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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 | |
|---|---|---|---|---|---|---|
701
CALL
Clorox
CLX
$12.8B
| $9.59M | 0.01% |
68,100
-71,700
| -51% | -$10.2M |
|
702
Agnico Eagle Mines
AEM
$90.3B
| $9.59M | 0.01% |
209,493
-60,522
| -22% | -$3.37M |
|
703
CALL
Scotiabank
BNS
$108B
| $9.57M | 0.01% |
161,600
| – | – |
|
704
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $9.56M | 0.01% |
272,600
-835,000
| -75% | -$30.2M |
|
705
PUT
Alcoa
AA
$13.2B
| $9.54M | 0.01% |
209,300
-345,200
| -62% | -$22.4M |
|
|
VTLE
706
PUT
DELISTED
Vital Energy
VTLE
| $9.54M | 0.01% |
138,300
+60,600
| +78% | +$4.86M |
|
707
iShares Core US Aggregate Bond ETF
AGG
$138B
| $9.53M | 0.01% |
93,717
-38,547
| -29% | -$3.96M |
|
708
PUT
Signet Jewelers
SIG
$3.72B
| $9.49M | 0.01% |
177,600
+140,200
| +375% | +$9.14M |
|
|
CPE
709
DELISTED
Callon Petroleum Company
CPE
| $9.48M | 0.01% |
241,933
+227,781
| +1,610% | +$12.2M |
|
710
CALL
Paychex
PAYX
$42.7B
| $9.46M | 0.01% |
83,100
-9,700
| -10% | -$1.22M |
|
711
Match Group
MTCH
$8.45B
| $9.38M | 0.01% |
134,518
+116,772
| +658% | +$9.47M |
|
712
Freeport-McMoran
FCX
$97.3B
| $9.32M | 0.01% |
+318,708
| New | +$12.8M |
|
713
CALL
Intercontinental Exchange
ICE
$85.1B
| $9.27M | 0.01% |
98,600
+13,300
| +16% | +$1.42M |
|
714
CALL
Centene
CNC
$32.5B
| $9.23M | 0.01% |
109,100
+93,900
| +618% | +$7.8M |
|
715
PUT
Bausch Health
BHC
$2.26B
| $9.22M | 0.01% |
1,102,600
-929,200
| -46% | -$13M |
|
716
MGM Resorts International
MGM
$11.3B
| $9.22M | 0.01% |
318,355
+199,308
| +167% | +$7.15M |
|
717
PUT
Arbor Realty Trust
ABR
$996M
| $9.19M | 0.01% |
701,200
+149,900
| +27% | +$2.41M |
|
718
CALL
Duke Energy
DUK
$97.7B
| $9.16M | 0.01% |
85,400
-28,600
| -25% | -$3.14M |
|
719
CALL
McDonald's
MCD
$195B
| $9.11M | 0.01% |
36,900
+21,100
| +134% | +$5.2M |
|
|
PARA
720
PUT
DELISTED
Paramount Global Class B
PARA
| $9.1M | 0.01% |
+368,700
| New | +$11.2M |
|
721
CALL
Peabody Energy
BTU
$2.87B
| $9.09M | 0.01% |
426,100
-19,400
| -4% | -$476K |
|
722
CALL
Linde
LIN
$226B
| $9.09M | 0.01% |
31,600
+10,700
| +51% | +$3.34M |
|
723
CALL
Cboe Global Markets
CBOE
$30.1B
| $9.06M | 0.01% |
80,000
+50,700
| +173% | +$5.69M |
|
724
PUT
Teck Resources
TECK
$32.8B
| $9M | 0.01% |
294,400
-7,100
| -2% | -$280K |
|
725
CALL
NetApp
NTAP
$37.4B
| $8.97M | 0.01% |
137,500
+64,900
| +89% | +$4.67M |
|
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HF
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.