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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 | |
|---|---|---|---|---|---|---|
|
WRK
1801
PUT
DELISTED
WestRock Company
WRK
| $594K | ﹤0.01% |
14,900
-8,100
| -35% | -$381K |
|
1802
Hartford Financial Services
HIG
$39.3B
| $592K | ﹤0.01% |
9,044
+5,121
| +131% | +$359K |
|
1803
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $590K | ﹤0.01% |
4,600
-1,200
| -21% | -$157K |
|
|
MOMO
1804
Hello Group
MOMO
$866M
| $584K | ﹤0.01% |
115,670
-831
| -0.7% | -$4.36K |
|
1805
Canadian Imperial Bank of Commerce
CM
$108B
| $583K | ﹤0.01% |
+12,001
| New | +$653K |
|
1806
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.21B
| $582K | ﹤0.01% |
17,000
+9,100
| +115% | +$494K |
|
|
GAP
1807
The Gap Inc
GAP
$7.37B
| $581K | ﹤0.01% |
70,456
+49,151
| +231% | +$569K |
|
1808
Bank of America
BAC
$442B
| $580K | ﹤0.01% |
+18,632
| New | +$671K |
|
1809
PUT
Compass
COMP
$9.66B
| $578K | ﹤0.01% |
160,000
| – | – |
|
1810
PUT
International Paper
IP
$22B
| $576K | ﹤0.01% |
13,800
-8,100
| -37% | -$376K |
|
1811
CALL
Tencent Music
TME
$15.6B
| $576K | ﹤0.01% |
114,300
-123,100
| -52% | -$543K |
|
1812
CALL
State Street SPDR S&P Retail ETF
XRT
$654M
| $576K | ﹤0.01% |
9,900
-2,700
| -21% | -$184K |
|
1813
American Tower
AMT
$80.4B
| $572K | ﹤0.01% |
+2,239
| New | +$562K |
|
1814
Credit Acceptance
CACC
$6.08B
| $572K | ﹤0.01% |
1,208
+1,048
| +655% | +$578K |
|
1815
PUT
Chubb
CB
$135B
| $570K | ﹤0.01% |
2,900
+2,700
| +1,350% | +$556K |
|
1816
CALL
Enbridge
ENB
$112B
| $570K | ﹤0.01% |
13,500
-1,500
| -10% | -$67K |
|
1817
Federal Agricultural Mortgage
AGM
$2.56B
| $569K | ﹤0.01% |
+5,828
| New | +$599K |
|
1818
PUT
Becton Dickinson
BDX
$48.2B
| $567K | ﹤0.01% |
2,300
-58
| -2% | -$14.7K |
|
|
LAC
1819
PUT
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $564K | ﹤0.01% |
28,100
-16,600
| -37% | -$424K |
|
1820
Martin Marietta Materials
MLM
$33B
| $563K | ﹤0.01% |
+1,881
| New | +$642K |
|
1821
PUT
ScottsMiracle-Gro
SMG
$3.66B
| $563K | ﹤0.01% |
7,100
+5,900
| +492% | +$583K |
|
1822
Entegris
ENTG
$23.2B
| $561K | ﹤0.01% |
+6,087
| New | +$660K |
|
1823
CALL
Fair Isaac
FICO
$22.5B
| $561K | ﹤0.01% |
1,400
+800
| +133% | +$316K |
|
|
TIGR
1824
CALL
UP Fintech Holding
TIGR
$861M
| $561K | ﹤0.01% |
+119,300
| New | +$507K |
|
|
TELL
1825
CALL
DELISTED
Tellurian Inc.
TELL
| $559K | ﹤0.01% |
187,100
+80,300
| +75% | +$371K |
|
Similar funds
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.