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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-1.35%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$105B
AUM Growth
-$86.5B
(-45%)
Cap. Flow
+$828M
Cap. Flow
% of AUM
0.79%
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 | Miscellaneous | 96.12% |
| 2 | Healthcare | 1.89% |
| 3 | Technology | 0.44% |
| 4 | Consumer Discretionary | 0.42% |
| 5 | Financials | 0.29% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1951
CALL
HSBC
HSBC
$360B
| $399K | ﹤0.01% |
+12,200
| New | +$396K |
|
|
TELL
1952
DELISTED
Tellurian Inc.
TELL
| $399K | ﹤0.01% |
133,758
-246,758
| -65% | -$1.14M |
|
|
PIPP
1953
DELISTED
Pine Island Acquisition Corp.
PIPP
| $398K | ﹤0.01% |
40,328
| – | – |
|
1954
Paycom
PAYC
$9.72B
| $397K | ﹤0.01% |
+1,416
| New | +$418K |
|
1955
CALL
Zions Bancorporation
ZION
$9.94B
| $397K | ﹤0.01% |
7,800
+5,900
| +311% | +$335K |
|
1956
CALL
Under Armour
UAA
$2.1B
| $394K | ﹤0.01% |
47,500
-54,500
| -53% | -$668K |
|
|
OPTU
1957
Optimum Communications Inc
OPTU
$368M
| $391K | ﹤0.01% |
42,278
-41,158
| -49% | -$431K |
|
1958
Ovintiv
OVV
$17.8B
| $391K | ﹤0.01% |
8,852
-178,235
| -95% | -$9.19M |
|
1959
PUT
Sociedad Química y Minera de Chile
SQM
$21.6B
| $391K | ﹤0.01% |
4,700
-6,100
| -56% | -$537K |
|
|
GPP
1960
PUT
DELISTED
Green Plains Partners LP
GPP
| $391K | ﹤0.01% |
32,100
-177,900
| -85% | -$2.33M |
|
1961
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.27B
| $388K | ﹤0.01% |
6,200
+6,000
| +3,000% | +$511K |
|
|
FRSG
1962
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
| $388K | ﹤0.01% |
+39,709
| New | +$388K |
|
|
CYBR
1963
PUT
DELISTED
CyberArk
CYBR
| $386K | ﹤0.01% |
3,000
+600
| +25% | +$86.7K |
|
1964
PUT
Hasbro
HAS
$12.5B
| $385K | ﹤0.01% |
4,700
-72,200
| -94% | -$6.25M |
|
1965
CALL
Interactive Brokers
IBKR
$40.9B
| $385K | ﹤0.01% |
+28,000
| New | +$416K |
|
1966
CALL
StoneCo
STNE
$2.26B
| $385K | ﹤0.01% |
50,000
-102,000
| -67% | -$976K |
|
1967
PUT
Turning Point Brands
TPB
$1.47B
| $385K | ﹤0.01% |
+14,200
| New | +$416K |
|
1968
PUT
VeriSign
VRSN
$25.9B
| $385K | ﹤0.01% |
2,300
+2,200
| +2,200% | +$404K |
|
1969
PUT
Pan American Silver
PAAS
$21.9B
| $383K | ﹤0.01% |
19,400
-2,500
| -11% | -$59.9K |
|
|
CVAC
1970
DELISTED
CureVac
CVAC
| $381K | ﹤0.01% |
27,991
-11,961
| -30% | -$198K |
|
|
RVNC
1971
CALL
DELISTED
Revance Therapeutics, Inc.
RVNC
| $381K | ﹤0.01% |
+27,600
| New | +$425K |
|
1972
CALL
Advance Auto Parts
AAP
$2.62B
| $380K | ﹤0.01% |
2,200
-2,000
| -48% | -$397K |
|
1973
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$261M
| $380K | ﹤0.01% |
8,100
+3,800
| +88% | +$229K |
|
1974
Compass
COMP
$8.2B
| $379K | ﹤0.01% |
+105,095
| New | +$575K |
|
1975
PUT
United States Natural Gas Fund
UNG
$546M
| $379K | ﹤0.01% |
+4,975
| New | +$513K |
|
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TI
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's Q2 2022 filing shows 707 new, 1,006 increased, 944 reduced and 671 closed positions. Its largest new stake was GSK: 12,829,784 shares worth $1.53B. The largest sale was FB Financial Corp, an estimated $295M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 98% a quarter earlier, followed by Healthcare and Technology.
- 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.