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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 | |
|---|---|---|---|---|---|---|
|
GGMC
976
DELISTED
Glenfarne Merger Corp. Class A Common Stock
GGMC
| $4.33M | ﹤0.01% |
444,914
+190,717
| +75% | +$1.86M |
|
977
NXP Semiconductors
NXPI
$60.4B
| $4.32M | ﹤0.01% |
29,198
+29,184
| +208,457% | +$5.07M |
|
|
CXAC
978
DELISTED
C5 Acquisition Corporation
CXAC
| $4.32M | ﹤0.01% |
+432,523
| New | +$4.3M |
|
979
CALL
Groupon
GRPN
$951M
| $4.3M | ﹤0.01% |
380,900
+242,400
| +175% | +$3.98M |
|
980
PUT
Eaton
ETN
$174B
| $4.29M | ﹤0.01% |
34,000
-14,200
| -29% | -$1.99M |
|
981
Aflac
AFL
$63.4B
| $4.28M | ﹤0.01% |
+77,426
| New | +$4.57M |
|
982
PUT
Align Technology
ALGN
$12.3B
| $4.28M | ﹤0.01% |
18,100
+11,800
| +187% | +$3.63M |
|
983
CrowdStrike
CRWD
$218B
| $4.26M | ﹤0.01% |
+101,184
| New | +$4.58M |
|
984
CALL
eBay
EBAY
$49.7B
| $4.25M | ﹤0.01% |
102,100
-250,100
| -71% | -$12.2M |
|
985
CALL
Lands' End
LE
$403M
| $4.25M | ﹤0.01% |
+400,500
| New | +$5.26M |
|
986
PUT
8x8 Inc
EGHT
$332M
| $4.25M | ﹤0.01% |
825,000
-120,000
| -13% | -$1M |
|
987
CALL
Capri Holdings
CPRI
$1.74B
| $4.25M | ﹤0.01% |
103,600
-79,200
| -43% | -$3.69M |
|
|
PNST
988
DELISTED
Pinstripes Holdings, Inc.
PNST
| $4.25M | ﹤0.01% |
+426,320
| New | +$4.24M |
|
989
PUT
EPAM Systems
EPAM
$5.09B
| $4.24M | ﹤0.01% |
14,400
+1,200
| +9% | +$367K |
|
990
PUT
Burlington
BURL
$23.2B
| $4.22M | ﹤0.01% |
31,000
+17,400
| +128% | +$3.15M |
|
991
CALL
American Eagle Outfitters
AEO
$3.01B
| $4.21M | ﹤0.01% |
377,200
+326,600
| +645% | +$4.61M |
|
992
PUT
PennyMac Financial
PFSI
$4.02B
| $4.21M | ﹤0.01% |
96,300
| – | – |
|
993
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $4.2M | ﹤0.01% |
31,320
+16,592
| +113% | +$2.43M |
|
994
EQT Corp
EQT
$32.3B
| $4.2M | ﹤0.01% |
122,073
-448,840
| -79% | -$18.5M |
|
995
PUT
Air Products & Chemicals
APD
$67.6B
| $4.18M | ﹤0.01% |
17,400
-60,200
| -78% | -$14.6M |
|
996
CALL
Crocs
CROX
$6.55B
| $4.17M | ﹤0.01% |
85,700
+80,700
| +1,614% | +$4.9M |
|
997
CALL
Caesars Entertainment
CZR
$6.14B
| $4.17M | ﹤0.01% |
109,000
-74,700
| -41% | -$4.16M |
|
998
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $4.17M | ﹤0.01% |
+85,800
| New | +$4.67M |
|
999
CALL
Ambarella
AMBA
$3.81B
| $4.15M | ﹤0.01% |
63,300
+6,500
| +11% | +$524K |
|
|
LTHM
1000
PUT
DELISTED
Livent Corporation
LTHM
| $4.12M | ﹤0.01% |
181,600
+178,100
| +5,089% | +$4.58M |
|
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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.