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 | |
|---|---|---|---|---|---|---|
1126
CALL
Elevance Health
ELV
$85.5B
| $3.09M | ﹤0.01% |
+6,400
| New | +$3.17M |
|
1127
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $3.08M | ﹤0.01% |
70,200
| – | – |
|
1128
CALL
Lumen
LUMN
$6.44B
| $3.07M | ﹤0.01% |
281,700
-100
| -0% | -$1.12K |
|
1129
Herbalife
HLF
$1.29B
| $3.07M | ﹤0.01% |
150,000
+94,678
| +171% | +$2.34M |
|
1130
CALL
Danaher
DHR
$144B
| $3.07M | ﹤0.01% |
13,649
+13,536
| +11,979% | +$3.12M |
|
1131
PUT
Southern Company
SO
$107B
| $3.06M | ﹤0.01% |
43,000
+42,100
| +4,678% | +$3.09M |
|
1132
CALL
C.H. Robinson
CHRW
$17.5B
| $3.06M | ﹤0.01% |
30,200
-45,300
| -60% | -$4.73M |
|
1133
PUT
Realty Income
O
$59.1B
| $3.05M | ﹤0.01% |
44,600
+39,400
| +758% | +$2.71M |
|
1134
Agios Pharmaceuticals
AGIO
$1.93B
| $3.04M | ﹤0.01% |
+137,231
| New | +$3.1M |
|
1135
PUT
PPG Industries
PPG
$26.6B
| $3.04M | ﹤0.01% |
26,600
+24,400
| +1,109% | +$3.05M |
|
1136
CALL
Tapestry
TPR
$32.8B
| $3.02M | ﹤0.01% |
98,900
+79,100
| +399% | +$2.59M |
|
1137
Dell
DELL
$293B
| $3M | ﹤0.01% |
+65,038
| New | +$3.07M |
|
1138
PUT
EPR Properties
EPR
$4.77B
| $3M | ﹤0.01% |
+64,000
| New | +$3.24M |
|
1139
MSCI
MSCI
$40.9B
| $3M | ﹤0.01% |
7,285
+1,034
| +17% | +$450K |
|
1140
CALL
Martin Marietta Materials
MLM
$33B
| $3M | ﹤0.01% |
10,000
+1,900
| +23% | +$648K |
|
1141
PUT
Fastly Inc
FSLY
$3.66B
| $2.98M | ﹤0.01% |
256,700
-81,500
| -24% | -$1.15M |
|
1142
PUT
Boston Scientific
BSX
$71.5B
| $2.97M | ﹤0.01% |
79,800
-34,500
| -30% | -$1.4M |
|
1143
PUT
Horizon Bancorp
HBNC
$1.04B
| $2.97M | ﹤0.01% |
+170,700
| New | +$3.04M |
|
1144
CALL
Old National Bancorp
ONB
$10.2B
| $2.96M | ﹤0.01% |
200,000
-960,000
| -83% | -$14.8M |
|
1145
CALL
Hyatt Hotels
H
$16.7B
| $2.96M | ﹤0.01% |
+40,000
| New | +$3.47M |
|
|
NGC
1146
DELISTED
Northern Genesis Acquisition Corp. III
NGC
| $2.96M | ﹤0.01% |
+301,604
| New | +$2.95M |
|
1147
CALL
Harley-Davidson
HOG
$2.71B
| $2.94M | ﹤0.01% |
92,900
+300
| +0.3% | +$10.7K |
|
1148
CALL
Kinross Gold
KGC
$32.8B
| $2.94M | ﹤0.01% |
820,900
+265,800
| +48% | +$1.29M |
|
1149
CALL
Fidelity National Information Services
FIS
$22.1B
| $2.94M | ﹤0.01% |
32,000
-62,700
| -66% | -$6.23M |
|
1150
PUT
Dillards
DDS
$9.56B
| $2.93M | ﹤0.01% |
13,300
+11,800
| +787% | +$3.41M |
|
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.