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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 | |
|---|---|---|---|---|---|---|
426
CALL
Medtronic
MDT
$112B
| $28.1M | 0.04% |
348,500
-379,700
| -52% | -$34.1M |
|
427
PUT
Lyft
LYFT
$6.63B
| $28M | 0.04% |
2,127,600
+1,496,900
| +237% | +$23M |
|
428
PUT
Okta
OKTA
$25.8B
| $27.8M | 0.04% |
489,400
+412,000
| +532% | +$35.4M |
|
429
PUT
Winnebago Industries
WGO
$909M
| $27.7M | 0.04% |
521,500
+2,000
| +0.4% | +$116K |
|
|
HZNP
430
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $27.7M | 0.04% |
447,600
+87,500
| +24% | +$6.11M |
|
431
CALL
Eaton
ETN
$174B
| $27.6M | 0.04% |
207,100
+137,300
| +197% | +$19.2M |
|
432
CALL
Air Products & Chemicals
APD
$67.6B
| $27.5M | 0.04% |
118,300
+56,000
| +90% | +$13.9M |
|
433
PUT
TripAdvisor
TRIP
$1.26B
| $27.5M | 0.04% |
1,246,900
+371,400
| +42% | +$8.32M |
|
434
PUT
S&P Global
SPGI
$120B
| $27.5M | 0.04% |
89,900
-192,500
| -68% | -$68.9M |
|
435
PUT
Seagate
STX
$184B
| $27.2M | 0.04% |
512,000
+315,300
| +160% | +$22.8M |
|
436
CALL
Norfolk Southern
NSC
$75.1B
| $27.2M | 0.04% |
129,900
+111,900
| +622% | +$26.9M |
|
437
PUT
Steel Dynamics
STLD
$37.6B
| $27.1M | 0.04% |
381,400
+71,400
| +23% | +$5.4M |
|
438
PUT
Halliburton
HAL
$26.6B
| $27M | 0.04% |
1,096,900
-309,800
| -22% | -$8.86M |
|
439
CALL
Nokia
NOK
$52.3B
| $26.8M | 0.04% |
6,286,300
| – | – |
|
440
CALL
Royal Caribbean
RCL
$85.6B
| $26.6M | 0.04% |
702,200
-542,200
| -44% | -$22M |
|
441
CALL
Ross Stores
ROST
$81.9B
| $26.5M | 0.04% |
314,400
+80,000
| +34% | +$6.79M |
|
442
ServiceNow
NOW
$129B
| $26.3M | 0.04% |
348,810
+292,185
| +516% | +$26.3M |
|
443
DoorDash
DASH
$93.7B
| $26.3M | 0.04% |
531,563
+317,780
| +149% | +$21.2M |
|
444
PUT
Five Below
FIVE
$13.5B
| $26.3M | 0.04% |
190,800
+143,900
| +307% | +$18.9M |
|
445
CALL
United Therapeutics
UTHR
$23.1B
| $26.2M | 0.04% |
+125,300
| New | +$28M |
|
446
PUT
Nutrien
NTR
$30.7B
| $26.2M | 0.04% |
314,100
+313,700
| +78,425% | +$27M |
|
447
Dell
DELL
$293B
| $26.2M | 0.04% |
766,059
+701,021
| +1,078% | +$29.5M |
|
448
PUT
Prudential Financial
PRU
$41.8B
| $26.1M | 0.04% |
304,100
+203,600
| +203% | +$19.6M |
|
449
CALL
Kraft Heinz
KHC
$30B
| $26M | 0.04% |
779,400
-110,700
| -12% | -$4.11M |
|
450
PUT
Darden Restaurants
DRI
$24.4B
| $25.6M | 0.04% |
202,500
+130,400
| +181% | +$16.3M |
|
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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.