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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-1.35%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$105B
AUM Growth
-$86.5B
(-45%)
Cap. Flow
+$828M
Cap. Flow
% of AUM
0.79%
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 | Miscellaneous | 96.12% |
| 2 | Healthcare | 1.89% |
| 3 | Technology | 0.44% |
| 4 | Consumer Discretionary | 0.42% |
| 5 | Financials | 0.29% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1276
CALL
Gray Television
GTN
$491M
| $2.11M | ﹤0.01% |
+125,000
| New | +$2.43M |
|
1277
CALL
Magnite
MGNI
$3.38B
| $2.11M | ﹤0.01% |
237,600
+234,800
| +8,386% | +$2.52M |
|
1278
PUT
JFrog
FROG
$10.8B
| $2.11M | ﹤0.01% |
+100,000
| New | +$2.1M |
|
1279
British American Tobacco
BTI
$117B
| $2.1M | ﹤0.01% |
49,030
+47,349
| +2,817% | +$2.03M |
|
1280
CALL
Abercrombie & Fitch
ANF
$6.45B
| $2.1M | ﹤0.01% |
124,100
+73,300
| +144% | +$2.02M |
|
1281
PAR Technology
PAR
$730M
| $2.1M | ﹤0.01% |
+55,900
| New | +$2.01M |
|
1282
CALL
Entegris
ENTG
$21.9B
| $2.09M | ﹤0.01% |
22,700
-29,300
| -56% | -$3.17M |
|
1283
CALL
LyondellBasell Industries
LYB
$20.8B
| $2.09M | ﹤0.01% |
23,900
-332,900
| -93% | -$34.7M |
|
|
ARI
1284
Apollo Commercial Real Estate
ARI
$869M
| $2.09M | ﹤0.01% |
200,142
-154,254
| -44% | -$1.89M |
|
|
ZEV
1285
PUT
DELISTED
Lightning eMotors, Inc.
ZEV
| $2.08M | ﹤0.01% |
37,500
| – | – |
|
1286
PUT
BioMarin Pharmaceuticals
BMRN
$12.5B
| $2.07M | ﹤0.01% |
25,000
| – | – |
|
|
DCP
1287
CALL
DELISTED
DCP Midstream, LP
DCP
| $2.07M | ﹤0.01% |
70,000
-100
| -0.1% | -$3.42K |
|
|
PNTM
1288
DELISTED
Pontem Corporation
PNTM
| $2.07M | ﹤0.01% |
+209,867
| New | +$2.06M |
|
1289
CALL
Synopsys
SNPS
$75.4B
| $2.06M | ﹤0.01% |
6,800
-1,400
| -17% | -$422K |
|
1290
CALL
Deutsche Bank
DB
$76.4B
| $2.06M | ﹤0.01% |
235,500
-3,600
| -2% | -$38.4K |
|
1291
PUT
PACCAR
PCAR
$64.2B
| $2.06M | ﹤0.01% |
37,500
-900
| -2% | -$50.7K |
|
1292
Southern Copper
SCCO
$177B
| $2.06M | ﹤0.01% |
+45,092
| New | +$2.57M |
|
1293
Whirlpool
WHR
$2.4B
| $2.05M | ﹤0.01% |
+13,223
| New | +$2.3M |
|
1294
CALL
Paycom
PAYC
$9.72B
| $2.04M | ﹤0.01% |
7,300
-200
| -3% | -$59K |
|
1295
Baker Hughes
BKR
$63.2B
| $2.04M | ﹤0.01% |
70,727
+53,241
| +304% | +$1.8M |
|
1296
CALL
Apollo Global Management
APO
$77.3B
| $2.04M | ﹤0.01% |
42,000
-16,000
| -28% | -$871K |
|
1297
Shopify
SHOP
$163B
| $2.03M | ﹤0.01% |
65,107
+19,787
| +44% | +$845K |
|
1298
PUT
Enterprise Products Partners
EPD
$84.9B
| $2.03M | ﹤0.01% |
83,400
+2,800
| +3% | +$73.7K |
|
|
ACII
1299
DELISTED
Atlas Crest Investment Corp. II
ACII
| $2.03M | ﹤0.01% |
+206,600
| New | +$2.03M |
|
1300
CALL
Lincoln National
LNC
$8.34B
| $2.02M | ﹤0.01% |
43,300
+400
| +0.9% | +$22.8K |
|
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TI
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's Q2 2022 filing shows 707 new, 1,006 increased, 944 reduced and 671 closed positions. Its largest new stake was GSK: 12,829,784 shares worth $1.53B. The largest sale was FB Financial Corp, an estimated $295M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Healthcare and Technology.
- 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.