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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 | |
|---|---|---|---|---|---|---|
551
CALL
monday.com
MNDY
$3.94B
| $17.1M | 0.03% |
150,800
+113,700
| +306% | +$13.5M |
|
|
VTLE
552
CALL
DELISTED
Vital Energy
VTLE
| $17M | 0.03% |
270,500
+98,100
| +57% | +$6.98M |
|
553
CALL
Humana
HUM
$46.2B
| $17M | 0.03% |
35,000
+24,900
| +247% | +$12.1M |
|
|
JWN
554
CALL
DELISTED
Nordstrom
JWN
| $16.9M | 0.03% |
1,013,100
-6,331,900
| -86% | -$132M |
|
555
United Rentals
URI
$72.4B
| $16.9M | 0.03% |
62,635
-21,388
| -25% | -$6.22M |
|
556
CALL
iShares Global Clean Energy ETF
ICLN
$2.4B
| $16.8M | 0.03% |
882,600
+199,900
| +29% | +$4.26M |
|
|
SPLK
557
PUT
DELISTED
Splunk Inc
SPLK
| $16.8M | 0.03% |
222,800
+112,500
| +102% | +$11M |
|
|
ATVI
558
PUT
DELISTED
Activision Blizzard
ATVI
| $16.7M | 0.03% |
224,700
-79,800
| -26% | -$6.25M |
|
559
PUT
Scotiabank
BNS
$108B
| $16.6M | 0.03% |
350,000
| – | – |
|
560
PUT
Boston Beer
SAM
$1.92B
| $16.6M | 0.03% |
51,400
+43,000
| +512% | +$14.9M |
|
561
CALL
Western Digital
WDC
$150B
| $16.6M | 0.03% |
675,127
+194,349
| +40% | +$6.45M |
|
|
SPLK
562
CALL
DELISTED
Splunk Inc
SPLK
| $16.6M | 0.03% |
220,200
-173,500
| -44% | -$17M |
|
563
PUT
Colgate-Palmolive
CL
$74.4B
| $16.6M | 0.03% |
235,700
+226,800
| +2,548% | +$17.8M |
|
564
PUT
Biogen
BIIB
$30.7B
| $16.6M | 0.03% |
62,000
+29,800
| +93% | +$6.33M |
|
565
CALL
Clorox
CLX
$12.7B
| $16.5M | 0.03% |
128,500
+60,400
| +89% | +$8.72M |
|
566
CALL
Comcast
CMCSA
$90B
| $16.5M | 0.03% |
562,500
+307,600
| +121% | +$11.5M |
|
567
CALL
New Oriental
EDU
$8.98B
| $16.5M | 0.03% |
687,600
+465,800
| +210% | +$11.6M |
|
568
Halliburton
HAL
$26.6B
| $16.5M | 0.03% |
668,552
+359,730
| +116% | +$10.3M |
|
|
569
PUT
monday.com
MNDY
$3.94B
| $16.5M | 0.03% |
145,200
+117,500
| +424% | +$13.9M |
|
570
PUT
Roku
ROKU
$22.7B
| $16.4M | 0.03% |
290,900
+114,800
| +65% | +$8.74M |
|
571
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $16.4M | 0.03% |
131,400
-117,100
| -47% | -$15.5M |
|
572
CALL
Gilead Sciences
GILD
$165B
| $16.4M | 0.03% |
265,300
-135,100
| -34% | -$8.52M |
|
573
CALL
ChargePoint
CHPT
$161M
| $16.3M | 0.03% |
55,195
+3,705
| +7% | +$1.12M |
|
574
CALL
Macy's
M
$6.68B
| $16.3M | 0.03% |
1,037,200
+312,100
| +43% | +$5.53M |
|
575
CALL
NXP Semiconductors
NXPI
$60.4B
| $16.3M | 0.03% |
110,100
-6,500
| -6% | -$1.09M |
|
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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.