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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 | |
|---|---|---|---|---|---|---|
1051
Travel + Leisure Co
TNL
$4.7B
| $3.62M | ﹤0.01% |
93,232
-158,828
| -63% | -$7.84M |
|
|
HIMX
1052
CALL
Himax Technologies
HIMX
$2.55B
| $3.62M | ﹤0.01% |
483,800
+238,700
| +97% | +$2.2M |
|
|
CFLT
1053
CALL
DELISTED
Confluent
CFLT
| $3.6M | ﹤0.01% |
155,100
+95,200
| +159% | +$2.56M |
|
1054
CALL
Invesco Solar ETF
TAN
$1.49B
| $3.6M | ﹤0.01% |
50,500
+41,500
| +461% | +$2.87M |
|
1055
PUT
Asana
ASAN
$2.13B
| $3.6M | ﹤0.01% |
204,300
+160,300
| +364% | +$4.03M |
|
1056
PUT
Intercontinental Exchange
ICE
$84.4B
| $3.59M | ﹤0.01% |
38,200
| – | – |
|
1057
Carlyle Group
CG
$17.2B
| $3.59M | ﹤0.01% |
113,433
+92,872
| +452% | +$3.56M |
|
1058
PUT
Wheaton Precious Metals
WPM
$60.9B
| $3.58M | ﹤0.01% |
99,400
+53,600
| +117% | +$2.33M |
|
1059
Petrobras
PBR
$116B
| $3.56M | ﹤0.01% |
+304,977
| New | +$4.22M |
|
1060
PUT
TPG
TPG
$7.86B
| $3.55M | ﹤0.01% |
+148,500
| New | +$4.01M |
|
1061
PUT
Capri Holdings
CPRI
$1.74B
| $3.55M | ﹤0.01% |
86,500
-62,300
| -42% | -$2.9M |
|
|
ARR
1062
CALL
Armour Residential REIT
ARR
$2.36B
| $3.52M | ﹤0.01% |
100,020
+20
| +0% | +$742 |
|
|
ARR
1063
PUT
Armour Residential REIT
ARR
$2.36B
| $3.52M | ﹤0.01% |
100,000
| – | – |
|
1064
PUT
BHP
BHP
$230B
| $3.51M | ﹤0.01% |
62,500
-24,602
| -28% | -$1.53M |
|
1065
PUT
Beyond Meat
BYND
$277M
| $3.5M | ﹤0.01% |
146,100
-27,200
| -16% | -$869K |
|
1066
Quanta Services
PWR
$101B
| $3.5M | ﹤0.01% |
27,886
+12,853
| +85% | +$1.58M |
|
1067
Wolfspeed
WOLF
$1.71B
| $3.49M | ﹤0.01% |
55,025
-15,043
| -21% | -$1.25M |
|
1068
PUT
Amphastar Pharmaceuticals
AMPH
$916M
| $3.48M | ﹤0.01% |
+100,000
| New | +$3.57M |
|
1069
Lyft
LYFT
$6.63B
| $3.47M | ﹤0.01% |
261,596
+38,040
| +17% | +$887K |
|
1070
PUT
J.M. Smucker
SJM
$12.8B
| $3.46M | ﹤0.01% |
+27,000
| New | +$3.6M |
|
|
PDCE
1071
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $3.45M | ﹤0.01% |
56,000
| – | – |
|
|
FISV
1072
Fiserv Inc
FISV
$27.9B
| $3.45M | ﹤0.01% |
38,769
-29,661
| -43% | -$2.88M |
|
1073
PUT
Matador Resources
MTDR
$6.09B
| $3.44M | ﹤0.01% |
73,800
-56,400
| -43% | -$3.06M |
|
1074
PUT
Ross Stores
ROST
$81.9B
| $3.44M | ﹤0.01% |
49,000
+7,900
| +19% | +$704K |
|
1075
CALL
Constellation Brands
STZ
$23.2B
| $3.43M | ﹤0.01% |
14,700
| – | – |
|
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.