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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 | |
|---|---|---|---|---|---|---|
376
CALL
Suncor Energy
SU
$72.4B
| $25.4M | 0.02% |
723,600
+632,100
| +691% | +$23M |
|
377
CALL
Starbucks
SBUX
$120B
| $25.3M | 0.02% |
331,600
-110,100
| -25% | -$8.46M |
|
378
CALL
Sunrun
RUN
$2.24B
| $25.3M | 0.02% |
1,081,800
+894,800
| +479% | +$21.5M |
|
379
CALL
Best Buy
BBY
$16.9B
| $25.2M | 0.02% |
387,000
+264,900
| +217% | +$22.1M |
|
380
PUT
Winnebago Industries
WGO
$885M
| $25.2M | 0.02% |
+519,500
| New | +$26.8M |
|
381
CALL
US Global Jets ETF
JETS
$803M
| $25.1M | 0.02% |
1,521,100
+706,300
| +87% | +$13.9M |
|
382
Marriott International
MAR
$93.8B
| $24.9M | 0.02% |
182,798
+175,107
| +2,277% | +$28.9M |
|
383
CALL
Gilead Sciences
GILD
$162B
| $24.7M | 0.02% |
400,400
+74,300
| +23% | +$4.6M |
|
384
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $24.6M | 0.02% |
341,300
+134,400
| +65% | +$10.1M |
|
|
385
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $24.5M | 0.02% |
340,100
+134,300
| +65% | +$10.1M |
|
386
CALL
AutoZone
AZO
$50.1B
| $24.5M | 0.02% |
11,400
-6,500
| -36% | -$13.4M |
|
387
PUT
Bank of Montreal
BMO
$127B
| $24.4M | 0.02% |
253,700
+103,700
| +69% | +$11M |
|
388
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $24.3M | 0.02% |
86,400
-336,000
| -80% | -$89.9M |
|
389
PUT
Las Vegas Sands
LVS
$29.9B
| $24.3M | 0.02% |
724,200
-474,000
| -40% | -$16.4M |
|
390
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $24.3M | 0.02% |
353,400
+310,200
| +718% | +$24.4M |
|
391
FedEx
FDX
$74.7B
| $24.2M | 0.02% |
106,852
-44,664
| -29% | -$9.53M |
|
392
CALL
Global Payments
GPN
$24B
| $24.1M | 0.02% |
218,100
+209,400
| +2,407% | +$26.5M |
|
393
CALL
3M
MMM
$93.2B
| $24.1M | 0.02% |
222,576
+106,444
| +92% | +$12.9M |
|
394
Royal Caribbean
RCL
$85.7B
| $24M | 0.02% |
688,721
+618,159
| +876% | +$38.5M |
|
395
PUT
Bilibili
BILI
$7.81B
| – | – |
-1,398,400
| Closed | -$33.6M |
|
396
CALL
NextEra Energy
NEE
$176B
| $23.7M | 0.02% |
306,400
-201,100
| -40% | -$15.3M |
|
|
ATVI
397
PUT
DELISTED
Activision Blizzard
ATVI
| $23.7M | 0.02% |
304,500
-357,500
| -54% | -$27.8M |
|
398
PUT
NCR Voyix
VYX
$1.15B
| $23.7M | 0.02% |
+1,241,408
| New | +$26.5M |
|
399
CALL
CF Industries
CF
$17.9B
| $23.7M | 0.02% |
276,200
+81,100
| +42% | +$7.88M |
|
400
PUT
Stanley Black & Decker
SWK
$15.3B
| $23.7M | 0.02% |
225,800
+53,000
| +31% | +$6.52M |
|
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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.