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Parallax Volatility Advisers

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
Cap. Flow
-$109B
Cap. Flow %
-103.64%
Top 10 Hldgs %
29.79%
Holding
3,543
New
707
Increased
1,006
Reduced
944
Closed
671

Top Buys

Rank Stock Value
1
GSK icon
GSK
GSK
+$708M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$170M
3
CI icon
Cigna
CI
+$105M
4
TSLA icon
Tesla
TSLA
+$80.8M
5
BA icon
Boeing
BA
+$67.4M

Top Sells

Rank Stock Value
1
FBK icon
FB Financial Corp
FBK
+$295M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$143M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$86.7M
4
MSFT icon
Microsoft
MSFT
+$65.9M
5
DIS icon
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
HIMX
1926
PUT
Himax Technologies
HIMX
$2.55B
$432K ﹤0.01%
57,700
+51,900
+895% +$478K
GLBE icon
1927
PUT
Global E Online
GLBE
$7.11B
$431K ﹤0.01%
21,400
-95,200
-82% -$2.19M
FTCH
1928
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$430K ﹤0.01%
60,000
-170,000
-74% -$1.74M
OWL icon
1929
CALL
Blue Owl Capital
OWL
$18.5B
$427K ﹤0.01%
+42,600
New +$511K
QUAD icon
1930
CALL
Quad
QUAD
$525M
$426K ﹤0.01%
+155,000
New +$750K
ANF icon
1931
PUT
Abercrombie & Fitch
ANF
$5B
$423K ﹤0.01%
25,000
+400
+2% +$11K
UI icon
1932
Ubiquiti
UI
$34.3B
$421K ﹤0.01%
+1,698
New +$452K
NEWR
1933
CALL
DELISTED
New Relic, Inc.
NEWR
$420K ﹤0.01%
8,400
+4,900
+140% +$272K
WOOF icon
1934
Petco
WOOF
$794M
$417K ﹤0.01%
+28,290
New +$514K
KCGI
1935
DELISTED
Kensington Capital Acquisition Corp. V
KCGI
$415K ﹤0.01%
42,010
-1,010
-2% -$10K
DAR icon
1936
Darling Ingredients
DAR
$9.44B
$412K ﹤0.01%
+6,883
New +$523K
HCICU
1937
DELISTED
Hennessy Capital Investment Corp. V Units
HCICU
$411K ﹤0.01%
41,772
-3,416
-8% -$33.8K
HSY icon
1938
PUT
Hershey
HSY
$36.6B
$410K ﹤0.01%
1,900
– –
THCP
1939
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
$410K ﹤0.01%
+41,934
New +$412K
CLAA.U
1940
DELISTED
Colonnade Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fifth of one redeemable warrant
CLAA.U
$410K ﹤0.01%
41,814
– –
HWM icon
1941
CALL
Howmet Aerospace
HWM
$112B
$409K ﹤0.01%
13,000
– –
NLY icon
1942
Annaly Capital Management
NLY
$17.4B
$409K ﹤0.01%
17,309
+5,063
+41% +$131K
NETC.WS
1943
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
$409K ﹤0.01%
1,573,423
+67,837
+5% +$18.1K
VSXY
1944
PUT
Victoria's Secret
VSXY
$7.83B
$408K ﹤0.01%
14,600
+8,300
+132% +$359K
RCFA.WS
1945
DELISTED
RCF Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RCFA.WS
$408K ﹤0.01%
1,398,151
+263,573
+23% +$80K
CALY
1946
PUT
Callaway Golf Company
CALY
$3.14B
$406K ﹤0.01%
20,100
-157,000
-89% -$3.38M
CERS icon
1947
PUT
Cerus
CERS
$474M
$401K ﹤0.01%
+75,700
New +$378K
MMP
1948
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$401K ﹤0.01%
8,400
+5,000
+147% +$249K
NTRA icon
1949
CALL
Natera
NTRA
$46.4B
$400K ﹤0.01%
+11,300
New +$418K
EIX icon
1950
PUT
Edison International
EIX
$26.4B
$399K ﹤0.01%
6,300
-1,200
-16% -$81.3K
76 77
78
79 80

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.