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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 | |
|---|---|---|---|---|---|---|
2026
PACCAR
PCAR
$70.1B
| $318K | ﹤0.01% |
5,796
+372
| +7% | +$20.9K |
|
2027
PUT
Warby Parker
WRBY
$3.27B
| $318K | ﹤0.01% |
+28,200
| New | +$567K |
|
2028
PUT
Zimmer Biomet
ZBH
$18.4B
| $317K | ﹤0.01% |
3,000
| – | – |
|
2029
CALL
GXO Logistics
GXO
$5.55B
| $316K | ﹤0.01% |
7,300
-400
| -5% | -$22.1K |
|
|
BCOV
2030
DELISTED
Brightcove, Inc.
BCOV
| $316K | ﹤0.01% |
50,000
+4,072
| +9% | +$28.7K |
|
2031
CALL
Agilon Health
AGL
$1.6B
| $314K | ﹤0.01% |
+576
| New | +$291K |
|
2032
Automatic Data Processing
ADP
$108B
| $313K | ﹤0.01% |
1,490
-20,313
| -93% | -$4.45M |
|
2033
CALL
DaVita
DVA
$11.7B
| $312K | ﹤0.01% |
3,900
-16,100
| -81% | -$1.63M |
|
2034
PUT
Arthur J. Gallagher & Co
AJG
$63.6B
| $309K | ﹤0.01% |
1,900
+100
| +6% | +$16.6K |
|
2035
HF Sinclair
DINO
$14.5B
| $309K | ﹤0.01% |
+6,838
| New | +$306K |
|
|
AGNT
2036
AGNT Inc
AGNT
$734M
| $309K | ﹤0.01% |
+26,220
| New | +$379K |
|
2037
CALL
Senseonics Holdings Inc
SENS
$366M
| $309K | ﹤0.01% |
15,015
-40
| -0.3% | -$1.04K |
|
2038
PUT
JetBlue
JBLU
$2.29B
| $308K | ﹤0.01% |
36,800
-57,300
| -61% | -$613K |
|
|
CRU
2039
DELISTED
Crucible Acquisition Corporation
CRU
| $308K | ﹤0.01% |
+31,301
| New | +$307K |
|
2040
PUT
Edwards Lifesciences
EW
$51.7B
| $305K | ﹤0.01% |
3,200
-8,000
| -71% | -$828K |
|
|
ENTFW
2041
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Warrant
ENTFW
| $305K | ﹤0.01% |
1,796,547
+696,565
| +63% | +$181K |
|
|
2042
CALL
JetBlue
JBLU
$2.29B
| $303K | ﹤0.01% |
36,200
-21,900
| -38% | -$234K |
|
2043
PUT
Sempra
SRE
$54.8B
| $300K | ﹤0.01% |
4,000
-800
| -17% | -$64.2K |
|
|
SBNY
2044
DELISTED
Signature Bank
SBNY
| $300K | ﹤0.01% |
1,675
-1,101
| -40% | -$247K |
|
2045
PUT
AB InBev
BUD
$165B
| $296K | ﹤0.01% |
5,500
-7,000
| -56% | -$393K |
|
2046
PUT
Ternium
TX
$10.6B
| $294K | ﹤0.01% |
8,100
+5,600
| +224% | +$238K |
|
2047
CALL
Playboy Inc
PLBY
$141M
| $293K | ﹤0.01% |
45,700
-197,400
| -81% | -$1.81M |
|
2048
HUB Group
HUBG
$2.92B
| $292K | ﹤0.01% |
+8,226
| New | +$288K |
|
2049
PUT
Invesco Solar ETF
TAN
$1.38B
| $292K | ﹤0.01% |
4,100
-32,600
| -89% | -$2.26M |
|
|
SWN
2050
PUT
DELISTED
Southwestern Energy Company
SWN
| $292K | ﹤0.01% |
+46,600
| New | +$360K |
|
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.