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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Bath & Body Works
BBWI
$4.1B
| $3.42M | ﹤0.01% |
127,200
-27,400
| -18% | -$1.19M |
|
1077
PUT
NetApp
NTAP
$37.2B
| $3.42M | ﹤0.01% |
52,400
+52,200
| +26,100% | +$3.75M |
|
1078
PUT
Clorox
CLX
$12.7B
| $3.41M | ﹤0.01% |
24,200
-40,200
| -62% | -$5.74M |
|
|
JWN
1079
DELISTED
Nordstrom
JWN
| $3.4M | ﹤0.01% |
+160,907
| New | +$4.11M |
|
1080
PUT
Aon
AON
$76B
| $3.4M | ﹤0.01% |
12,600
+9,600
| +320% | +$2.76M |
|
1081
PUT
Microchip Technology
MCHP
$46B
| $3.37M | ﹤0.01% |
58,000
-84,700
| -59% | -$5.61M |
|
1082
PUT
iShares MSCI Canada ETF
EWC
$6.33B
| $3.37M | ﹤0.01% |
100,000
| – | – |
|
|
AVYA
1083
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $3.37M | ﹤0.01% |
1,503,700
| – | – |
|
1084
CALL
Teradyne
TER
$59.3B
| $3.36M | ﹤0.01% |
37,500
+22,300
| +147% | +$2.32M |
|
1085
CALL
Allstate
ALL
$67.5B
| $3.36M | ﹤0.01% |
26,500
-86,800
| -77% | -$11.4M |
|
1086
S&P Global
SPGI
$120B
| $3.35M | ﹤0.01% |
+9,945
| New | +$3.55M |
|
1087
CALL
Synchrony
SYF
$25.6B
| $3.34M | ﹤0.01% |
120,800
+35,700
| +42% | +$1.24M |
|
1088
Futu Holdings
FUTU
$15.3B
| $3.33M | ﹤0.01% |
+63,868
| New | +$2.41M |
|
|
RDFN
1089
PUT
DELISTED
Redfin
RDFN
| $3.33M | ﹤0.01% |
404,500
+1,000
| +0.2% | +$11.4K |
|
|
PSPC
1090
DELISTED
Post Holdings Partnering Corporation
PSPC
| $3.33M | ﹤0.01% |
+343,728
| New | +$3.34M |
|
1091
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
| $3.32M | ﹤0.01% |
30,200
-57,700
| -66% | -$6.51M |
|
|
COOP
1092
PUT
DELISTED
Mr. Cooper
COOP
| $3.32M | ﹤0.01% |
90,400
-40,600
| -31% | -$1.72M |
|
|
CLR
1093
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.32M | ﹤0.01% |
50,700
-4,600
| -8% | -$292K |
|
1094
IBM
IBM
$224B
| $3.31M | ﹤0.01% |
23,473
-10,154
| -30% | -$1.37M |
|
1095
CALL
Oshkosh
OSK
$9.59B
| $3.29M | ﹤0.01% |
+40,000
| New | +$3.67M |
|
|
HAYN
1096
PUT
DELISTED
Haynes International, Inc.
HAYN
| $3.28M | ﹤0.01% |
100,000
| – | – |
|
1097
CALL
CarGurus
CARG
$3.52B
| $3.27M | ﹤0.01% |
152,400
+117,300
| +334% | +$3.47M |
|
1098
CALL
International Flavors & Fragrances
IFF
$21.9B
| $3.26M | ﹤0.01% |
+27,400
| New | +$3.42M |
|
1099
CALL
Asana
ASAN
$2.13B
| $3.26M | ﹤0.01% |
185,200
+66,500
| +56% | +$1.67M |
|
|
LOKM
1100
DELISTED
Live Oak Mobility Acquisition Corp.
LOKM
| $3.26M | ﹤0.01% |
+332,721
| New | +$3.26M |
|
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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.