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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 | |
|---|---|---|---|---|---|---|
751
PUT
Norfolk Southern
NSC
$75.7B
| $8.25M | 0.01% |
36,300
-13,000
| -26% | -$3.19M |
|
752
PUT
Emerson Electric
EMR
$88.5B
| $8.23M | 0.01% |
103,400
+30,600
| +42% | +$2.7M |
|
753
CALL
Bloomin' Brands
BLMN
$933M
| $8.2M | 0.01% |
493,200
+402,000
| +441% | +$8.16M |
|
754
CALL
XPeng
XPEV
$11.6B
| $8.19M | 0.01% |
258,000
-464,200
| -64% | -$11.9M |
|
755
CALL
Plug Power
PLUG
$3.01B
| $8.17M | 0.01% |
492,800
-306,700
| -38% | -$6.09M |
|
756
PUT
Domo
DOMO
$183M
| $8.16M | 0.01% |
+293,500
| New | +$10.8M |
|
757
PUT
Darden Restaurants
DRI
$24.5B
| $8.16M | 0.01% |
72,100
-130,600
| -64% | -$16.3M |
|
758
Steel Dynamics
STLD
$37.5B
| $8.12M | 0.01% |
+122,807
| New | +$9.84M |
|
|
WBA
759
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $8.1M | 0.01% |
213,800
+20,500
| +11% | +$881K |
|
760
PUT
Novavax
NVAX
$1.31B
| $8.1M | 0.01% |
157,500
-172,100
| -52% | -$8.91M |
|
761
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $8.08M | 0.01% |
87,800
+19,900
| +29% | +$1.98M |
|
|
DFS
762
DELISTED
Discover Financial Services
DFS
| $8.05M | 0.01% |
85,154
+77,815
| +1,060% | +$8.33M |
|
763
PUT
Moody's
MCO
$82.6B
| $8.05M | 0.01% |
29,600
+29,000
| +4,833% | +$8.68M |
|
|
CLR
764
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $8.05M | 0.01% |
123,100
+106,700
| +651% | +$6.76M |
|
765
PUT
Etsy
ETSY
$7.92B
| $8.04M | 0.01% |
109,900
-69,900
| -39% | -$6.38M |
|
|
EXE
766
CALL
Expand Energy Corp
EXE
$21.6B
| $8.02M | 0.01% |
+98,900
| New | +$8.94M |
|
767
CALL
Nutrien
NTR
$30.9B
| $7.97M | 0.01% |
100,000
+4,100
| +4% | +$398K |
|
|
CTRU
768
CALL
DELISTED
ARK Transparency ETF
CTRU
| $7.96M | 0.01% |
+199,500
| New | +$2.76M |
|
769
PUT
Lockheed Martin
LMT
$135B
| $7.96M | 0.01% |
18,500
-197,100
| -91% | -$86.5M |
|
770
PUT
Regeneron Pharmaceuticals
REGN
$80.7B
| $7.92M | 0.01% |
+13,400
| New | +$8.71M |
|
771
PUT
RingCentral
RNG
$5.33B
| $7.9M | 0.01% |
151,200
+16,600
| +12% | +$1.26M |
|
772
PUT
DexCom
DXCM
$32.1B
| $7.89M | 0.01% |
105,900
-32,100
| -23% | -$2.93M |
|
773
PUT
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $7.89M | 0.01% |
+240,000
| New | +$8.12M |
|
774
CALL
Signet Jewelers
SIG
$3.76B
| $7.88M | 0.01% |
147,600
+82,300
| +126% | +$5.37M |
|
775
CALL
Qorvo
QRVO
$8.67B
| $7.87M | 0.01% |
83,400
+71,900
| +625% | +$7.75M |
|
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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.