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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 | |
|---|---|---|---|---|---|---|
1201
PUT
CuriosityStream
CURI
$161M
| $2.59M | ﹤0.01% |
1,531,600
| – | – |
|
|
COUP
1202
CALL
DELISTED
Coupa Software Incorporated
COUP
| $2.59M | ﹤0.01% |
45,300
+30,900
| +215% | +$2.38M |
|
1203
Monolithic Power Systems
MPWR
$68.9B
| $2.58M | ﹤0.01% |
6,722
+390
| +6% | +$165K |
|
1204
CALL
Rexford Industrial Realty
REXR
$8.19B
| $2.58M | ﹤0.01% |
+44,800
| New | +$3.08M |
|
1205
CALL
Tilray
TLRY
$622M
| $2.58M | ﹤0.01% |
82,560
-43,570
| -35% | -$2.06M |
|
1206
PUT
D.R. Horton
DHI
$42.3B
| $2.56M | ﹤0.01% |
38,800
-14,900
| -28% | -$1.05M |
|
1207
CALL
Digital Turbine
APPS
$1.74B
| $2.56M | ﹤0.01% |
146,800
-17,900
| -11% | -$485K |
|
1208
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$603M
| $2.56M | ﹤0.01% |
+18,980
| New | +$3.23M |
|
|
KVSA
1209
DELISTED
Khosla Ventures Acquisition Co. Class A Common Stock
KVSA
| $2.56M | ﹤0.01% |
+262,000
| New | +$2.56M |
|
1210
iShares MBS ETF
MBB
$39.1B
| $2.55M | ﹤0.01% |
+26,193
| New | +$2.57M |
|
1211
Energy Transfer Partners
ET
$69.3B
| $2.55M | ﹤0.01% |
+255,357
| New | +$2.86M |
|
1212
PUT
Warner Bros
WBD
$67.1B
| $2.55M | ﹤0.01% |
189,900
-89,100
| -32% | -$1.65M |
|
1213
PUT
Archer Daniels Midland
ADM
$36.9B
| $2.55M | ﹤0.01% |
32,800
+30,800
| +1,540% | +$2.69M |
|
1214
PUT
Boston Beer
SAM
$1.92B
| $2.54M | ﹤0.01% |
8,400
-5,000
| -37% | -$1.74M |
|
1215
Calidi Biotherapeutics
CLDI
$3.96M
| $2.52M | ﹤0.01% |
+132
| New | +$2.52M |
|
1216
Lincoln National
LNC
$8.81B
| $2.51M | ﹤0.01% |
53,712
+31,960
| +147% | +$1.82M |
|
1217
CALL
Assurant
AIZ
$14.3B
| $2.51M | ﹤0.01% |
+14,500
| New | +$2.63M |
|
1218
PUT
Automatic Data Processing
ADP
$108B
| $2.5M | ﹤0.01% |
11,900
-10,100
| -46% | -$2.21M |
|
1219
PUT
Fidelity National Information Services
FIS
$22.1B
| $2.49M | ﹤0.01% |
27,200
+8,400
| +45% | +$834K |
|
1220
CALL
ZTO Express
ZTO
$17.9B
| $2.47M | ﹤0.01% |
+90,000
| New | +$2.31M |
|
|
SAFE
1221
CALL
Safehold
SAFE
$1.15B
| $2.47M | ﹤0.01% |
+36,979
| New | +$3.11M |
|
1222
PUT
Repligen
RGEN
$9.25B
| $2.44M | ﹤0.01% |
15,000
| – | – |
|
1223
CALL
AdaptHealth
AHCO
$759M
| $2.44M | ﹤0.01% |
+135,000
| New | +$2.19M |
|
1224
PUT
C.H. Robinson
CHRW
$17.5B
| $2.43M | ﹤0.01% |
24,000
+15,600
| +186% | +$1.63M |
|
1225
Progyny
PGNY
$2.2B
| $2.42M | ﹤0.01% |
+83,431
| New | +$2.99M |
|
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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.