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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-2.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$64.7B
AUM Growth
-$40.4B
(-38%)
Cap. Flow
-$27.6B
Cap. Flow
% of AUM
-42.63%
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 | Technology | 0.95% |
| 2 | Healthcare | 0.89% |
| 3 | Consumer Discretionary | 0.7% |
| 4 | Financials | 0.45% |
| 5 | Energy | 0.37% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
PUT
Starbucks
SBUX
$120B
| $49.3M | 0.08% |
585,300
+405,600
| +226% | +$34.5M |
|
277
CALL
iShares MSCI Brazil ETF
EWZ
$8.95B
| $49.3M | 0.08% |
1,662,800
-393,300
| -19% | -$11.6M |
|
278
PUT
T-Mobile US
TMUS
$190B
| $49.2M | 0.08% |
366,700
+284,900
| +348% | +$40M |
|
279
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $49M | 0.08% |
404,900
-90,800
| -18% | -$11.7M |
|
280
PUT
Delta Air Lines
DAL
$60.1B
| $49M | 0.08% |
1,747,000
+360,700
| +26% | +$11.5M |
|
281
PUT
BILL Holdings
BILL
$4.78B
| $49M | 0.08% |
370,000
+293,400
| +383% | +$42.2M |
|
|
PXD
282
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $48.7M | 0.08% |
225,100
+28,100
| +14% | +$6.42M |
|
283
PUT
Academy Sports + Outdoors
ASO
$2.98B
| $47.9M | 0.07% |
1,135,900
+586,600
| +107% | +$25.7M |
|
284
PUT
Johnson & Johnson
JNJ
$625B
| $47.6M | 0.07% |
291,700
-144,400
| -33% | -$24.4M |
|
285
CALL
Las Vegas Sands
LVS
$29.6B
| $47.5M | 0.07% |
1,265,800
+456,700
| +56% | +$17M |
|
286
CALL
United Rentals
URI
$72.4B
| $47.5M | 0.07% |
175,800
+99,300
| +130% | +$28.9M |
|
287
Walmart Inc
WMT
$890B
| $46.8M | 0.07% |
1,083,636
+1,041,753
| +2,487% | +$45.6M |
|
288
CALL
Phillips 66
PSX
$81.4B
| $46.8M | 0.07% |
580,000
-196,200
| -25% | -$16.7M |
|
289
CALL
Nucor
NUE
$62.1B
| $46.5M | 0.07% |
434,600
+321,700
| +285% | +$40.4M |
|
290
PUT
SolarEdge
SEDG
$1.95B
| $46.3M | 0.07% |
200,000
-25,000
| -11% | -$7.37M |
|
291
CALL
Global Payments
GPN
$22.8B
| $46.3M | 0.07% |
428,300
+210,200
| +96% | +$25.9M |
|
292
CALL
Live Nation Entertainment
LYV
$42.1B
| $45.4M | 0.07% |
597,000
+388,100
| +186% | +$34.8M |
|
293
PUT
GE Aerospace
GE
$384B
| $45.3M | 0.07% |
1,174,447
-263,395
| -18% | -$11.6M |
|
294
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $45.3M | 0.07% |
769,300
-653,100
| -46% | -$40.8M |
|
295
CALL
Generac Holdings
GNRC
$12.5B
| $45.3M | 0.07% |
254,000
+225,300
| +785% | +$51.6M |
|
296
PUT
Take-Two Interactive
TTWO
$46.1B
| $45.2M | 0.07% |
414,400
+38,700
| +10% | +$4.81M |
|
297
CALL
Fidelity National Information Services
FIS
$22.1B
| $45.1M | 0.07% |
597,300
+565,300
| +1,767% | +$52.6M |
|
298
PUT
AbbVie
ABBV
$435B
| $44.6M | 0.07% |
332,600
-26,800
| -7% | -$3.85M |
|
299
PUT
Expedia Group
EXPE
$37.3B
| $44.6M | 0.07% |
475,600
-87,000
| -15% | -$8.88M |
|
300
PUT
Blackstone
BX
$110B
| $44.3M | 0.07% |
529,000
+228,000
| +76% | +$22.1M |
|
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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 $27.6B 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 Technology at 0.95% of assets, up from 0.44% a quarter earlier, followed by Healthcare and Consumer Discretionary.
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.