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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 | |
|---|---|---|---|---|---|---|
576
CALL
IBM
IBM
$220B
| $13.2M | 0.01% |
68,700
-446,700
| -87% | -$60.3M |
|
577
CALL
Cummins
CMI
$88.7B
| $13.2M | 0.01% |
68,200
+14,500
| +27% | +$2.9M |
|
578
CALL
Franco-Nevada
FNV
$44.6B
| $13.1M | 0.01% |
99,900
+92,400
| +1,232% | +$13.7M |
|
579
CALL
Quanta Services
PWR
$100B
| $13.1M | 0.01% |
104,500
+101,800
| +3,770% | +$12.5M |
|
580
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $13M | 0.01% |
381,015
+228,069
| +149% | +$7.13M |
|
581
CALL
iShares Global Clean Energy ETF
ICLN
$2.37B
| $13M | 0.01% |
682,700
+542,600
| +387% | +$10.6M |
|
582
PUT
Humana
HUM
$44.1B
| $12.9M | 0.01% |
27,500
+18,800
| +216% | +$8.37M |
|
583
PUT
PENN Entertainment
PENN
$2.69B
| $12.8M | 0.01% |
422,000
-108,800
| -20% | -$3.67M |
|
|
FISV
584
PUT
Fiserv Inc
FISV
$28.9B
| $12.7M | 0.01% |
142,900
+67,500
| +90% | +$6.55M |
|
585
PUT
Best Buy
BBY
$16.9B
| $12.7M | 0.01% |
194,500
+159,800
| +461% | +$13.3M |
|
586
PUT
Energy Transfer Partners
ET
$71.2B
| $12.6M | 0.01% |
1,266,800
+429,200
| +51% | +$4.81M |
|
|
SBNY
587
PUT
DELISTED
Signature Bank
SBNY
| $12.6M | 0.01% |
70,500
+40,500
| +135% | +$9.07M |
|
588
PUT
iShares US Home Construction ETF
ITB
$2.28B
| $12.6M | 0.01% |
+240,100
| New | +$13.7M |
|
589
CALL
Roku
ROKU
$22.3B
| $12.6M | 0.01% |
153,400
-87,500
| -36% | -$8.48M |
|
590
CALL
iShares MSCI Mexico ETF
EWW
$1.97B
| $12.6M | 0.01% |
270,200
+189,700
| +236% | +$9.51M |
|
591
PUT
Gen Digital
GEN
$16.8B
| $12.6M | 0.01% |
572,800
-68,000
| -11% | -$1.67M |
|
592
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.86B
| $12.6M | 0.01% |
392,600
+198,000
| +102% | +$8.16M |
|
593
PUT
ON Semiconductor
ON
$18.6B
| $12.5M | 0.01% |
+249,400
| New | +$13.9M |
|
|
SIVB
594
CALL
DELISTED
SVB Financial Group
SIVB
| $12.5M | 0.01% |
31,600
+17,700
| +127% | +$8.34M |
|
595
CALL
D.R. Horton
DHI
$40.8B
| $12.5M | 0.01% |
188,200
+111,300
| +145% | +$7.82M |
|
596
PUT
Southwest Airlines
LUV
$23B
| $12.4M | 0.01% |
344,400
-84,900
| -20% | -$3.65M |
|
597
CALL
Exelon
EXC
$46.7B
| $12.4M | 0.01% |
274,400
+22,000
| +9% | +$1.03M |
|
598
PUT
Toronto Dominion Bank
TD
$200B
| $12.4M | 0.01% |
+189,100
| New | +$13.7M |
|
|
BRSL
599
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $12.4M | 0.01% |
666,500
+449,700
| +207% | +$9.58M |
|
600
CALL
Intuit
INTU
$88.1B
| $12.3M | 0.01% |
32,000
+25,900
| +425% | +$10.7M |
|
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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.