |
|
612
CALL
KB Home
KBH
$3.59B
| $12M | 0.01% |
420,700
+287,100
| +215% | +$9.17M |
|
|
X
613
PUT
DELISTED
US Steel
X
| $12M | 0.01% |
667,400
-999,800
| -60% | -$27.3M |
|
614
CALL
Intuitive Surgical
ISRG
$132B
| $11.9M | 0.01% |
59,500
+35,600
| +149% | +$8.35M |
|
|
VTLE
615
CALL
DELISTED
Vital Energy
VTLE
| $11.9M | 0.01% |
172,400
+126,700
| +277% | +$10.2M |
|
|
SPWR
616
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $11.9M | 0.01% |
750,600
+504,700
| +205% | +$9.09M |
|
617
PUT
Nutanix
NTNX
$16.7B
| $11.8M | 0.01% |
806,200
-1,400
| -0.2% | -$29.2K |
|
618
PUT
Saia
SAIA
$9.67B
| $11.8M | 0.01% |
+62,700
| New | +$12.6M |
|
619
CALL
Nucor
NUE
$61.4B
| $11.8M | 0.01% |
112,900
-23,100
| -17% | -$3.13M |
|
620
CALL
Vistra
VST
$46.8B
| $11.8M | 0.01% |
515,600
+42,000
| +9% | +$1.04M |
|
621
CALL
Labcorp
LH
$25.7B
| $11.7M | 0.01% |
58,200
+58,084
| +50,072% | +$12.4M |
|
622
PUT
CF Industries
CF
$17.1B
| $11.7M | 0.01% |
136,500
-72,800
| -35% | -$7.07M |
|
623
Snowflake
SNOW
$114B
| $11.7M | 0.01% |
84,176
+77,653
| +1,190% | +$12.3M |
|
|
MRO
624
PUT
DELISTED
Marathon Oil Corporation
MRO
| $11.7M | 0.01% |
519,800
+387,500
| +293% | +$10.4M |
|
625
PUT
Digital Realty Trust
DLR
$71.7B
| $11.7M | 0.01% |
89,800
+85,400
| +1,941% | +$11.8M |
|
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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.