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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Expeditors International
EXPD
$24.5B
| $2.46M | ﹤0.01% |
+27,900
| New | +$2.79M |
|
1277
PUT
Penske Automotive Group
PAG
$14.3B
| $2.46M | ﹤0.01% |
+25,000
| New | +$2.79M |
|
1278
Applied Materials
AMAT
$372B
| $2.46M | ﹤0.01% |
30,006
+29,947
| +50,758% | +$2.89M |
|
1279
PUT
Chubb
CB
$130B
| $2.46M | ﹤0.01% |
13,500
+10,600
| +366% | +$2.01M |
|
1280
CALL
Hertz
HTZ
$738M
| $2.45M | ﹤0.01% |
150,700
-464,800
| -76% | -$8.72M |
|
1281
CALL
Toronto Dominion Bank
TD
$195B
| $2.45M | ﹤0.01% |
40,000
-44,300
| -53% | -$2.87M |
|
1282
CALL
Host Hotels & Resorts
HST
$15.1B
| $2.45M | ﹤0.01% |
154,200
-280,500
| -65% | -$4.89M |
|
1283
CALL
Amylyx Pharmaceuticals
AMLX
$3.61B
| $2.44M | ﹤0.01% |
+86,800
| New | +$2.17M |
|
1284
PUT
Nasdaq
NDAQ
$52.7B
| $2.44M | ﹤0.01% |
43,100
+40,100
| +1,337% | +$2.36M |
|
1285
CALL
Lucid Motors
LCID
$1.68B
| $2.44M | ﹤0.01% |
+17,480
| New | +$3.03M |
|
|
ARR
1286
CALL
Armour Residential REIT
ARR
$2.29B
| $2.44M | ﹤0.01% |
100,020
| – | – |
|
|
ARR
1287
PUT
Armour Residential REIT
ARR
$2.29B
| $2.44M | ﹤0.01% |
100,000
| – | – |
|
|
SHLX
1288
PUT
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $2.43M | ﹤0.01% |
153,800
| – | – |
|
|
FISV
1289
Fiserv Inc
FISV
$25.9B
| $2.42M | ﹤0.01% |
25,911
-12,858
| -33% | -$1.31M |
|
1290
JPMorgan Chase
JPM
$943B
| $2.42M | ﹤0.01% |
23,162
-74,189
| -76% | -$8.51M |
|
1291
CALL
AdvisorShares Pure US Cannabis ETF
MSOS
$995M
| $2.41M | ﹤0.01% |
+270,500
| New | +$3.12M |
|
1292
PUT
Realty Income
O
$56.9B
| $2.4M | ﹤0.01% |
41,300
-3,300
| -7% | -$228K |
|
1293
iShares MBS ETF
MBB
$39.3B
| $2.4M | ﹤0.01% |
26,154
-39
| -0.1% | -$3.78K |
|
1294
CALL
Range Resources
RRC
$9.75B
| $2.39M | ﹤0.01% |
+94,700
| New | +$2.86M |
|
|
AVYA
1295
PUT
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $2.39M | ﹤0.01% |
1,503,700
| – | – |
|
1296
PUT
Monster Beverage
MNST
$83.9B
| $2.39M | ﹤0.01% |
110,000
+24,000
| +28% | +$553K |
|
1297
CALL
RingCentral
RNG
$5.82B
| $2.38M | ﹤0.01% |
59,500
+16,000
| +37% | +$767K |
|
1298
Elastic
ESTC
$9.09B
| $2.38M | ﹤0.01% |
33,110
+28,237
| +579% | +$2.25M |
|
1299
CALL
Automatic Data Processing
ADP
$105B
| $2.37M | ﹤0.01% |
10,500
+3,700
| +54% | +$873K |
|
|
RDFN
1300
PUT
DELISTED
Redfin
RDFN
| $2.37M | ﹤0.01% |
405,900
+1,400
| +0.3% | +$12.4K |
|
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.