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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 | |
|---|---|---|---|---|---|---|
301
CALL
Expedia Group
EXPE
$37.6B
| $36.2M | 0.03% |
382,000
+143,600
| +60% | +$20.3M |
|
302
CALL
Blackstone
BX
$107B
| $36M | 0.03% |
394,700
+10,900
| +3% | +$1.18M |
|
303
CALL
Zscaler
ZS
$26.1B
| $35.8M | 0.03% |
239,400
+179,600
| +300% | +$31.8M |
|
304
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $35.4M | 0.03% |
481,300
+210,500
| +78% | +$16.4M |
|
305
CALL
iShares Biotechnology ETF
IBB
$9.48B
| $35.2M | 0.03% |
299,200
+73,800
| +33% | +$8.76M |
|
|
SPLK
306
CALL
DELISTED
Splunk Inc
SPLK
| $34.8M | 0.03% |
393,700
+160,300
| +69% | +$17.6M |
|
307
CALL
Johnson Controls International
JCI
$93.5B
| $34.8M | 0.03% |
726,400
+1,000
| +0.1% | +$55.7K |
|
308
PUT
Chipotle Mexican Grill
CMG
$42.4B
| $34.8M | 0.03% |
1,330,000
-140,000
| -10% | -$3.9M |
|
309
PUT
ConocoPhillips
COP
$142B
| $34.7M | 0.03% |
386,700
+269,400
| +230% | +$27.8M |
|
|
XYZ
310
Block Inc
XYZ
$47.1B
| $34.7M | 0.03% |
563,814
+443,049
| +367% | +$40.5M |
|
311
CALL
Ford
F
$55.5B
| $34.6M | 0.03% |
3,109,400
-750,200
| -19% | -$10.3M |
|
312
PUT
BP
BP
$108B
| $34.5M | 0.03% |
+1,218,500
| New | +$37.3M |
|
313
CALL
Kraft Heinz
KHC
$29.6B
| $33.9M | 0.03% |
890,100
+819,400
| +1,159% | +$32.8M |
|
314
NVIDIA
NVDA
$5.29T
| $33.5M | 0.03% |
2,208,870
+925,680
| +72% | +$17.5M |
|
315
PUT
Honeywell
HON
$76.7B
| $33.4M | 0.03% |
204,136
+100,476
| +97% | +$18M |
|
316
CALL
Unity
U
$17.7B
| $33.2M | 0.03% |
900,500
+471,200
| +110% | +$26.8M |
|
317
CALL
TJX Companies
TJX
$177B
| $33.1M | 0.03% |
593,200
+434,700
| +274% | +$26.3M |
|
318
CALL
Capital One
COF
$135B
| $33.1M | 0.03% |
317,800
-52,900
| -14% | -$6.47M |
|
319
PUT
Norwegian Cruise Line
NCLH
$9.05B
| $33M | 0.03% |
2,967,800
+1,338,500
| +82% | +$22.4M |
|
320
CALL
Lam Research
LRCX
$386B
| $32.6M | 0.03% |
764,000
-659,000
| -46% | -$31.4M |
|
321
CALL
ServiceNow
NOW
$119B
| $32.5M | 0.03% |
341,500
+105,000
| +44% | +$10M |
|
322
CALL
Halliburton
HAL
$27.2B
| $32.5M | 0.03% |
1,035,200
+405,200
| +64% | +$15.1M |
|
323
ExxonMobil
XOM
$636B
| $32.4M | 0.03% |
+378,701
| New | +$34.2M |
|
324
PUT
Albemarle
ALB
$15.2B
| $32.4M | 0.03% |
154,800
+89,100
| +136% | +$19.9M |
|
325
CALL
Bunge Global
BG
$20.7B
| $32.2M | 0.03% |
355,500
+324,600
| +1,050% | +$36M |
|
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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.