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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 | |
|---|---|---|---|---|---|---|
1301
PUT
Innovative Industrial Properties
IIPR
$1.57B
| $2.37M | ﹤0.01% |
26,700
+8,700
| +48% | +$844K |
|
1302
PUT
United Microelectronic
UMC
$56.9B
| $2.37M | ﹤0.01% |
425,000
+75,000
| +21% | +$495K |
|
|
PCGU
1303
DELISTED
PG&E Corporation
PCGU
| $2.36M | ﹤0.01% |
188,956
-25,000
| -12% | -$2.73M |
|
1304
PUT
DraftKings
DKNG
$11.7B
| $2.34M | ﹤0.01% |
154,400
-157,000
| -50% | -$2.5M |
|
1305
CALL
Griffon
GFF
$4.42B
| $2.33M | ﹤0.01% |
+79,000
| New | +$2.4M |
|
|
VSXY
1306
CALL
Victoria's Secret
VSXY
$6.04B
| $2.33M | ﹤0.01% |
80,000
+31,000
| +63% | +$1.04M |
|
1307
PUT
Kimberly-Clark
KMB
$32.8B
| $2.33M | ﹤0.01% |
20,700
+20,400
| +6,800% | +$2.65M |
|
1308
PUT
Kohl's
KSS
$1.99B
| $2.33M | ﹤0.01% |
+92,400
| New | +$2.7M |
|
1309
CALL
Criteo S.A.
CRTO
$855M
| $2.32M | ﹤0.01% |
+86,000
| New | +$2.25M |
|
|
DISH
1310
CALL
DELISTED
DISH Network Corp.
DISH
| $2.32M | ﹤0.01% |
167,900
-9,300
| -5% | -$164K |
|
1311
CALL
Citizens Financial Group
CFG
$29.2B
| $2.3M | ﹤0.01% |
+66,900
| New | +$2.47M |
|
|
FITB
1312
CALL
Fifth Third Bancorp
FITB
$49.1B
| $2.3M | ﹤0.01% |
71,900
+24,100
| +50% | +$831K |
|
1313
PUT
Franco-Nevada
FNV
$51.2B
| $2.3M | ﹤0.01% |
19,200
-58,900
| -75% | -$7.4M |
|
1314
CALL
Goodyear
GT
$1.66B
| $2.29M | ﹤0.01% |
227,100
+208,100
| +1,095% | +$2.65M |
|
1315
CALL
Stellantis
STLA
$15.3B
| $2.29M | ﹤0.01% |
193,000
| – | – |
|
1316
CALL
Cenovus Energy
CVE
$61.7B
| $2.28M | ﹤0.01% |
148,500
+84,000
| +130% | +$1.49M |
|
|
ZING
1317
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
| $2.27M | ﹤0.01% |
226,277
+46,986
| +26% | +$465K |
|
1318
PUT
Sabre
SABR
$864M
| $2.27M | ﹤0.01% |
441,300
+404,000
| +1,083% | +$2.69M |
|
1319
PUT
Warner Bros
WBD
$70B
| $2.27M | ﹤0.01% |
197,500
+7,600
| +4% | +$103K |
|
|
MRTX
1320
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $2.27M | ﹤0.01% |
32,432
-43,010
| -57% | -$3.18M |
|
|
FL
1321
DELISTED
Foot Locker
FL
| $2.26M | ﹤0.01% |
+72,708
| New | +$2.32M |
|
1322
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $2.26M | ﹤0.01% |
31,800
-321,600
| -91% | -$25.2M |
|
|
BACA
1323
DELISTED
Berenson Acquisition Corp. I
BACA
| $2.25M | ﹤0.01% |
228,925
-246,175
| -52% | -$2.42M |
|
1324
CALL
KKR & Co
KKR
$93.4B
| $2.25M | ﹤0.01% |
52,400
+41,500
| +381% | +$2.1M |
|
1325
CALL
Alpha Metallurgical Resources
AMR
$2.88B
| $2.25M | ﹤0.01% |
16,400
+15,800
| +2,633% | +$2.2M |
|
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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.