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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 | |
|---|---|---|---|---|---|---|
1001
US Global Jets ETF
JETS
$800M
| $4.12M | ﹤0.01% |
249,541
-326,556
| -57% | -$6.43M |
|
1002
PUT
FIVE9
FIVN
$2.6B
| $4.11M | ﹤0.01% |
45,100
-17,300
| -28% | -$1.75M |
|
1003
PUT
PNC Financial Services
PNC
$101B
| $4.1M | ﹤0.01% |
26,000
-204,300
| -89% | -$34.2M |
|
1004
CALL
Norfolk Southern
NSC
$75.1B
| $4.09M | ﹤0.01% |
18,000
-48,700
| -73% | -$12M |
|
|
TMHC
1005
CALL
DELISTED
Taylor Morrison
TMHC
| $4.09M | ﹤0.01% |
+175,000
| New | +$4.63M |
|
1006
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $4.08M | ﹤0.01% |
127,700
-311,800
| -71% | -$12.8M |
|
|
WBA
1007
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $4.04M | ﹤0.01% |
106,700
+22,100
| +26% | +$950K |
|
1008
CALL
Tandem Diabetes Care
TNDM
$1.53B
| $4.04M | ﹤0.01% |
+68,200
| New | +$5.6M |
|
|
AQUA
1009
PUT
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $4.02M | ﹤0.01% |
+123,600
| New | +$4.71M |
|
1010
PUT
Transocean
RIG
$5.82B
| $4M | ﹤0.01% |
1,200,200
| – | – |
|
1011
CALL
Travelers Companies
TRV
$80.2B
| $3.99M | ﹤0.01% |
23,600
+5,100
| +28% | +$886K |
|
1012
CALL
MBIA
MBI
$260M
| $3.96M | ﹤0.01% |
321,000
| – | – |
|
1013
Teva Pharmaceuticals
TEVA
$41.2B
| $3.96M | ﹤0.01% |
526,994
+147,118
| +39% | +$1.28M |
|
1014
PUT
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.26B
| $3.96M | ﹤0.01% |
226,600
| – | – |
|
1015
CALL
STAAR Surgical
STAA
$1.21B
| $3.95M | ﹤0.01% |
+55,700
| New | +$3.59M |
|
1016
PUT
Planet Fitness
PLNT
$3.96B
| $3.93M | ﹤0.01% |
57,800
+47,700
| +472% | +$3.52M |
|
1017
PUT
SentinelOne
S
$7.34B
| $3.91M | ﹤0.01% |
167,600
+1,800
| +1% | +$50.5K |
|
1018
ArcelorMittal
MT
$55.3B
| $3.91M | ﹤0.01% |
173,007
+156,852
| +971% | +$4.6M |
|
1019
PUT
Paycom
PAYC
$10B
| $3.89M | ﹤0.01% |
13,900
-1,400
| -9% | -$413K |
|
1020
PUT
Vale
VALE
$62.6B
| $3.86M | ﹤0.01% |
263,600
-257,100
| -49% | -$4.39M |
|
1021
CALL
Magna International
MGA
$18.8B
| $3.84M | ﹤0.01% |
+70,000
| New | +$4.27M |
|
1022
PUT
Monolithic Power Systems
MPWR
$68.9B
| $3.84M | ﹤0.01% |
10,000
-100
| -1% | -$42.2K |
|
|
ABST
1023
DELISTED
Absolute Software Corp
ABST
| $3.84M | ﹤0.01% |
443,508
-5,788
| -1% | -$48.4K |
|
1024
CALL
monday.com
MNDY
$3.94B
| $3.83M | ﹤0.01% |
37,100
+24,300
| +190% | +$2.95M |
|
|
GATE
1025
DELISTED
Marblegate Acquisition Corp. Class A Common Stock
GATE
| $3.83M | ﹤0.01% |
+387,100
| New | +$3.82M |
|
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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.