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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 | |
|---|---|---|---|---|---|---|
676
PUT
Eli Lilly
LLY
$1.05T
| $10.2M | 0.01% |
31,400
-31,500
| -50% | -$9.46M |
|
677
CALL
DigitalBridge
DBRG
$2.95B
| $10.1M | 0.01% |
519,800
+16,750
| +3% | +$409K |
|
678
CALL
Nutanix
NTNX
$16.9B
| $10.1M | 0.01% |
691,800
+684,300
| +9,124% | +$14.3M |
|
679
General Motors
GM
$76.9B
| $10M | 0.01% |
+316,355
| New | +$11.9M |
|
680
CALL
Autodesk
ADSK
$52.6B
| $10M | 0.01% |
58,300
+40,600
| +229% | +$7.81M |
|
681
CALL
Comcast
CMCSA
$90.4B
| $10M | 0.01% |
254,900
-1,458,600
| -85% | -$62.5M |
|
682
CALL
Texas Instruments
TXN
$260B
| $9.97M | 0.01% |
64,900
-271,200
| -81% | -$45.6M |
|
683
CALL
GDS Holdings
GDS
$6.44B
| $9.97M | 0.01% |
298,500
-123,600
| -29% | -$3.84M |
|
684
United States Gasoline Fund
UGA
$124M
| $9.92M | 0.01% |
+146,301
| New | +$9.75M |
|
|
SGI
685
Somnigroup International
SGI
$13.8B
| $9.89M | 0.01% |
462,871
+17,597
| +4% | +$453K |
|
686
The Mosaic Company
MOS
$7.38B
| $9.84M | 0.01% |
208,285
-152,641
| -42% | -$9.35M |
|
|
687
PUT
Comcast
CMCSA
$90.4B
| $9.84M | 0.01% |
250,600
-464,800
| -65% | -$19.9M |
|
688
CALL
Planet Fitness
PLNT
$4B
| $9.84M | 0.01% |
144,600
+124,300
| +612% | +$9.18M |
|
689
CALL
AES
AES
$10.5B
| $9.79M | 0.01% |
466,200
-400
| -0.1% | -$8.73K |
|
690
Union Pacific
UNP
$175B
| $9.78M | 0.01% |
45,873
+30,693
| +202% | +$6.98M |
|
691
PUT
Molson Coors Class B
TAP
$8.12B
| $9.77M | 0.01% |
+179,200
| New | +$9.62M |
|
692
PUT
Skyworks Solutions
SWKS
$10.5B
| $9.76M | 0.01% |
105,300
+37,700
| +56% | +$4.07M |
|
|
SPLK
693
PUT
DELISTED
Splunk Inc
SPLK
| $9.76M | 0.01% |
110,300
+13,900
| +14% | +$1.53M |
|
694
CALL
Hertz
HTZ
$710M
| $9.75M | 0.01% |
615,500
+500,300
| +434% | +$9.87M |
|
695
CALL
Williams-Sonoma
WSM
$29.4B
| $9.75M | 0.01% |
175,800
+117,200
| +200% | +$7.58M |
|
696
United States Oil Fund
USO
$1.87B
| $9.71M | 0.01% |
120,818
-5,118
| -4% | -$415K |
|
697
Halliburton
HAL
$26.8B
| $9.69M | 0.01% |
+308,822
| New | +$11.5M |
|
698
PUT
Chewy
CHWY
$9.76B
| $9.66M | 0.01% |
278,300
+70,000
| +34% | +$2.24M |
|
699
PUT
Brookfield
BN
$108B
| $9.64M | 0.01% |
+402,087
| New | +$10.7M |
|
700
PUT
Prudential Financial
PRU
$42.1B
| $9.62M | 0.01% |
100,500
+44,900
| +81% | +$4.75M |
|
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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.