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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 | |
|---|---|---|---|---|---|---|
1476
PUT
Dutch Bros
BROS
$6.2B
| $1.65M | ﹤0.01% |
53,000
-4,500
| -8% | -$169K |
|
1477
PAR Technology
PAR
$730M
| $1.65M | ﹤0.01% |
55,823
-77
| -0.1% | -$2.86K |
|
1478
PUT
KKR & Co
KKR
$93.4B
| $1.65M | ﹤0.01% |
38,300
-425,700
| -92% | -$21.5M |
|
|
CLRM
1479
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
| $1.65M | ﹤0.01% |
167,087
+145,578
| +677% | +$1.43M |
|
1480
PUT
Fluor
FLR
$7.33B
| $1.64M | ﹤0.01% |
66,000
+38,100
| +137% | +$971K |
|
|
COOP
1481
DELISTED
Mr. Cooper
COOP
| $1.64M | ﹤0.01% |
40,424
+11,358
| +39% | +$481K |
|
1482
CALL
ProShares UltraPro Short QQQ
SQQQ
$2.11B
| $1.63M | ﹤0.01% |
+1,064
| New | +$1.21M |
|
1483
CALL
Herbalife
HLF
$1.32B
| $1.63M | ﹤0.01% |
82,000
-4,000
| -5% | -$99.1K |
|
|
DFS
1484
DELISTED
Discover Financial Services
DFS
| $1.63M | ﹤0.01% |
17,883
-67,271
| -79% | -$6.81M |
|
1485
Travel + Leisure Co
TNL
$3.96B
| $1.62M | ﹤0.01% |
47,598
-45,634
| -49% | -$1.93M |
|
1486
PUT
Manchester United
MANU
$3.52B
| $1.62M | ﹤0.01% |
+121,900
| New | +$1.53M |
|
|
LAZR
1487
PUT
DELISTED
Luminar Technologies
LAZR
| $1.62M | ﹤0.01% |
14,800
+12,527
| +551% | +$1.49M |
|
1488
Affirm
AFRM
$23B
| $1.61M | ﹤0.01% |
+86,124
| New | +$2.25M |
|
|
RVNC
1489
CALL
DELISTED
Revance Therapeutics, Inc.
RVNC
| $1.61M | ﹤0.01% |
59,700
+32,100
| +116% | +$651K |
|
|
SIX
1490
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.61M | ﹤0.01% |
+90,700
| New | +$2.05M |
|
|
FRG
1491
DELISTED
Franchise Group, Inc.
FRG
| $1.61M | ﹤0.01% |
+66,102
| New | +$2.17M |
|
1492
CALL
KeyCorp
KEY
$23.2B
| $1.6M | ﹤0.01% |
+100,000
| New | +$1.79M |
|
|
1493
PUT
KeyCorp
KEY
$23.2B
| $1.6M | ﹤0.01% |
+100,000
| New | +$1.79M |
|
1494
PUT
Public Storage
PSA
$54.2B
| $1.58M | ﹤0.01% |
+5,400
| New | +$1.76M |
|
1495
CALL
Monster Beverage
MNST
$83.9B
| $1.57M | ﹤0.01% |
72,400
-14,000
| -16% | -$323K |
|
1496
Northrop Grumman
NOC
$73.2B
| $1.57M | ﹤0.01% |
3,346
-185
| -5% | -$88.1K |
|
1497
CALL
American Electric Power
AEP
$67.9B
| $1.57M | ﹤0.01% |
18,200
+14,500
| +392% | +$1.43M |
|
1498
PUT
Novartis
NVS
$261B
| $1.57M | ﹤0.01% |
+20,600
| New | +$1.71M |
|
1499
PUT
Invesco Solar ETF
TAN
$1.02B
| $1.57M | ﹤0.01% |
21,300
+17,200
| +420% | +$1.39M |
|
1500
PUT
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
| $1.56M | ﹤0.01% |
53,100
-339,500
| -86% | -$10.5M |
|
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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.