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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 | |
|---|---|---|---|---|---|---|
826
PUT
Biogen
BIIB
$30.7B
| $6.57M | 0.01% |
32,200
-17,000
| -35% | -$3.48M |
|
827
CALL
Royal Gold
RGLD
$19.5B
| $6.57M | 0.01% |
61,500
+49,100
| +396% | +$6.07M |
|
828
CALL
KLA
KLAC
$259B
| $6.54M | 0.01% |
205,000
-358,000
| -64% | -$12M |
|
829
CALL
AMC Entertainment Holdings
AMC
$2.31B
| $6.54M | 0.01% |
48,250
+34,640
| +255% | +$5.04M |
|
|
PARA
830
DELISTED
Paramount Global Class B
PARA
| $6.54M | 0.01% |
+264,864
| New | +$8.07M |
|
831
PUT
MP Materials
MP
$9.1B
| $6.53M | 0.01% |
203,700
-27,000
| -12% | -$1.09M |
|
832
PUT
Lennar Class A
LEN
$21.2B
| $6.52M | 0.01% |
95,449
+35,122
| +58% | +$2.57M |
|
833
CALL
Kinder Morgan
KMI
$68.7B
| $6.51M | 0.01% |
388,400
+128,300
| +49% | +$2.4M |
|
834
PUT
Whirlpool
WHR
$2.82B
| $6.5M | 0.01% |
42,100
+24,600
| +141% | +$4.28M |
|
835
Bausch Health
BHC
$2.34B
| $6.45M | 0.01% |
771,300
-1,692,900
| -69% | -$23.7M |
|
836
CALL
Kimberly-Clark
KMB
$36.5B
| $6.42M | 0.01% |
47,500
-109,900
| -70% | -$14.5M |
|
837
SLB Ltd
SLB
$75B
| $6.41M | 0.01% |
179,119
+176,026
| +5,691% | +$7.34M |
|
838
CALL
EXL Service
EXLS
$5.29B
| $6.39M | 0.01% |
217,000
-23,000
| -10% | -$650K |
|
|
839
PUT
KLA
KLAC
$259B
| $6.39M | 0.01% |
200,000
-505,000
| -72% | -$17M |
|
840
CALL
Vodafone
VOD
$37.4B
| $6.37M | 0.01% |
409,100
+275,100
| +205% | +$4.39M |
|
841
PUT
Ball Corp
BALL
$16.8B
| $6.37M | 0.01% |
92,600
-1,200
| -1% | -$91.1K |
|
842
PUT
Linde
LIN
$226B
| $6.36M | 0.01% |
22,100
-8,200
| -27% | -$2.56M |
|
843
NextEra Energy
NEE
$177B
| $6.32M | 0.01% |
81,601
+18,598
| +30% | +$1.42M |
|
844
Palo Alto Networks
PANW
$297B
| $6.32M | 0.01% |
+76,752
| New | +$6.81M |
|
845
CALL
Digital Realty Trust
DLR
$71.7B
| $6.31M | 0.01% |
48,600
+48,400
| +24,200% | +$6.68M |
|
846
PUT
Peloton Interactive
PTON
$2.46B
| $6.28M | 0.01% |
684,800
+456,200
| +200% | +$7.32M |
|
|
TUFN
847
PUT
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $6.28M | 0.01% |
500,000
| – | – |
|
848
CALL
Vipshop
VIPS
$7.53B
| $6.27M | 0.01% |
633,800
+122,300
| +24% | +$1.08M |
|
849
Western Digital
WDC
$150B
| $6.27M | 0.01% |
184,974
-415,226
| -69% | -$16.7M |
|
850
CALL
Dominion Energy
D
$59.3B
| $6.24M | 0.01% |
78,200
-28,500
| -27% | -$2.35M |
|
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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.