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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 | |
|---|---|---|---|---|---|---|
651
JPMorgan Chase
JPM
$948B
| $11M | 0.01% |
97,351
+5,844
| +6% | +$724K |
|
652
CALL
Lyft
LYFT
$6.45B
| $10.8M | 0.01% |
816,200
+475,100
| +139% | +$11.1M |
|
653
CALL
MongoDB
MDB
$31.8B
| $10.8M | 0.01% |
41,700
+2,000
| +5% | +$625K |
|
|
JKS
654
PUT
JinkoSolar
JKS
$894M
| $10.8M | 0.01% |
156,300
+45,000
| +40% | +$2.52M |
|
655
PUT
Sunrun
RUN
$2.44B
| $10.8M | 0.01% |
462,500
+182,400
| +65% | +$4.38M |
|
656
CALL
Healthcare Realty
HR
$6.92B
| $10.8M | 0.01% |
385,500
-248,300
| -39% | -$7.37M |
|
657
Stanley Black & Decker
SWK
$15.5B
| $10.7M | 0.01% |
102,003
+59,407
| +139% | +$7.31M |
|
658
Chevron
CVX
$368B
| $10.7M | 0.01% |
73,824
+73,640
| +40,022% | +$12.2M |
|
659
PUT
Cummins
CMI
$88.9B
| $10.6M | 0.01% |
54,800
+24,900
| +83% | +$4.98M |
|
|
JWN
660
PUT
DELISTED
Nordstrom
JWN
| $10.6M | 0.01% |
501,600
+185,500
| +59% | +$4.74M |
|
661
iShares Core S&P 500 ETF
IVV
$902B
| $10.6M | 0.01% |
27,848
+26,153
| +1,543% | +$10.8M |
|
662
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
| $10.5M | 0.01% |
321,400
-749,800
| -70% | -$21.5M |
|
663
Marathon Petroleum
MPC
$84.4B
| $10.5M | 0.01% |
+127,694
| New | +$11.9M |
|
664
CALL
Teva Pharmaceuticals
TEVA
$41B
| $10.5M | 0.01% |
1,394,300
-100,700
| -7% | -$877K |
|
|
SPWR
665
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $10.4M | 0.01% |
660,400
+39,700
| +6% | +$715K |
|
666
PUT
US Bancorp
USB
$99.6B
| $10.4M | 0.01% |
226,700
+139,300
| +159% | +$6.95M |
|
667
Trade Desk
TTD
$6.56B
| $10.4M | 0.01% |
260,999
+114,159
| +78% | +$6.25M |
|
|
NEWR
668
PUT
DELISTED
New Relic, Inc.
NEWR
| $10.4M | 0.01% |
208,100
-63,000
| -23% | -$3.5M |
|
669
PUT
Upwork
UPWK
$1.19B
| $10.4M | 0.01% |
+502,700
| New | +$9.88M |
|
670
CALL
Etsy
ETSY
$7.75B
| $10.4M | 0.01% |
141,600
-14,700
| -9% | -$1.34M |
|
671
PUT
Pinterest
PINS
$13.2B
| $10.3M | 0.01% |
568,900
-248,700
| -30% | -$5.2M |
|
672
CALL
NetEase
NTES
$84.1B
| $10.3M | 0.01% |
110,400
-123,100
| -53% | -$11.7M |
|
673
PUT
Franco-Nevada
FNV
$46.4B
| $10.3M | 0.01% |
78,100
+63,500
| +435% | +$9.39M |
|
674
Visa
V
$680B
| $10.2M | 0.01% |
+52,031
| New | +$10.8M |
|
675
CALL
FIVE9
FIVN
$2.54B
| $10.2M | 0.01% |
111,800
+3,500
| +3% | +$354K |
|
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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.