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Parallax Volatility Advisers

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
Cap. Flow
-$109B
Cap. Flow %
-103.64%
Top 10 Hldgs %
29.79%
Holding
3,543
New
707
Increased
1,006
Reduced
944
Closed
671

Top Buys

Rank Stock Value
1
GSK icon
GSK
GSK
+$708M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$170M
3
CI icon
Cigna
CI
+$105M
4
TSLA icon
Tesla
TSLA
+$80.8M
5
BA icon
Boeing
BA
+$67.4M

Top Sells

Rank Stock Value
1
FBK icon
FB Financial Corp
FBK
+$295M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$143M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$86.7M
4
MSFT icon
Microsoft
MSFT
+$65.9M
5
DIS icon
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
AMR icon
1851
PUT
Alpha Metallurgical Resources
AMR
$1.93B
$519K ﹤0.01%
4,000
+3,500
+700% +$529K
AER icon
1852
PUT
AerCap
AER
$23.8B
$516K ﹤0.01%
12,700
-73,200
-85% -$3.39M
EGHT icon
1853
8x8 Inc
EGHT
$332M
$516K ﹤0.01%
100,168
-19,233
-16% -$161K
CNC icon
1854
Centene
CNC
$32.5B
$513K ﹤0.01%
+6,064
New +$504K
VXX icon
1855
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
$512K ﹤0.01%
1,387
-7,472
-84% -$2.95M
VMC icon
1856
PUT
Vulcan Materials
VMC
$36.9B
$511K ﹤0.01%
3,600
+3,100
+620% +$512K
DOC
1857
CALL
DELISTED
PHYSICIANS REALTY TRUST
DOC
$510K ﹤0.01%
29,200
-100
-0.3% -$1.76K
KKR icon
1858
CALL
KKR & Co
KKR
$92.3B
$505K ﹤0.01%
10,900
-19,100
-64% -$1M
MPLX icon
1859
CALL
MPLX
MPLX
$59.7B
$504K ﹤0.01%
17,300
+3,300
+24% +$106K
UMC icon
1860
United Microelectronic
UMC
$46.9B
$503K ﹤0.01%
74,246
+69,901
+1,609% +$573K
FRXB
1861
DELISTED
Forest Road Acquisition Corp. II
FRXB
$500K ﹤0.01%
+51,000
New +$499K
SKGRU
1862
DELISTED
SK Growth Opportunities Corporation Unit
SKGRU
$499K ﹤0.01%
+50,000
New +$498K
ZWRKU
1863
DELISTED
Z-Work Acquisition Corp. Units
ZWRKU
$499K ﹤0.01%
50,416
– –
OMC icon
1864
PUT
Omnicom Group
OMC
$23.4B
$496K ﹤0.01%
7,800
+300
+4% +$22.2K
IBN icon
1865
ICICI Bank
IBN
$108B
$495K ﹤0.01%
+27,876
New +$521K
CTXS
1866
PUT
DELISTED
Citrix Systems Inc
CTXS
$495K ﹤0.01%
5,100
– –
FNKO icon
1867
CALL
Funko
FNKO
$328M
$493K ﹤0.01%
22,100
– –
LHC.U
1868
DELISTED
Leo Holdings Corp. II Units, each consisting of one Class A ordinary share and one-quarter of one redeemable warrant
LHC.U
$492K ﹤0.01%
50,000
– –
AEP icon
1869
PUT
American Electric Power
AEP
$68.4B
$491K ﹤0.01%
5,100
-2,900
-36% -$287K
CTRA
1870
DELISTED
Coterra Energy
CTRA
$491K ﹤0.01%
19,039
-6,771
-26% -$205K
GLNG icon
1871
CALL
Golar LNG
GLNG
$5.13B
$489K ﹤0.01%
+21,500
New +$514K
ALK icon
1872
PUT
Alaska Air
ALK
$5.58B
$484K ﹤0.01%
12,100
-100
-0.8% -$4.88K
LITTU
1873
DELISTED
Logistics Innovation Technologies Corp. Units
LITTU
$482K ﹤0.01%
49,431
-596,815
-92% -$5.86M
CARG icon
1874
PUT
CarGurus
CARG
$3.47B
$481K ﹤0.01%
22,500
+10,700
+91% +$317K
SPWH icon
1875
CALL
Sportsman's Warehouse
SPWH
$46M
$480K ﹤0.01%
50,000
-100,000
-67% -$986K
73 74
75
76 77

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.