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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 | |
|---|---|---|---|---|---|---|
1176
CALL
Genuine Parts
GPC
$18.7B
| $3.12M | ﹤0.01% |
20,900
-33,000
| -61% | -$4.98M |
|
|
1177
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $3.11M | ﹤0.01% |
32,400
-699,800
| -96% | -$71M |
|
1178
PUT
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $3.1M | ﹤0.01% |
70,100
-100
| -0.1% | -$4.75K |
|
|
FLNA
1179
PUT
Filana Therapeutics
FLNA
$48.1M
| $3.1M | ﹤0.01% |
74,100
+7,600
| +11% | +$205K |
|
1180
PUT
Impinj
PI
$5.6B
| $3.08M | ﹤0.01% |
+38,500
| New | +$3.21M |
|
1181
PUT
iShares MSCI Canada ETF
EWC
$6.46B
| $3.08M | ﹤0.01% |
100,000
| – | – |
|
|
MRSH
1182
PUT
Marsh
MRSH
$91.5B
| $3.08M | ﹤0.01% |
20,600
+18,800
| +1,044% | +$3.02M |
|
1183
PUT
Kinder Morgan
KMI
$68.7B
| $3.08M | ﹤0.01% |
184,700
-6,300
| -3% | -$112K |
|
|
FTCH
1184
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $3.06M | ﹤0.01% |
411,500
+362,900
| +747% | +$3.22M |
|
1185
PUT
Plexus
PLXS
$7.23B
| $3.06M | ﹤0.01% |
+34,900
| New | +$3.11M |
|
1186
MSCI
MSCI
$40.9B
| $3.05M | ﹤0.01% |
7,224
-61
| -0.8% | -$27.9K |
|
1187
Automatic Data Processing
ADP
$108B
| $3.04M | ﹤0.01% |
13,459
+11,969
| +803% | +$2.82M |
|
1188
Shopify
SHOP
$195B
| $3.03M | ﹤0.01% |
112,458
+47,351
| +73% | +$1.61M |
|
1189
CALL
Hartford Financial Services
HIG
$39.3B
| $3.03M | ﹤0.01% |
+48,900
| New | +$3.18M |
|
1190
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $3.02M | ﹤0.01% |
68,300
-201,900
| -75% | -$9.3M |
|
1191
Teladoc Health
TDOC
$1.3B
| $3M | ﹤0.01% |
118,410
+99,405
| +523% | +$3.49M |
|
|
VMGA
1192
DELISTED
VMG Consumer Acquisition Corp. Class A Common Stock
VMGA
| $2.99M | ﹤0.01% |
+298,577
| New | +$2.98M |
|
1193
CALL
Cytokinetics
CYTK
$10.4B
| $2.98M | ﹤0.01% |
+61,500
| New | +$2.96M |
|
1194
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$14.7B
| $2.98M | ﹤0.01% |
59,500
+38,000
| +177% | +$2.16M |
|
1195
CALL
Danaos Corp
DAC
$2.56B
| $2.97M | ﹤0.01% |
+53,400
| New | +$3.55M |
|
1196
PUT
Transocean
RIG
$5.82B
| $2.96M | ﹤0.01% |
1,200,000
-200
| -0% | -$640 |
|
1197
PUT
Yeti Holdings
YETI
$3.95B
| $2.96M | ﹤0.01% |
103,600
+75,400
| +267% | +$3.14M |
|
1198
CALL
MBIA
MBI
$260M
| $2.95M | ﹤0.01% |
321,000
| – | – |
|
1199
PUT
Marathon Digital Holdings
MARA
$3.9B
| $2.95M | ﹤0.01% |
275,200
-2,400
| -0.9% | -$28.4K |
|
|
DISH
1200
DELISTED
DISH Network Corp.
DISH
| $2.95M | ﹤0.01% |
213,000
-62,000
| -23% | -$1.1M |
|
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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.