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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-2.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.7B
AUM Growth
-$40.4B
(-38%)
Cap. Flow
-$29.1B
Cap. Flow
% of AUM
-44.98%
Top 10 Holdings %
Top 10 Hldgs %
26.85%
Holding
3,630
New
755
Increased
1,196
Reduced
887
Closed
544
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$458M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$433M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$355M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$85.9M |
| 5 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$77.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GSK
GSK
|
+$484M |
| 2 |
Tesla
TSLA
|
+$141M |
| 3 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$71M |
| 4 |
Boeing
BA
|
+$56.5M |
| 5 |
Adobe
ADBE
|
+$51.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 95.62% |
| 2 | Technology | 0.95% |
| 3 | Healthcare | 0.89% |
| 4 | Consumer Discretionary | 0.7% |
| 5 | Financials | 0.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
801
CALL
Crocs
CROX
$5.33B
| $8.44M | 0.01% |
122,900
+37,200
| +43% | +$2.58M |
|
802
Nucor
NUE
$58.5B
| $8.4M | 0.01% |
+78,550
| New | +$9.86M |
|
803
EOG Resources
EOG
$77.1B
| $8.39M | 0.01% |
75,076
-24,752
| -25% | -$2.78M |
|
804
CALL
M&T Bank
MTB
$34.4B
| $8.36M | 0.01% |
47,400
+47,300
| +47,300% | +$8.37M |
|
805
CALL
Clearway Energy Class C
CWEN
$6.58B
| $8.28M | 0.01% |
+260,000
| New | +$9.57M |
|
806
CALL
Southern Company
SO
$102B
| $8.26M | 0.01% |
121,400
-184,800
| -60% | -$14M |
|
807
Plug Power
PLUG
$3.03B
| $8.23M | 0.01% |
391,891
+224,650
| +134% | +$5.36M |
|
808
CALL
BioMarin Pharmaceuticals
BMRN
$12.5B
| $8.23M | 0.01% |
97,100
+97,000
| +97,000% | +$8.64M |
|
809
CALL
Apollo Global Management
APO
$77.3B
| $8.23M | 0.01% |
176,900
+134,900
| +321% | +$7.41M |
|
|
ZEN
810
PUT
DELISTED
ZENDESK INC
ZEN
| $8.22M | 0.01% |
108,000
-149,100
| -58% | -$11.3M |
|
811
iShares Russell 2000 Value ETF
IWN
$14.3B
| $8.2M | 0.01% |
63,624
+7,614
| +14% | +$1.1M |
|
812
CALL
KB Home
KBH
$3.05B
| $8.16M | 0.01% |
314,800
-105,900
| -25% | -$3.18M |
|
813
PUT
AstraZeneca
AZN
$243B
| $8.12M | 0.01% |
74,050
+32,250
| +77% | +$4.09M |
|
814
CALL
Ollie's Bargain Outlet
OLLI
$4.3B
| $8.12M | 0.01% |
157,300
-224,100
| -59% | -$13.8M |
|
815
US Global Jets ETF
JETS
$720M
| $8.1M | 0.01% |
539,844
+290,303
| +116% | +$5.05M |
|
816
CALL
Baxter International
BAX
$12.6B
| $8.08M | 0.01% |
+150,000
| New | +$9.03M |
|
817
PUT
Ares Management
ARES
$30.3B
| $8.07M | 0.01% |
+130,300
| New | +$9.11M |
|
818
PUT
Oneok
OKE
$60.4B
| $8.03M | 0.01% |
156,800
+124,500
| +385% | +$7.4M |
|
819
Snowflake
SNOW
$117B
| $7.98M | 0.01% |
46,953
-37,223
| -44% | -$6.16M |
|
820
CALL
VICI Properties
VICI
$27.8B
| $7.97M | 0.01% |
266,900
-24,900
| -9% | -$822K |
|
821
CALL
Prudential Financial
PRU
$40.6B
| $7.92M | 0.01% |
92,400
+12,500
| +16% | +$1.2M |
|
822
MetLife
MET
$60.8B
| $7.9M | 0.01% |
129,910
+22,781
| +21% | +$1.46M |
|
823
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $7.88M | 0.01% |
218,800
-261,400
| -54% | -$9.89M |
|
824
CALL
Gaming and Leisure Properties
GLPI
$12.1B
| $7.83M | 0.01% |
177,000
+27,000
| +18% | +$1.33M |
|
825
PUT
Exelon
EXC
$45B
| $7.82M | 0.01% |
208,800
+206,300
| +8,252% | +$9.12M |
|
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TI
Parallax Volatility Advisers's Q3 2022 Portfolio in Review
As of Q3 2022, Parallax Volatility Advisers held 3,630 positions worth $64.7B, down 38% from $105B the previous quarter. Its ten largest holdings account for 27% of the portfolio.
Parallax Volatility Advisers withdrew a net $29.1B in Q3 2022, closing 544 positions and reducing 887 holdings. Its most notable exit was Berkshire Hathaway Class B, an estimated $31.3M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Technology and Healthcare.
Against the trend, Parallax Volatility Advisers opened a new position in Walt Disney worth $62.3M.
- Parallax Volatility Advisers's largest Q3 2022 buy was Walt Disney: 659,918 shares worth $62.3M.
- Parallax Volatility Advisers added most to Invesco QQQ Trust in Q3 2022, an estimated $458M increase.
- Parallax Volatility Advisers's biggest Q3 2022 reduction was GSK, cutting an estimated $484M.
- Parallax Volatility Advisers fully exited Berkshire Hathaway Class B in Q3 2022, selling an estimated $31.3M.
- Parallax Volatility Advisers's ten largest holdings make up 27% of its $64.7B portfolio in Q3 2022.
- Parallax Volatility Advisers opened 755 new positions and closed 544 in Q3 2022.
- Parallax Volatility Advisers's portfolio value fell 38% quarter-over-quarter to $64.7B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2022, filed 14 Nov 2022.