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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 | |
|---|---|---|---|---|---|---|
1326
First Horizon
FHN
$12.1B
| $1.9M | ﹤0.01% |
+86,690
| New | +$1.95M |
|
1327
Regeneron Pharmaceuticals
REGN
$80.8B
| $1.89M | ﹤0.01% |
+3,201
| New | +$2.08M |
|
|
SPR
1328
DELISTED
Spirit AeroSystems
SPR
| $1.89M | ﹤0.01% |
64,441
+34,216
| +113% | +$1.23M |
|
1329
PUT
Ovintiv
OVV
$16.4B
| $1.89M | ﹤0.01% |
42,700
+2,800
| +7% | +$144K |
|
1330
CALL
Wayfair
W
$14.6B
| $1.89M | ﹤0.01% |
43,300
+900
| +2% | +$63.3K |
|
|
TWO
1331
CALL
Two Harbors Investment
TWO
$1.27B
| $1.88M | ﹤0.01% |
+94,475
| New | +$1.91M |
|
|
GES
1332
CALL
DELISTED
Guess Inc
GES
| $1.88M | ﹤0.01% |
110,000
+109,800
| +54,900% | +$2.28M |
|
|
SAFE
1333
CALL
DELISTED
Safehold Inc.
SAFE
| $1.87M | ﹤0.01% |
52,900
| – | – |
|
|
FLNA
1334
PUT
Filana Therapeutics
FLNA
$48.1M
| $1.87M | ﹤0.01% |
+66,500
| New | +$1.68M |
|
1335
CALL
CVR Partners
UAN
$1.34B
| $1.87M | ﹤0.01% |
18,700
+14,000
| +298% | +$1.88M |
|
|
HIII
1336
DELISTED
Hudson Executive Investment Corp. III Class A Common Stock
HIII
| $1.86M | ﹤0.01% |
+190,175
| New | +$1.86M |
|
1337
Alnylam Pharmaceuticals
ALNY
$29.3B
| $1.86M | ﹤0.01% |
+12,781
| New | +$1.81M |
|
1338
PUT
Akamai
AKAM
$15.9B
| $1.86M | ﹤0.01% |
20,400
-122,900
| -86% | -$12.8M |
|
1339
PUT
Federal Agricultural Mortgage
AGM
$2.56B
| $1.86M | ﹤0.01% |
+19,000
| New | +$1.95M |
|
1340
PUT
ChargePoint
CHPT
$161M
| $1.85M | ﹤0.01% |
6,770
+695
| +11% | +$193K |
|
1341
iShares MSCI China ETF
MCHI
$6.38B
| $1.85M | ﹤0.01% |
33,204
+8,326
| +33% | +$427K |
|
1342
PUT
Credit Acceptance
CACC
$6.08B
| $1.84M | ﹤0.01% |
3,900
+3,000
| +333% | +$1.66M |
|
1343
PUT
Illumina
ILMN
$28.4B
| $1.84M | ﹤0.01% |
10,280
-3,598
| -26% | -$919K |
|
1344
CALL
Jones Lang LaSalle
JLL
$16.7B
| $1.84M | ﹤0.01% |
+10,500
| New | +$2.09M |
|
1345
Magna International
MGA
$18.8B
| $1.83M | ﹤0.01% |
33,397
-1,851
| -5% | -$113K |
|
1346
PUT
Corning
GLW
$143B
| $1.83M | ﹤0.01% |
58,100
+35,400
| +156% | +$1.22M |
|
|
VTLE
1347
DELISTED
Vital Energy
VTLE
| $1.83M | ﹤0.01% |
26,525
+25,650
| +2,931% | +$2.06M |
|
1348
CALL
Align Technology
ALGN
$12.3B
| $1.82M | ﹤0.01% |
7,700
+7,600
| +7,600% | +$2.33M |
|
1349
CALL
Williams Companies
WMB
$86.1B
| $1.82M | ﹤0.01% |
58,400
-50,000
| -46% | -$1.73M |
|
1350
PUT
Dutch Bros
BROS
$9.26B
| $1.82M | ﹤0.01% |
57,500
+40,300
| +234% | +$1.65M |
|
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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.