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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 | |
|---|---|---|---|---|---|---|
126
PUT
Amgen
AMGN
$212B
| $95.8M | 0.15% |
425,000
-141,800
| -25% | -$34.4M |
|
127
PUT
Broadcom
AVGO
$1.73T
| $95.7M | 0.15% |
2,155,000
+832,000
| +63% | +$42.5M |
|
128
PUT
Texas Instruments
TXN
$239B
| $94.8M | 0.15% |
612,600
+332,600
| +119% | +$55.8M |
|
129
CALL
Mastercard
MA
$497B
| $94.8M | 0.15% |
333,300
-415,600
| -55% | -$138M |
|
130
PUT
Roblox
RBLX
$31.8B
| $94.7M | 0.15% |
2,642,100
+1,293,100
| +96% | +$53.5M |
|
131
PUT
UnitedHealth
UNH
$353B
| $94.7M | 0.15% |
187,400
+87,300
| +87% | +$45.9M |
|
|
132
CALL
Adobe
ADBE
$101B
| $94.1M | 0.15% |
341,700
+176,300
| +107% | +$66.7M |
|
133
CALL
iShares China Large-Cap ETF
FXI
$4.12B
| $93.7M | 0.14% |
3,621,600
+1,085,800
| +43% | +$32.5M |
|
134
PUT
Devon Energy
DVN
$53.9B
| $93.6M | 0.14% |
1,557,400
+254,400
| +20% | +$15.8M |
|
135
CALL
IBM
IBM
$226B
| $93M | 0.14% |
782,900
+714,200
| +1,040% | +$93.7M |
|
|
136
PUT
Adobe
ADBE
$101B
| $91.3M | 0.14% |
331,700
+164,800
| +99% | +$62.4M |
|
|
137
CALL
Texas Instruments
TXN
$239B
| $90.2M | 0.14% |
582,600
+517,700
| +798% | +$86.8M |
|
138
CALL
United States Oil Fund
USO
$1.7B
| $89.7M | 0.14% |
1,373,600
-19,900
| -1% | -$1.46M |
|
139
CALL
T-Mobile US
TMUS
$190B
| $89.5M | 0.14% |
667,400
+319,200
| +92% | +$44.8M |
|
140
PUT
Coca-Cola
KO
$377B
| $89.5M | 0.14% |
1,597,200
+1,327,300
| +492% | +$82.5M |
|
141
PUT
VanEck Semiconductor ETF
SMH
$69.9B
| $89.3M | 0.14% |
965,200
-426,200
| -31% | -$46.5M |
|
142
CALL
Union Pacific
UNP
$169B
| $89M | 0.14% |
457,000
+181,100
| +66% | +$40.1M |
|
143
CALL
Freeport-McMoran
FCX
$109B
| $88.5M | 0.14% |
3,238,700
-404,700
| -11% | -$11.8M |
|
144
PUT
Sea Limited
SE
$66.6B
| $87.5M | 0.14% |
1,560,800
+976,200
| +167% | +$67.9M |
|
|
145
CALL
VanEck Semiconductor ETF
SMH
$69.9B
| $86.8M | 0.13% |
937,200
-12,400
| -1% | -$1.35M |
|
146
CALL
Deere & Co
DE
$183B
| $86.2M | 0.13% |
258,200
+92,600
| +56% | +$31.7M |
|
147
CALL
Walt Disney
DIS
$180B
| $85.5M | 0.13% |
906,900
+608,400
| +204% | +$65.1M |
|
|
XYZ
148
PUT
Block Inc
XYZ
$47.7B
| $84.1M | 0.13% |
1,530,700
-267,700
| -15% | -$19M |
|
149
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
| $82.8M | 0.13% |
2,298,400
-559,600
| -20% | -$21.2M |
|
150
PUT
MongoDB
MDB
$28.9B
| $81.3M | 0.13% |
409,300
+245,300
| +150% | +$71.6M |
|
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.