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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 | |
|---|---|---|---|---|---|---|
826
PUT
Air Products & Chemicals
APD
$67.6B
| $7.82M | 0.01% |
33,600
+16,200
| +93% | +$4.01M |
|
827
Blackrock
BLK
$176B
| $7.81M | 0.01% |
14,190
+7,019
| +98% | +$4.59M |
|
828
CALL
Tyson Foods
TSN
$20.4B
| $7.75M | 0.01% |
117,500
+81,500
| +226% | +$6.44M |
|
|
XYZ
829
Block Inc
XYZ
$47.5B
| $7.73M | 0.01% |
140,488
-423,326
| -75% | -$30M |
|
830
CALL
Asana
ASAN
$2.13B
| $7.71M | 0.01% |
346,900
+161,700
| +87% | +$3.47M |
|
831
Trade Desk
TTD
$6.49B
| $7.68M | 0.01% |
128,541
-132,458
| -51% | -$7.54M |
|
832
PUT
BioNTech
BNTX
$23.5B
| $7.67M | 0.01% |
56,900
+1,400
| +3% | +$214K |
|
833
Sunrun
RUN
$2.46B
| $7.65M | 0.01% |
+277,294
| New | +$8.62M |
|
834
PUT
FTAI Aviation
FTAI
$22.2B
| $7.64M | 0.01% |
+509,600
| New | +$8.79M |
|
835
PUT
Strategy Inc
MSTR
$38.4B
| $7.64M | 0.01% |
360,000
+359,000
| +35,900% | +$9M |
|
836
CALL
Fomento Económico Mexicano
FMX
$41.7B
| $7.61M | 0.01% |
+121,200
| New | +$7.64M |
|
837
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $7.6M | 0.01% |
240,000
| – | – |
|
838
PUT
Cognyte Software
CGNT
$680M
| $7.6M | 0.01% |
1,880,000
+480,000
| +34% | +$2.28M |
|
839
HSBC
HSBC
$356B
| $7.59M | 0.01% |
291,203
+280,952
| +2,741% | +$8.73M |
|
840
CALL
NetApp
NTAP
$37.2B
| $7.58M | 0.01% |
122,500
-15,000
| -11% | -$1.04M |
|
|
EXE
841
PUT
Expand Energy Corp
EXE
$21.5B
| $7.57M | 0.01% |
+80,400
| New | +$7.55M |
|
842
CALL
Stanley Black & Decker
SWK
$15.7B
| $7.56M | 0.01% |
100,500
+26,600
| +36% | +$2.56M |
|
843
CALL
Ryman Hospitality Properties
RHP
$7.63B
| $7.54M | 0.01% |
+102,400
| New | +$8.55M |
|
844
CALL
PPG Industries
PPG
$26.6B
| $7.51M | 0.01% |
67,900
+48,100
| +243% | +$5.94M |
|
845
PUT
DigitalBridge
DBRG
$2.95B
| $7.51M | 0.01% |
+600,000
| New | +$11.6M |
|
846
CALL
GameStop
GME
$8.6B
| $7.49M | 0.01% |
297,500
+136,300
| +85% | +$4.45M |
|
|
SIVB
847
PUT
DELISTED
SVB Financial Group
SIVB
| $7.46M | 0.01% |
22,200
-200
| -0.9% | -$80.5K |
|
848
PUT
Wayfair
W
$14.6B
| $7.45M | 0.01% |
228,800
-197,300
| -46% | -$10.4M |
|
849
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $7.43M | 0.01% |
+41,400
| New | +$8.25M |
|
850
CALL
Rivian
RIVN
$23.2B
| $7.42M | 0.01% |
225,500
+24,700
| +12% | +$842K |
|
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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.