We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
526
PUT
Analog Devices
ADI
$184B
| $15.5M | 0.01% |
105,800
-362,400
| -77% | -$57.1M |
|
527
CALL
Darden Restaurants
DRI
$24.1B
| $15.4M | 0.01% |
136,300
-107,600
| -44% | -$13.4M |
|
528
PUT
Teradyne
TER
$60.2B
| $15.3M | 0.01% |
170,900
+114,600
| +204% | +$11.9M |
|
|
GPMT
529
PUT
Granite Point Mortgage Trust
GPMT
$60.2M
| $15.2M | 0.01% |
1,589,600
+500,000
| +46% | +$5.11M |
|
530
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $15.2M | 0.01% |
750,000
+250,000
| +50% | +$5.3M |
|
531
CALL
Dollar Tree
DLTR
$24.9B
| $15.1M | 0.01% |
96,800
+94,100
| +3,485% | +$14.9M |
|
532
CALL
Air Products & Chemicals
APD
$66.8B
| $15M | 0.01% |
62,300
+55,400
| +803% | +$13.5M |
|
533
TSMC
TSM
$2.17T
| $15M | 0.01% |
183,014
+119,902
| +190% | +$11.1M |
|
|
ATVI
534
DELISTED
Activision Blizzard
ATVI
| $14.9M | 0.01% |
191,715
+191,687
| +684,596% | +$14.9M |
|
535
PUT
State Street SPDR S&P Retail ETF
XRT
$323M
| $14.9M | 0.01% |
255,900
+210,000
| +458% | +$14.3M |
|
536
CALL
General Mills
GIS
$19.3B
| $14.8M | 0.01% |
+196,800
| New | +$13.8M |
|
|
SCHW
537
CALL
Charles Schwab
SCHW
$187B
| $14.8M | 0.01% |
235,000
-30,200
| -11% | -$2.08M |
|
538
PUT
Marvell Technology
MRVL
$189B
| $14.8M | 0.01% |
339,200
+50,800
| +18% | +$2.88M |
|
|
539
CALL
Analog Devices
ADI
$184B
| $14.7M | 0.01% |
100,700
-25,800
| -20% | -$4.06M |
|
540
PUT
Axos Financial
AX
$5.78B
| $14.7M | 0.01% |
410,000
+357,100
| +675% | +$13.7M |
|
541
PUT
Quanta Services
PWR
$100B
| $14.7M | 0.01% |
117,000
+108,000
| +1,200% | +$13.3M |
|
542
CALL
Palantir
PLTR
$375B
| $14.7M | 0.01% |
1,615,800
-3,475,500
| -68% | -$34.4M |
|
543
Dow Inc
DOW
$21.9B
| $14.6M | 0.01% |
+283,485
| New | +$18.2M |
|
544
CALL
HP
HPQ
$25.8B
| $14.6M | 0.01% |
445,700
+88,400
| +25% | +$3.24M |
|
545
CALL
Microchip Technology
MCHP
$40.4B
| $14.6M | 0.01% |
251,300
+66,100
| +36% | +$4.38M |
|
546
CALL
Vale
VALE
$62.6B
| $14.5M | 0.01% |
992,100
+512,900
| +107% | +$8.76M |
|
547
PUT
Roku
ROKU
$22.3B
| $14.5M | 0.01% |
176,100
-467,200
| -73% | -$45.3M |
|
548
CALL
Alcoa
AA
$12.5B
| $14.4M | 0.01% |
316,700
-154,300
| -33% | -$10M |
|
|
LSXMA
549
PUT
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $14.4M | 0.01% |
+544,400
| New | +$16.3M |
|
550
Cleveland-Cliffs
CLF
$6.98B
| $14.4M | 0.01% |
936,669
+622,669
| +198% | +$14.9M |
|
Similar funds
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.