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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 | |
|---|---|---|---|---|---|---|
626
Nike
NKE
$62.1B
| $11.6M | 0.01% |
113,908
+11,015
| +11% | +$1.3M |
|
627
PUT
Fortinet
FTNT
$117B
| $11.6M | 0.01% |
205,500
+139,500
| +211% | +$8.28M |
|
628
Magnite
MGNI
$3.57B
| $11.5M | 0.01% |
1,295,023
+180,426
| +16% | +$1.93M |
|
629
PUT
TJX Companies
TJX
$178B
| $11.5M | 0.01% |
205,500
+74,200
| +57% | +$4.49M |
|
630
CALL
Chewy
CHWY
$9.78B
| $11.4M | 0.01% |
329,300
+185,300
| +129% | +$5.94M |
|
631
PUT
Prologis
PLD
$133B
| $11.4M | 0.01% |
97,100
-205,600
| -68% | -$28.4M |
|
632
CALL
Agnico Eagle Mines
AEM
$90.9B
| $11.4M | 0.01% |
249,200
+211,300
| +558% | +$11.8M |
|
633
CALL
MP Materials
MP
$9.25B
| $11.4M | 0.01% |
354,800
+78,800
| +29% | +$3.18M |
|
634
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.55B
| $11.3M | 0.01% |
207,400
+176,000
| +561% | +$10.6M |
|
635
CALL
Cullen/Frost Bankers
CFR
$10.2B
| $11.3M | 0.01% |
+97,200
| New | +$12.4M |
|
636
CALL
Southwest Airlines
LUV
$22.9B
| $11.3M | 0.01% |
313,300
-138,500
| -31% | -$5.95M |
|
637
CALL
RH
RH
$3.66B
| $11.3M | 0.01% |
53,300
+20,700
| +63% | +$6.14M |
|
638
Blackstone
BX
$110B
| $11.3M | 0.01% |
123,387
+94,408
| +326% | +$10.2M |
|
639
PUT
VanEck Gold Miners ETF
GDX
$27.4B
| $11.2M | 0.01% |
410,700
-295,800
| -42% | -$9.98M |
|
640
CALL
Fortive
FTV
$18.7B
| $11.2M | 0.01% |
+273,495
| New | +$12.1M |
|
641
PUT
Elevance Health
ELV
$85B
| $11.2M | 0.01% |
23,200
+22,200
| +2,220% | +$11M |
|
642
PUT
Accenture
ACN
$106B
| $11.2M | 0.01% |
40,300
-22,100
| -35% | -$6.64M |
|
|
SGI
643
PUT
Somnigroup International
SGI
$13.7B
| $11.2M | 0.01% |
522,500
-99,000
| -16% | -$2.55M |
|
644
PUT
Mattel
MAT
$4.2B
| $11.2M | 0.01% |
500,000
| – | – |
|
|
GES
645
PUT
DELISTED
Guess Inc
GES
| $11.1M | 0.01% |
652,500
| – | – |
|
646
PUT
NIO
NIO
$11.9B
| $11.1M | 0.01% |
511,700
-254,300
| -33% | -$4.67M |
|
647
CALL
Tractor Supply
TSCO
$17.8B
| $11.1M | 0.01% |
+286,500
| New | +$11.6M |
|
648
EOG Resources
EOG
$71.3B
| $11M | 0.01% |
+99,828
| New | +$12.4M |
|
649
PUT
T-Mobile US
TMUS
$190B
| $11M | 0.01% |
81,800
-131,200
| -62% | -$17.1M |
|
|
EA
650
CALL
DELISTED
Electronic Arts
EA
| $11M | 0.01% |
90,300
+70,300
| +352% | +$8.96M |
|
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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.