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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 | |
|---|---|---|---|---|---|---|
1151
CALL
Magna International
MGA
$17.5B
| $3.32M | 0.01% |
70,000
| – | – |
|
1152
PUT
Opendoor
OPEN
$2.91B
| $3.31M | 0.01% |
1,097,400
+83,597
| +8% | +$384K |
|
1153
PUT
Spotify
SPOT
$108B
| $3.3M | 0.01% |
38,200
+36,700
| +2,447% | +$3.93M |
|
1154
CALL
Restaurant Brands International
QSR
$26.9B
| $3.29M | 0.01% |
+61,800
| New | +$3.49M |
|
1155
CALL
Envista
NVST
$4.24B
| $3.28M | 0.01% |
+100,000
| New | +$3.79M |
|
1156
CALL
PROG Holdings
PRG
$1.49B
| $3.28M | 0.01% |
+219,000
| New | +$4.11M |
|
1157
CALL
Harley-Davidson
HOG
$2.78B
| $3.27M | 0.01% |
93,700
+800
| +0.9% | +$30K |
|
1158
CALL
Applovin
APP
$102B
| $3.26M | 0.01% |
167,400
+36,800
| +28% | +$1.1M |
|
1159
CALL
Tilray
TLRY
$579M
| $3.26M | 0.01% |
118,590
+36,030
| +44% | +$1.26M |
|
1160
CALL
Chegg
CHGG
$84.1M
| $3.25M | 0.01% |
154,500
-1,500
| -1% | -$31.1K |
|
1161
CALL
Hyatt Hotels
H
$14.9B
| $3.24M | 0.01% |
40,000
| – | – |
|
|
SKX
1162
DELISTED
Skechers
SKX
| $3.24M | 0.01% |
+102,068
| New | +$3.82M |
|
1163
PUT
Dominion Energy
D
$57.3B
| $3.22M | 0.01% |
46,600
+39,100
| +521% | +$3.16M |
|
1164
CALL
Martin Marietta Materials
MLM
$35.7B
| $3.22M | 0.01% |
10,000
| – | – |
|
1165
PUT
Southern Company
SO
$102B
| $3.22M | 0.01% |
47,300
+4,300
| +10% | +$326K |
|
1166
CALL
CoStar Group
CSGP
$12B
| $3.21M | 0.01% |
+46,100
| New | +$3.2M |
|
1167
PUT
Signet Jewelers
SIG
$3.98B
| $3.2M | ﹤0.01% |
56,000
-121,600
| -68% | -$7.32M |
|
1168
PUT
Lincoln National
LNC
$8.34B
| $3.2M | ﹤0.01% |
72,900
-44,200
| -38% | -$2.13M |
|
1169
CALL
Paycom
PAYC
$9.72B
| $3.2M | ﹤0.01% |
9,700
+2,400
| +33% | +$826K |
|
1170
PUT
Horizon Bancorp
HBNC
$1B
| $3.2M | ﹤0.01% |
178,200
+7,500
| +4% | +$141K |
|
1171
CALL
Oneok
OKE
$60.4B
| $3.19M | ﹤0.01% |
62,300
+51,400
| +472% | +$3.06M |
|
|
IIII
1172
DELISTED
INSU Acquisition Corp. III Class A Common Stock
IIII
| $3.18M | ﹤0.01% |
319,958
-255,211
| -44% | -$2.53M |
|
1173
PUT
FIVE9
FIVN
$2.27B
| $3.16M | ﹤0.01% |
42,200
-2,900
| -6% | -$282K |
|
1174
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
| $3.16M | ﹤0.01% |
107,200
-20,500
| -16% | -$636K |
|
1175
PUT
Vertex Pharmaceuticals
VRTX
$132B
| $3.13M | ﹤0.01% |
10,800
+1,600
| +17% | +$460K |
|
Similar funds
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.