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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 | |
|---|---|---|---|---|---|---|
526
PUT
Kraft Heinz
KHC
$30B
| $18.8M | 0.03% |
564,200
+15,900
| +3% | +$591K |
|
527
Carnival Corporation Ltd
CCL
$39.7B
| $18.8M | 0.03% |
2,668,146
-49,201
| -2% | -$477K |
|
|
CPE
528
PUT
DELISTED
Callon Petroleum Company
CPE
| $18.5M | 0.03% |
528,600
+13,400
| +3% | +$535K |
|
529
CALL
Novartis
NVS
$297B
| $18.5M | 0.03% |
+243,400
| New | +$20.2M |
|
530
PUT
Marvell Technology
MRVL
$196B
| $18.5M | 0.03% |
430,900
+91,700
| +27% | +$4.54M |
|
|
HES
531
PUT
DELISTED
Hess
HES
| $18.5M | 0.03% |
169,600
-82,900
| -33% | -$9.19M |
|
532
CALL
Hilton Worldwide
HLT
$71.5B
| $18.5M | 0.03% |
153,000
-1,000
| -0.6% | -$126K |
|
533
PUT
RingCentral
RNG
$5.28B
| $18.4M | 0.03% |
459,900
+308,700
| +204% | +$14.8M |
|
534
PUT
US Global Jets ETF
JETS
$800M
| $18.3M | 0.03% |
1,217,300
-429,500
| -26% | -$7.47M |
|
535
GE Aerospace
GE
$384B
| $18.2M | 0.03% |
473,079
-281,397
| -37% | -$12.4M |
|
536
PUT
Verizon
VZ
$196B
| $18.1M | 0.03% |
476,100
+48,200
| +11% | +$2.15M |
|
537
CALL
CF Industries
CF
$17.3B
| $17.9M | 0.03% |
185,500
-90,700
| -33% | -$8.85M |
|
538
CALL
Analog Devices
ADI
$190B
| $17.9M | 0.03% |
128,200
+27,500
| +27% | +$4.35M |
|
539
PUT
Costco
COST
$420B
| $17.7M | 0.03% |
37,500
-95,900
| -72% | -$49.9M |
|
540
PUT
ConocoPhillips
COP
$141B
| $17.6M | 0.03% |
172,000
-214,700
| -56% | -$21.4M |
|
541
PUT
CVS Health
CVS
$122B
| $17.5M | 0.03% |
183,900
-4,500
| -2% | -$445K |
|
542
PUT
iShares MSCI Mexico ETF
EWW
$1.99B
| $17.5M | 0.03% |
396,200
+91,200
| +30% | +$4.2M |
|
543
CALL
HubSpot
HUBS
$10.5B
| $17.5M | 0.03% |
64,800
+19,400
| +43% | +$6.16M |
|
544
PUT
DigitalOcean
DOCN
$14.6B
| $17.5M | 0.03% |
483,400
+278,700
| +136% | +$11.7M |
|
545
PUT
Generac Holdings
GNRC
$12.5B
| $17.4M | 0.03% |
97,900
+69,300
| +242% | +$15.9M |
|
546
CALL
Viatris
VTRS
$18.9B
| $17.4M | 0.03% |
2,044,600
+367,300
| +22% | +$3.62M |
|
|
SPR
547
PUT
DELISTED
Spirit AeroSystems
SPR
| $17.2M | 0.03% |
785,300
-9,200
| -1% | -$280K |
|
|
MRO
548
CALL
DELISTED
Marathon Oil Corporation
MRO
| $17.1M | 0.03% |
759,300
-180,600
| -19% | -$4.28M |
|
549
CALL
Estee Lauder
EL
$32B
| $17.1M | 0.03% |
79,200
+55,400
| +233% | +$14.1M |
|
550
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $17.1M | 0.03% |
502,800
+444,000
| +755% | +$16.7M |
|
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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.