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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 | |
|---|---|---|---|---|---|---|
|
926
PUT
GSK
GSK
$106B
| $5.1M | ﹤0.01% |
93,760
+86,160
| +1,134% | +$4.76M |
|
927
CALL
Rockwell Automation
ROK
$49B
| $5.08M | ﹤0.01% |
+25,500
| New | +$5.76M |
|
928
CALL
Masco
MAS
$15.3B
| $5.07M | ﹤0.01% |
+100,100
| New | +$5.29M |
|
|
MRTX
929
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $5.06M | ﹤0.01% |
+75,442
| New | +$4.8M |
|
930
PUT
Southern Copper
SCCO
$166B
| $5.04M | ﹤0.01% |
109,058
-46,600
| -30% | -$2.69M |
|
|
ABST
931
PUT
DELISTED
Absolute Software Corp
ABST
| $5.01M | ﹤0.01% |
579,800
-420,200
| -42% | -$3.52M |
|
932
Vanguard S&P 500 ETF
VOO
$1.01T
| $5M | ﹤0.01% |
14,406
+8,330
| +137% | +$3.14M |
|
|
933
CALL
Southern Copper
SCCO
$166B
| $4.99M | ﹤0.01% |
107,979
-43,904
| -29% | -$2.54M |
|
934
PUT
Domino's
DPZ
$11.6B
| $4.95M | ﹤0.01% |
12,700
-7,700
| -38% | -$2.85M |
|
935
PUT
Baker Hughes
BKR
$61.1B
| $4.94M | ﹤0.01% |
171,200
+159,800
| +1,402% | +$5.4M |
|
936
CALL
Whirlpool
WHR
$2.82B
| $4.94M | ﹤0.01% |
32,000
+22,600
| +240% | +$3.93M |
|
|
DISH
937
DELISTED
DISH Network Corp.
DISH
| $4.93M | ﹤0.01% |
275,000
+240,000
| +686% | +$5.82M |
|
938
CALL
GameStop
GME
$8.6B
| $4.93M | ﹤0.01% |
161,200
-104,000
| -39% | -$3.31M |
|
939
PUT
General Dynamics
GD
$106B
| $4.91M | ﹤0.01% |
22,200
+15,500
| +231% | +$3.57M |
|
940
PUT
Check Point Software Technologies
CHKP
$13.1B
| $4.91M | ﹤0.01% |
40,300
+20,700
| +106% | +$2.66M |
|
941
Live Nation Entertainment
LYV
$42.1B
| $4.89M | ﹤0.01% |
59,269
-236,369
| -80% | -$22.7M |
|
942
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $4.88M | ﹤0.01% |
649,700
-69,900
| -10% | -$609K |
|
943
CALL
Equinix
EQIX
$103B
| $4.86M | ﹤0.01% |
7,400
+3,300
| +80% | +$2.29M |
|
944
CALL
ASML
ASML
$669B
| $4.86M | ﹤0.01% |
10,200
-18,600
| -65% | -$10.4M |
|
945
CALL
EPAM Systems
EPAM
$5.09B
| $4.86M | ﹤0.01% |
16,500
-2,700
| -14% | -$825K |
|
946
CALL
Bath & Body Works
BBWI
$4.1B
| $4.83M | ﹤0.01% |
179,200
-36,200
| -17% | -$1.57M |
|
947
PUT
Carlyle Group
CG
$17.2B
| $4.78M | ﹤0.01% |
+151,000
| New | +$5.79M |
|
948
Macy's
M
$6.68B
| $4.77M | ﹤0.01% |
260,380
+202,018
| +346% | +$4.57M |
|
949
CALL
DuPont de Nemours
DD
$19.2B
| $4.76M | ﹤0.01% |
68,195
+29,955
| +78% | +$2.45M |
|
|
GAP
950
CALL
The Gap Inc
GAP
$7.37B
| $4.73M | ﹤0.01% |
574,300
+230,600
| +67% | +$2.67M |
|
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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.