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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 | |
|---|---|---|---|---|---|---|
1076
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $4.08M | 0.01% |
14,100
-72,300
| -84% | -$20.8M |
|
1077
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $4.08M | 0.01% |
51,400
-515,400
| -91% | -$44.1M |
|
1078
CALL
Sarepta Therapeutics
SRPT
$1.77B
| $4.08M | 0.01% |
36,900
+35,100
| +1,950% | +$3.54M |
|
1079
CALL
BioNTech
BNTX
$23.5B
| $4.07M | 0.01% |
30,200
-22,400
| -43% | -$3.42M |
|
|
STET
1080
DELISTED
ST Energy Transition I Ltd.
STET
| $4.06M | 0.01% |
405,217
+207,087
| +105% | +$2.06M |
|
1081
CALL
Royal Bank of Canada
RY
$293B
| $4.06M | 0.01% |
45,100
| – | – |
|
|
1082
PUT
Royal Bank of Canada
RY
$293B
| $4.05M | 0.01% |
45,000
| – | – |
|
1083
Cognyte Software
CGNT
$680M
| $4.03M | 0.01% |
998,254
+133,839
| +15% | +$635K |
|
1084
PUT
SentinelOne
S
$7.34B
| $4.03M | 0.01% |
157,400
-10,200
| -6% | -$268K |
|
1085
CALL
GDS Holdings
GDS
$6.41B
| $4M | 0.01% |
226,600
-71,900
| -24% | -$1.89M |
|
1086
CALL
EPAM Systems
EPAM
$5.03B
| $3.94M | 0.01% |
10,900
-5,600
| -34% | -$2.14M |
|
|
ZEN
1087
CALL
DELISTED
ZENDESK INC
ZEN
| $3.91M | 0.01% |
51,400
+600
| +1% | +$45.5K |
|
1088
PUT
Welltower
WELL
$171B
| $3.91M | 0.01% |
60,800
+28,800
| +90% | +$2.25M |
|
1089
PUT
Sociedad Química y Minera de Chile
SQM
$20.6B
| $3.88M | 0.01% |
42,800
+38,100
| +811% | +$3.7M |
|
1090
AEON Biopharma
AEON
$13.5M
| $3.87M | 0.01% |
5,452
+1,326
| +32% | +$939K |
|
1091
CALL
TAL Education Group
TAL
$6.87B
| $3.87M | 0.01% |
782,600
+773,800
| +8,793% | +$3.84M |
|
1092
Howmet Aerospace
HWM
$112B
| $3.86M | 0.01% |
124,884
+123,878
| +12,314% | +$4.35M |
|
1093
PUT
Paychex
PAYX
$42.7B
| $3.85M | 0.01% |
34,300
+22,900
| +201% | +$2.84M |
|
|
TRTN
1094
CALL
DELISTED
Triton International Limited
TRTN
| $3.84M | 0.01% |
70,100
+50,100
| +251% | +$3M |
|
1095
CALL
Edwards Lifesciences
EW
$51.7B
| $3.83M | 0.01% |
46,400
+45,500
| +5,056% | +$4.38M |
|
1096
PUT
Antero Resources
AR
$10.7B
| $3.83M | 0.01% |
125,600
-394,100
| -76% | -$14.6M |
|
1097
Danaher
DHR
$144B
| $3.8M | 0.01% |
16,588
+11,413
| +221% | +$2.79M |
|
|
COUP
1098
CALL
DELISTED
Coupa Software Incorporated
COUP
| $3.79M | 0.01% |
64,400
+19,100
| +42% | +$1.25M |
|
1099
CALL
Progressive
PGR
$125B
| $3.79M | 0.01% |
32,600
+32,000
| +5,333% | +$3.85M |
|
1100
AstraZeneca
AZN
$250B
| $3.78M | 0.01% |
+34,505
| New | +$4.38M |
|
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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.