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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 | |
|---|---|---|---|---|---|---|
76
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $137M | 0.21% |
4,309,600
-4,073,500
| -49% | -$109M |
|
77
PUT
ExxonMobil
XOM
$642B
| $136M | 0.21% |
1,561,100
-202,800
| -11% | -$18.5M |
|
|
78
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
| $136M | 0.21% |
4,278,700
-998,800
| -19% | -$26.8M |
|
79
CALL
Intel
INTC
$503B
| $132M | 0.2% |
5,118,200
+2,508,200
| +96% | +$85.5M |
|
80
PUT
Walmart Inc
WMT
$892B
| $132M | 0.2% |
3,044,100
+1,628,700
| +115% | +$71.3M |
|
81
PUT
Moderna
MRNA
$21.5B
| $130M | 0.2% |
1,102,500
+322,900
| +41% | +$49M |
|
82
PUT
Uber
UBER
$143B
| $128M | 0.2% |
4,816,100
+659,600
| +16% | +$18.2M |
|
83
CALL
CVS Health
CVS
$123B
| $127M | 0.2% |
1,329,600
+664,200
| +100% | +$65.7M |
|
84
CALL
United Parcel Service
UPS
$87.7B
| $127M | 0.2% |
784,200
+213,400
| +37% | +$40.4M |
|
85
CALL
General Motors
GM
$76.3B
| $127M | 0.2% |
3,945,900
+1,915,400
| +94% | +$70.3M |
|
86
PUT
Bank of America
BAC
$441B
| $125M | 0.19% |
4,131,400
+219,800
| +6% | +$7.35M |
|
87
PUT
Walt Disney
DIS
$182B
| $125M | 0.19% |
1,322,600
+793,500
| +150% | +$84.9M |
|
88
CALL
Micron Technology
MU
$996B
| $124M | 0.19% |
2,469,700
+361,700
| +17% | +$21M |
|
89
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $124M | 0.19% |
1,021,600
+587,200
| +135% | +$75.6M |
|
90
PUT
Morgan Stanley
MS
$336B
| $123M | 0.19% |
1,553,100
+397,600
| +34% | +$33.5M |
|
91
CALL
Citigroup
C
$224B
| $121M | 0.19% |
2,915,400
+1,159,600
| +66% | +$57.3M |
|
|
92
PUT
Citigroup
C
$224B
| $121M | 0.19% |
2,896,600
+191,700
| +7% | +$9.47M |
|
93
PUT
TSMC
TSM
$2.17T
| $119M | 0.18% |
1,739,100
+634,400
| +57% | +$52.4M |
|
94
PUT
JD.com
JD
$44.3B
| $118M | 0.18% |
2,345,200
+616,700
| +36% | +$36.5M |
|
95
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
| $115M | 0.18% |
3,775,600
+1,614,400
| +75% | +$53.4M |
|
96
CALL
Airbnb
ABNB
$90B
| $114M | 0.18% |
1,088,300
+126,300
| +13% | +$14M |
|
97
PUT
Caterpillar
CAT
$395B
| $114M | 0.18% |
692,900
+239,200
| +53% | +$43.7M |
|
98
PUT
Goldman Sachs
GS
$301B
| $113M | 0.18% |
386,500
+81,900
| +27% | +$26.5M |
|
99
PUT
Home Depot
HD
$349B
| $112M | 0.17% |
405,700
+260,300
| +179% | +$76.8M |
|
100
CALL
Mercado Libre
MELI
$92.8B
| $111M | 0.17% |
134,400
+101,400
| +307% | +$87.2M |
|
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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.