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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 | |
|---|---|---|---|---|---|---|
751
CALL
Allstate
ALL
$67.5B
| $9.9M | 0.02% |
79,500
+53,000
| +200% | +$6.59M |
|
752
CALL
Match Group
MTCH
$8.55B
| $9.89M | 0.02% |
207,100
+165,400
| +397% | +$10.4M |
|
753
CALL
Microchip Technology
MCHP
$46B
| $9.89M | 0.02% |
162,100
-89,200
| -35% | -$5.86M |
|
754
CALL
eBay
EBAY
$49.8B
| $9.88M | 0.02% |
268,500
+166,400
| +163% | +$7.41M |
|
755
PUT
TJX Companies
TJX
$178B
| $9.86M | 0.02% |
158,800
-46,700
| -23% | -$2.93M |
|
756
CALL
Zillow
Z
$7.56B
| $9.83M | 0.02% |
343,600
-264,400
| -43% | -$9.18M |
|
757
CALL
ASML
ASML
$669B
| $9.81M | 0.02% |
23,600
+13,400
| +131% | +$6.71M |
|
|
FL
758
PUT
DELISTED
Foot Locker
FL
| $9.74M | 0.02% |
312,900
+286,000
| +1,063% | +$9.13M |
|
759
CALL
PENN Entertainment
PENN
$2.71B
| $9.7M | 0.02% |
352,300
-99,100
| -22% | -$3.2M |
|
760
CALL
US Global Jets ETF
JETS
$800M
| $9.65M | 0.01% |
642,400
-878,700
| -58% | -$15.3M |
|
761
CALL
Wheaton Precious Metals
WPM
$60.9B
| $9.65M | 0.01% |
298,100
+218,400
| +274% | +$7.17M |
|
762
Teva Pharmaceuticals
TEVA
$41.2B
| $9.64M | 0.01% |
1,194,630
+667,636
| +127% | +$5.9M |
|
|
MPT
763
PUT
Medical Properties Trust
MPT
$2.81B
| $9.62M | 0.01% |
811,200
+641,700
| +379% | +$9.72M |
|
764
PUT
NetEase
NTES
$84.7B
| $9.6M | 0.01% |
127,000
+47,300
| +59% | +$4.16M |
|
|
GES
765
PUT
DELISTED
Guess Inc
GES
| $9.57M | 0.01% |
652,500
| – | – |
|
|
766
CALL
GSK
GSK
$106B
| $9.54M | 0.01% |
324,100
+183,300
| +130% | +$6.95M |
|
767
PUT
Mattel
MAT
$4.23B
| $9.49M | 0.01% |
500,900
+900
| +0.2% | +$20.1K |
|
|
768
PUT
PENN Entertainment
PENN
$2.71B
| $9.45M | 0.01% |
343,200
-78,800
| -19% | -$2.54M |
|
769
PUT
EQT Corp
EQT
$32.3B
| $9.31M | 0.01% |
228,500
+119,500
| +110% | +$5.18M |
|
|
ABST
770
PUT
DELISTED
Absolute Software Corp
ABST
| $9.29M | 0.01% |
800,000
+220,200
| +38% | +$2.24M |
|
|
PXD
771
DELISTED
Pioneer Natural Resource Co.
PXD
| $9.29M | 0.01% |
42,891
+18,601
| +77% | +$4.25M |
|
772
CALL
Boston Scientific
BSX
$71.5B
| $9.28M | 0.01% |
239,500
-557,700
| -70% | -$22.4M |
|
773
Capital One
COF
$134B
| $9.24M | 0.01% |
+100,217
| New | +$10.7M |
|
774
Digital Realty Trust
DLR
$71.7B
| $9.16M | 0.01% |
+92,397
| New | +$11.3M |
|
775
PUT
McKesson
MCK
$101B
| $9.15M | 0.01% |
26,900
-28,600
| -52% | -$9.93M |
|
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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.