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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 | |
|---|---|---|---|---|---|---|
801
PUT
Autodesk
ADSK
$52.6B
| $7.17M | 0.01% |
41,700
-22,100
| -35% | -$4.25M |
|
802
PUT
Twilio
TWLO
$36.6B
| $7.16M | 0.01% |
85,400
-62,000
| -42% | -$6.94M |
|
803
CALL
Enterprise Products Partners
EPD
$81.7B
| $7.1M | 0.01% |
291,500
+202,300
| +227% | +$5.32M |
|
804
PUT
Vistra
VST
$47.4B
| $7.09M | 0.01% |
310,400
+10,400
| +3% | +$257K |
|
805
Warner Bros
WBD
$67.1B
| $7.02M | 0.01% |
523,340
+412,503
| +372% | +$7.65M |
|
806
HubSpot
HUBS
$10.5B
| $7M | 0.01% |
23,278
+20,759
| +824% | +$7.58M |
|
807
PUT
Okta
OKTA
$25.8B
| $7M | 0.01% |
77,400
+31,900
| +70% | +$3.44M |
|
808
CALL
iShares MSCI China ETF
MCHI
$6.38B
| $6.98M | 0.01% |
125,000
-5,000
| -4% | -$257K |
|
809
BP
BP
$107B
| $6.89M | 0.01% |
+243,141
| New | +$7.45M |
|
810
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $6.88M | 0.01% |
+150,000
| New | +$6.86M |
|
811
Moderna
MRNA
$23.6B
| $6.87M | 0.01% |
48,112
-5,700
| -11% | -$815K |
|
|
DQ
812
CALL
Daqo New Energy
DQ
$996M
| $6.82M | 0.01% |
95,600
+25,500
| +36% | +$1.27M |
|
813
CALL
Host Hotels & Resorts
HST
$16B
| $6.82M | 0.01% |
434,700
-110,500
| -20% | -$2.11M |
|
814
CALL
Accenture
ACN
$108B
| $6.78M | 0.01% |
24,400
-100
| -0.4% | -$30K |
|
815
McDonald's
MCD
$195B
| $6.76M | 0.01% |
27,400
-111,109
| -80% | -$27.4M |
|
816
MetLife
MET
$62.4B
| $6.73M | 0.01% |
+107,129
| New | +$7.09M |
|
817
McKesson
MCK
$101B
| $6.72M | 0.01% |
20,593
-6,989
| -25% | -$2.24M |
|
818
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $6.71M | 0.01% |
50,000
| – | – |
|
819
CALL
Blackrock
BLK
$176B
| $6.71M | 0.01% |
11,000
-9,300
| -46% | -$6.06M |
|
|
HOLX
820
CALL
DELISTED
Hologic
HOLX
| $6.7M | 0.01% |
+96,700
| New | +$7.18M |
|
821
CALL
Lennar Class A
LEN
$21.2B
| $6.69M | 0.01% |
97,928
-50,927
| -34% | -$3.73M |
|
822
CALL
Dave & Buster's
PLAY
$357M
| $6.64M | 0.01% |
202,400
+87,300
| +76% | +$3.5M |
|
823
PUT
Agnico Eagle Mines
AEM
$90.5B
| $6.62M | 0.01% |
144,700
-61,200
| -30% | -$3.4M |
|
|
BRSL
824
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $6.59M | 0.01% |
355,200
+19,600
| +6% | +$418K |
|
825
PUT
Palantir
PLTR
$413B
| $6.58M | 0.01% |
725,100
-3,787,400
| -84% | -$37.4M |
|
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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.