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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 | |
|---|---|---|---|---|---|---|
301
PUT
Nike
NKE
$61.9B
| $44.3M | 0.07% |
532,600
-115,200
| -18% | -$12.4M |
|
302
CALL
MetLife
MET
$62.1B
| $43.9M | 0.07% |
722,400
+34,700
| +5% | +$2.22M |
|
303
CALL
Wynn Resorts
WYNN
$10.6B
| $43.8M | 0.07% |
694,900
-413,900
| -37% | -$25.8M |
|
304
Starbucks
SBUX
$120B
| $43.6M | 0.07% |
+517,911
| New | +$44M |
|
305
PUT
Las Vegas Sands
LVS
$29.6B
| $43.6M | 0.07% |
1,162,000
+437,800
| +60% | +$16.3M |
|
306
CALL
ServiceNow
NOW
$129B
| $43.2M | 0.07% |
572,500
+231,000
| +68% | +$20.8M |
|
307
CALL
Coca-Cola
KO
$375B
| $43.1M | 0.07% |
769,600
-21,800
| -3% | -$1.35M |
|
|
DISH
308
PUT
DELISTED
DISH Network Corp.
DISH
| $42.9M | 0.07% |
3,102,600
+1,482,300
| +91% | +$26.2M |
|
309
CALL
EQT Corp
EQT
$32.3B
| $42.9M | 0.07% |
1,051,900
+187,500
| +22% | +$8.13M |
|
310
CALL
Etsy
ETSY
$7.85B
| $42.7M | 0.07% |
426,600
+285,000
| +201% | +$29.1M |
|
311
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $42.6M | 0.07% |
1,301,400
+254,000
| +24% | +$9.31M |
|
312
Uber
UBER
$153B
| $42.3M | 0.07% |
1,597,425
+261,761
| +20% | +$7.23M |
|
313
CALL
American Tower
AMT
$80.4B
| $42.2M | 0.07% |
196,700
+121,800
| +163% | +$31.3M |
|
314
CALL
Sunrun
RUN
$2.46B
| $42.2M | 0.07% |
1,528,300
+446,500
| +41% | +$13.9M |
|
315
PUT
Dick's Sporting Goods
DKS
$18.7B
| $42.1M | 0.07% |
402,600
+162,400
| +68% | +$16.5M |
|
316
PUT
AutoZone
AZO
$51.1B
| $42M | 0.06% |
19,600
-500
| -2% | -$1.09M |
|
317
CALL
Li Auto
LI
$12.7B
| $41.8M | 0.06% |
1,814,800
+772,200
| +74% | +$24.1M |
|
|
318
CALL
Dick's Sporting Goods
DKS
$18.7B
| $41.7M | 0.06% |
399,000
+160,300
| +67% | +$16.3M |
|
319
PUT
iShares MSCI Brazil ETF
EWZ
$8.95B
| $41.7M | 0.06% |
1,408,300
+560,000
| +66% | +$16.5M |
|
320
PUT
Ford
F
$55.7B
| $41.6M | 0.06% |
3,712,700
+2,491,800
| +204% | +$34.9M |
|
321
PUT
IBM
IBM
$224B
| $41.6M | 0.06% |
349,700
+214,900
| +159% | +$28.2M |
|
322
CALL
Wolfspeed
WOLF
$1.71B
| $41.5M | 0.06% |
+401,300
| New | +$38.4M |
|
323
CALL
Verizon
VZ
$196B
| $41.4M | 0.06% |
1,089,800
-692,600
| -39% | -$30.8M |
|
324
PUT
iShares Russell 2000 Growth ETF
IWO
$15.1B
| $41.3M | 0.06% |
200,000
| – | – |
|
325
Datadog
DDOG
$84B
| $40.9M | 0.06% |
460,986
+449,041
| +3,759% | +$45.2M |
|
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HF
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.