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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 | |
|---|---|---|---|---|---|---|
|
MRTX
1626
CALL
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $1.2M | ﹤0.01% |
+17,100
| New | +$1.27M |
|
|
AMRS
1627
CALL
DELISTED
Amyris Inc.
AMRS
| $1.2M | ﹤0.01% |
409,400
+100
| +0% | +$273 |
|
1628
CALL
Fair Isaac
FICO
$21.2B
| $1.19M | ﹤0.01% |
2,900
+1,500
| +107% | +$681K |
|
1629
On Holding
ONON
$8.97B
| $1.19M | ﹤0.01% |
74,390
+44,390
| +148% | +$885K |
|
1630
Editas Medicine
EDIT
$425M
| $1.19M | ﹤0.01% |
97,304
+9,415
| +11% | +$147K |
|
1631
PUT
Qorvo
QRVO
$9.28B
| $1.19M | ﹤0.01% |
15,000
-46,000
| -75% | -$4.45M |
|
|
FLNA
1632
Filana Therapeutics
FLNA
$39.1M
| $1.19M | ﹤0.01% |
+28,445
| New | +$768K |
|
1633
CALL
iShares MSCI Spain ETF
EWP
$2.24B
| $1.19M | ﹤0.01% |
+60,000
| New | +$1.34M |
|
|
1634
PUT
iShares MSCI Spain ETF
EWP
$2.24B
| $1.19M | ﹤0.01% |
+60,000
| New | +$1.34M |
|
1635
PUT
Service Corp International
SCI
$10.9B
| $1.18M | ﹤0.01% |
+20,500
| New | +$1.35M |
|
1636
PUT
Ovintiv
OVV
$17.8B
| $1.18M | ﹤0.01% |
25,600
-17,100
| -40% | -$817K |
|
1637
PUT
Polaris
PII
$3.37B
| $1.18M | ﹤0.01% |
12,300
+12,000
| +4,000% | +$1.35M |
|
|
ACH
1638
PUT
Accendra Health
ACH
$82.3M
| $1.18M | ﹤0.01% |
+48,800
| New | +$1.5M |
|
1639
Lucid Motors
LCID
$1.68B
| $1.17M | ﹤0.01% |
+8,379
| New | +$1.45M |
|
|
ZEV
1640
PUT
DELISTED
Lightning eMotors, Inc.
ZEV
| $1.16M | ﹤0.01% |
37,500
| – | – |
|
1641
CALL
Rithm Capital
RITM
$5.51B
| $1.16M | ﹤0.01% |
+157,800
| New | +$1.5M |
|
1642
PUT
Coty
COTY
$2.37B
| $1.15M | ﹤0.01% |
182,600
-41,100
| -18% | -$311K |
|
|
SIX
1643
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.15M | ﹤0.01% |
+65,000
| New | +$1.47M |
|
1644
PUT
Corsair Gaming
CRSR
$1.33B
| $1.15M | ﹤0.01% |
100,800
-3,900
| -4% | -$56K |
|
1645
CALL
Universal Display
OLED
$3.67B
| $1.14M | ﹤0.01% |
12,100
+7,400
| +157% | +$819K |
|
|
FLNA
1646
CALL
Filana Therapeutics
FLNA
$39.1M
| $1.14M | ﹤0.01% |
27,200
+21,000
| +339% | +$567K |
|
1647
PUT
GameStop
GME
$8.92B
| $1.13M | ﹤0.01% |
44,900
+38,500
| +602% | +$1.26M |
|
1648
Applied Industrial Technologies
AIT
$11.9B
| $1.13M | ﹤0.01% |
+10,978
| New | +$1.13M |
|
1649
Aflac
AFL
$57.5B
| $1.13M | ﹤0.01% |
20,041
-57,385
| -74% | -$3.38M |
|
|
INTE
1650
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
| $1.13M | ﹤0.01% |
113,606
+87,910
| +342% | +$872K |
|
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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.