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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 | |
|---|---|---|---|---|---|---|
576
PUT
Teck Resources
TECK
$32.6B
| $16.1M | 0.02% |
530,500
+236,100
| +80% | +$7.29M |
|
577
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $16.1M | 0.02% |
125,100
-3,100
| -2% | -$448K |
|
578
CALL
DigitalOcean
DOCN
$14.6B
| $16.1M | 0.02% |
445,300
+233,800
| +111% | +$9.83M |
|
579
PUT
Accenture
ACN
$108B
| $16.1M | 0.02% |
62,500
+22,200
| +55% | +$6.42M |
|
580
PUT
HubSpot
HUBS
$10.5B
| $16M | 0.02% |
59,400
-14,800
| -20% | -$4.7M |
|
581
PUT
ON Semiconductor
ON
$31.6B
| $16M | 0.02% |
257,300
+7,900
| +3% | +$509K |
|
582
PUT
Marathon Petroleum
MPC
$83.7B
| $16M | 0.02% |
161,200
-597,900
| -79% | -$56M |
|
583
CALL
Regeneron Pharmaceuticals
REGN
$80.8B
| $16M | 0.02% |
23,200
+21,600
| +1,350% | +$13.6M |
|
584
PUT
Guardant Health
GH
$22.6B
| $15.9M | 0.02% |
+294,900
| New | +$15.1M |
|
585
PUT
Dollar General
DG
$27.9B
| $15.8M | 0.02% |
65,900
-123,500
| -65% | -$30.5M |
|
586
CALL
Southwest Airlines
LUV
$23B
| $15.8M | 0.02% |
511,300
+198,000
| +63% | +$7.42M |
|
587
CALL
Clarus
CLAR
$143M
| $15.7M | 0.02% |
+1,163,700
| New | +$22.7M |
|
588
CALL
D.R. Horton
DHI
$42.3B
| $15.7M | 0.02% |
232,700
+44,500
| +24% | +$3.27M |
|
589
PUT
Gen Digital
GEN
$17.5B
| $15.7M | 0.02% |
777,600
+204,800
| +36% | +$4.74M |
|
590
CALL
Lyft
LYFT
$6.63B
| $15.7M | 0.02% |
1,189,200
+373,000
| +46% | +$5.74M |
|
591
CALL
Bilibili
BILI
$7.84B
| $15.6M | 0.02% |
+1,019,700
| New | +$23.2M |
|
592
iShares Core S&P 500 ETF
IVV
$902B
| $15.6M | 0.02% |
43,536
+15,688
| +56% | +$6.26M |
|
|
DQ
593
CALL
Daqo New Energy
DQ
$996M
| $15.6M | 0.02% |
293,800
+198,200
| +207% | +$12.6M |
|
594
CALL
MGM Resorts International
MGM
$11.2B
| $15.6M | 0.02% |
524,600
-515,100
| -50% | -$16.7M |
|
595
CALL
NovoCure
NVCR
$1.91B
| $15.6M | 0.02% |
205,100
+4,900
| +2% | +$382K |
|
596
CALL
Autodesk
ADSK
$52.6B
| $15.4M | 0.02% |
82,700
+24,400
| +42% | +$4.93M |
|
597
CALL
General Mills
GIS
$19.7B
| $15.4M | 0.02% |
201,600
+4,800
| +2% | +$366K |
|
|
FYBR
598
CALL
DELISTED
Frontier Communications
FYBR
| $15.4M | 0.02% |
658,600
-30,500
| -4% | -$777K |
|
599
CALL
Steel Dynamics
STLD
$37.6B
| $15.4M | 0.02% |
217,400
+145,900
| +204% | +$11M |
|
600
CALL
Sanofi
SNY
$104B
| $15.4M | 0.02% |
405,200
+228,600
| +129% | +$10.2M |
|
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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.