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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 | |
|---|---|---|---|---|---|---|
|
ATVI
401
CALL
DELISTED
Activision Blizzard
ATVI
| $31M | 0.05% |
416,600
+306,000
| +277% | +$24M |
|
402
CALL
S&P Global
SPGI
$120B
| $31M | 0.05% |
101,400
-119,700
| -54% | -$42.8M |
|
403
CALL
Suncor Energy
SU
$70.3B
| $30.9M | 0.05% |
1,098,300
+374,700
| +52% | +$11.8M |
|
404
PUT
Nucor
NUE
$62.1B
| $30.9M | 0.05% |
288,900
+153,600
| +114% | +$19.3M |
|
405
CALL
Eli Lilly
LLY
$1.06T
| $30.8M | 0.05% |
95,400
+87,000
| +1,036% | +$27.6M |
|
|
SPWR
406
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $30.7M | 0.05% |
1,332,200
+671,800
| +102% | +$15.1M |
|
407
CALL
Unity
U
$18.9B
| $30.4M | 0.05% |
952,800
+52,300
| +6% | +$2.15M |
|
408
CALL
Johnson Controls International
JCI
$92.2B
| $30.1M | 0.05% |
610,900
-115,500
| -16% | -$6.12M |
|
409
PUT
Pfizer
PFE
$153B
| $30M | 0.05% |
685,300
-497,900
| -42% | -$24.2M |
|
410
CALL
Five Below
FIVE
$13.5B
| $29.9M | 0.05% |
217,000
+150,200
| +225% | +$19.7M |
|
|
411
PUT
Unity
U
$18.9B
| $29.5M | 0.05% |
927,100
+52,000
| +6% | +$2.14M |
|
412
CALL
iShares MSCI Japan ETF
EWJ
$23B
| $29.4M | 0.05% |
602,400
+550,100
| +1,052% | +$29.5M |
|
|
SPWR
413
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $29.4M | 0.05% |
1,276,600
+526,000
| +70% | +$11.8M |
|
414
PUT
Procter & Gamble
PG
$339B
| $29.2M | 0.05% |
231,400
-142,500
| -38% | -$20.2M |
|
415
CALL
Energy Transfer Partners
ET
$69.3B
| $29.1M | 0.05% |
2,641,400
-217,200
| -8% | -$2.42M |
|
416
CALL
iShares US Real Estate ETF
IYR
$4.65B
| $29.1M | 0.05% |
357,400
+269,600
| +307% | +$25.5M |
|
417
CALL
Valero Energy
VLO
$85.9B
| $29M | 0.04% |
271,500
-390,400
| -59% | -$43M |
|
418
PUT
Charter Communications
CHTR
$18.2B
| $29M | 0.04% |
95,500
-10,200
| -10% | -$4.36M |
|
419
PUT
Simon Property Group
SPG
$72.3B
| $28.8M | 0.04% |
321,000
+110,800
| +53% | +$11.3M |
|
420
PUT
MGM Resorts International
MGM
$11.2B
| $28.4M | 0.04% |
957,000
+269,100
| +39% | +$8.75M |
|
421
CALL
VanEck Gold Miners ETF
GDX
$27.4B
| $28.3M | 0.04% |
1,172,500
+1,037,100
| +766% | +$26.2M |
|
422
CALL
AutoZone
AZO
$51.1B
| $28.3M | 0.04% |
13,200
+1,800
| +16% | +$3.92M |
|
|
DFS
423
PUT
DELISTED
Discover Financial Services
DFS
| $28.2M | 0.04% |
310,600
-307,300
| -50% | -$31.1M |
|
424
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $28.2M | 0.04% |
355,700
-1,283,000
| -78% | -$108M |
|
425
PUT
Chewy
CHWY
$9.63B
| $28.2M | 0.04% |
917,900
+639,600
| +230% | +$25.4M |
|
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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.