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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 | |
|---|---|---|---|---|---|---|
1751
Cenovus Energy
CVE
$52.1B
| $660K | ﹤0.01% |
+34,734
| New | +$691K |
|
1752
PUT
First Majestic Silver
AG
$9.07B
| $655K | ﹤0.01% |
91,300
+55,700
| +156% | +$544K |
|
|
B
1753
DELISTED
Barnes Group Inc.
B
| $654K | ﹤0.01% |
21,010
-8,540
| -29% | -$297K |
|
|
MMP
1754
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $654K | ﹤0.01% |
13,700
+3,800
| +38% | +$190K |
|
1755
CALL
Novavax
NVAX
$1.31B
| $653K | ﹤0.01% |
12,700
-150,500
| -92% | -$7.8M |
|
1756
PUT
Mondelez International
MDLZ
$79.9B
| $652K | ﹤0.01% |
10,500
+4,600
| +78% | +$291K |
|
1757
CALL
Sabre
SABR
$835M
| $652K | ﹤0.01% |
111,600
-870,000
| -89% | -$7.27M |
|
1758
PUT
Shake Shack
SHAK
$2.87B
| $652K | ﹤0.01% |
16,500
-23,200
| -58% | -$1.18M |
|
|
EXAS
1759
DELISTED
Exact Sciences
EXAS
| $648K | ﹤0.01% |
16,460
+7,786
| +90% | +$416K |
|
1760
CALL
Energy Recovery
ERII
$443M
| $647K | ﹤0.01% |
+33,300
| New | +$646K |
|
1761
Fiverr
FVRR
$339M
| $647K | ﹤0.01% |
18,807
-1,112
| -6% | -$52.9K |
|
|
TUFN
1762
DELISTED
Tufin Software Technologies Ltd.
TUFN
| $647K | ﹤0.01% |
51,548
-44,188
| -46% | -$550K |
|
|
P
1763
CALL
Everpure Inc
P
$29.9B
| $646K | ﹤0.01% |
25,100
-100
| -0.4% | -$2.77K |
|
1764
PUT
GFL Environmental
GFL
$14.9B
| $645K | ﹤0.01% |
25,000
| – | – |
|
1765
CALL
Welltower
WELL
$171B
| $643K | ﹤0.01% |
7,800
+2,900
| +59% | +$258K |
|
1766
Playtika
PLTK
$1.12B
| $639K | ﹤0.01% |
48,244
-18,052
| -27% | -$281K |
|
1767
CALL
ACV Auctions
ACVA
$1.3B
| $638K | ﹤0.01% |
+97,600
| New | +$1M |
|
1768
CALL
Vulcan Materials
VMC
$36.9B
| $638K | ﹤0.01% |
4,500
+3,600
| +400% | +$594K |
|
|
WRK
1769
CALL
DELISTED
WestRock Company
WRK
| $637K | ﹤0.01% |
16,000
-5,200
| -25% | -$245K |
|
|
1770
CALL
First Majestic Silver
AG
$9.07B
| $635K | ﹤0.01% |
88,500
+60,800
| +219% | +$593K |
|
1771
CALL
Warby Parker
WRBY
$3.27B
| $635K | ﹤0.01% |
+56,400
| New | +$1.13M |
|
1772
Teladoc Health
TDOC
$1.3B
| $631K | ﹤0.01% |
+19,005
| New | +$807K |
|
1773
Trip.com Group
TCOM
$29.1B
| $629K | ﹤0.01% |
22,915
-40,967
| -64% | -$914K |
|
|
AMPI
1774
DELISTED
Advanced Merger Partners Inc
AMPI
| $629K | ﹤0.01% |
+64,348
| New | +$630K |
|
1775
Brighthouse Financial
BHF
$3.5B
| $626K | ﹤0.01% |
15,267
-12,093
| -44% | -$584K |
|
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.