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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 | |
|---|---|---|---|---|---|---|
651
CALL
Linde
LIN
$226B
| $13.3M | 0.02% |
49,400
+17,800
| +56% | +$5.11M |
|
652
ASML
ASML
$669B
| $13.3M | 0.02% |
32,060
-7,669
| -19% | -$3.84M |
|
653
Williams-Sonoma
WSM
$29.6B
| $13.3M | 0.02% |
225,984
+209,294
| +1,254% | +$14.9M |
|
654
Amgen
AMGN
$222B
| $13.3M | 0.02% |
+58,927
| New | +$14.3M |
|
655
McKesson
MCK
$101B
| $13.2M | 0.02% |
38,972
+18,379
| +89% | +$6.38M |
|
656
Chewy
CHWY
$9.63B
| $13.2M | 0.02% |
430,295
+346,027
| +411% | +$13.7M |
|
657
PUT
Zillow
Z
$7.56B
| $13.2M | 0.02% |
461,400
-1,922,100
| -81% | -$66.7M |
|
658
PUT
Bank of Montreal
BMO
$127B
| $13.1M | 0.02% |
150,000
-103,700
| -41% | -$10M |
|
659
Sea Limited
SE
$69.5B
| $13.1M | 0.02% |
+234,408
| New | +$16.3M |
|
660
PUT
Quanta Services
PWR
$101B
| $13.1M | 0.02% |
103,000
-14,000
| -12% | -$1.91M |
|
661
PUT
Cadence Design Systems
CDNS
$93.4B
| $13.1M | 0.02% |
80,200
+68,900
| +610% | +$11.8M |
|
662
CALL
Agnico Eagle Mines
AEM
$90.5B
| $13M | 0.02% |
308,200
+59,000
| +24% | +$2.53M |
|
663
CALL
Palantir
PLTR
$413B
| $13M | 0.02% |
1,598,700
-17,100
| -1% | -$152K |
|
|
VTLE
664
PUT
DELISTED
Vital Energy
VTLE
| $13M | 0.02% |
206,800
+68,500
| +50% | +$4.87M |
|
665
PUT
Digital Realty Trust
DLR
$71.7B
| $12.9M | 0.02% |
130,300
+40,500
| +45% | +$4.97M |
|
666
CALL
Annaly Capital Management
NLY
$17.4B
| $12.9M | 0.02% |
752,400
+752,325
| +1,003,100% | +$19M |
|
667
Dollar General
DG
$27.9B
| $12.9M | 0.02% |
+53,671
| New | +$13.2M |
|
668
PUT
Domino's
DPZ
$11.6B
| $12.8M | 0.02% |
41,300
+28,600
| +225% | +$10.9M |
|
669
PUT
Energy Transfer Partners
ET
$69.3B
| $12.7M | 0.02% |
1,150,500
-116,300
| -9% | -$1.3M |
|
670
Magnite
MGNI
$3.55B
| $12.7M | 0.02% |
1,930,760
+635,737
| +49% | +$5.12M |
|
671
Wolfspeed
WOLF
$1.71B
| $12.7M | 0.02% |
122,667
+67,642
| +123% | +$6.48M |
|
|
SGI
672
PUT
Somnigroup International
SGI
$13.7B
| $12.6M | 0.02% |
522,500
| – | – |
|
673
PUT
Deckers Outdoor
DECK
$13.3B
| $12.6M | 0.02% |
241,800
+222,600
| +1,159% | +$11.6M |
|
674
Lyft
LYFT
$6.63B
| $12.6M | 0.02% |
953,402
+691,806
| +264% | +$10.6M |
|
675
PUT
Skyworks Solutions
SWKS
$10.6B
| $12.5M | 0.02% |
147,100
+41,800
| +40% | +$4.28M |
|
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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.