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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 | |
|---|---|---|---|---|---|---|
|
VMW
1976
DELISTED
VMware, Inc
VMW
| $377K | ﹤0.01% |
+3,308
| New | +$376K |
|
1977
PUT
Crown Castle
CCI
$32.2B
| $372K | ﹤0.01% |
2,200
-4,800
| -69% | -$873K |
|
1978
PUT
Marqeta
MQ
$1.66B
| $372K | ﹤0.01% |
11,475
-20,150
| -64% | -$792K |
|
1979
CALL
NRG Energy
NRG
$24.8B
| $370K | ﹤0.01% |
9,700
-185,800
| -95% | -$7.59M |
|
1980
CALL
Perion Network
PERI
$386M
| $369K | ﹤0.01% |
20,300
-700
| -3% | -$14.5K |
|
1981
PUT
American Well
AMWL
$230M
| $367K | ﹤0.01% |
+4,250
| New | +$317K |
|
1982
Tevogen Inc. Warrant
TVGNW
$976K
| $366K | ﹤0.01% |
2,290,288
+682,654
| +42% | +$161K |
|
1983
CALL
The Honest Company
HNST
$586M
| $365K | ﹤0.01% |
125,000
| – | – |
|
1984
Consolidated Edison
ED
$39.9B
| $361K | ﹤0.01% |
3,792
+3,202
| +543% | +$305K |
|
|
ORGN
1985
CALL
DELISTED
Origin Materials
ORGN
| $360K | ﹤0.01% |
2,343
-7,334
| -76% | -$1.4M |
|
|
CD
1986
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
| $360K | ﹤0.01% |
+46,431
| New | +$299K |
|
1987
PUT
Algoma Steel
ASTL
$431M
| $359K | ﹤0.01% |
+40,000
| New | +$384K |
|
1988
First Majestic Silver
AG
$9.07B
| $357K | ﹤0.01% |
+49,751
| New | +$486K |
|
1989
Cardinal Health
CAH
$55.4B
| $357K | ﹤0.01% |
6,828
-24,008
| -78% | -$1.36M |
|
1990
CALL
American Electric Power
AEP
$68.4B
| $355K | ﹤0.01% |
3,700
-8,800
| -70% | -$872K |
|
|
FTCH
1991
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $354K | ﹤0.01% |
49,382
-131,299
| -73% | -$1.34M |
|
1992
PUT
Agilon Health
AGL
$1.6B
| $351K | ﹤0.01% |
+644
| New | +$326K |
|
1993
Groupon
GRPN
$1.02B
| $349K | ﹤0.01% |
30,929
-63,026
| -67% | -$1.04M |
|
|
1994
PUT
Cardinal Health
CAH
$55.4B
| $348K | ﹤0.01% |
6,700
-9,800
| -59% | -$557K |
|
1995
CALL
Ovintiv
OVV
$16.4B
| $348K | ﹤0.01% |
7,900
+4,500
| +132% | +$232K |
|
|
FTCH
1996
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $348K | ﹤0.01% |
48,600
-63,600
| -57% | -$651K |
|
1997
Sarepta Therapeutics
SRPT
$1.77B
| $347K | ﹤0.01% |
4,631
+1,292
| +39% | +$95K |
|
1998
PUT
Zions Bancorporation
ZION
$10.3B
| $346K | ﹤0.01% |
6,800
+5,200
| +325% | +$296K |
|
1999
CALL
HF Sinclair
DINO
$14.5B
| $344K | ﹤0.01% |
+7,600
| New | +$340K |
|
2000
Synopsys
SNPS
$79.7B
| $344K | ﹤0.01% |
1,133
+274
| +32% | +$82.7K |
|
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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.