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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 | |
|---|---|---|---|---|---|---|
1226
Macy's
M
$6.68B
| $2.81M | ﹤0.01% |
179,556
-80,824
| -31% | -$1.43M |
|
1227
CALL
Oshkosh
OSK
$9.59B
| $2.81M | ﹤0.01% |
40,000
| – | – |
|
1228
Apollo Global Management
APO
$73.4B
| $2.8M | ﹤0.01% |
+60,214
| New | +$3.31M |
|
1229
CALL
Levi Strauss
LEVI
$9.39B
| $2.8M | ﹤0.01% |
193,400
+1,800
| +0.9% | +$32.1K |
|
1230
CALL
WillScot Mobile Mini Holdings
WSC
$4.41B
| $2.78M | ﹤0.01% |
+68,900
| New | +$2.69M |
|
1231
CALL
Planet Fitness
PLNT
$3.78B
| $2.77M | ﹤0.01% |
48,000
-96,600
| -67% | -$6.96M |
|
1232
Guardant Health
GH
$22.6B
| $2.76M | ﹤0.01% |
+51,226
| New | +$2.63M |
|
1233
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $2.74M | ﹤0.01% |
101,200
-400,800
| -80% | -$12.3M |
|
1234
PUT
iShares Global Clean Energy ETF
ICLN
$2.1B
| $2.73M | ﹤0.01% |
142,900
+300
| +0.2% | +$6.39K |
|
1235
PUT
Ross Stores
ROST
$81.9B
| $2.72M | ﹤0.01% |
32,300
-16,700
| -34% | -$1.42M |
|
1236
CALL
Vodafone
VOD
$37.4B
| $2.71M | ﹤0.01% |
239,700
-169,400
| -41% | -$2.37M |
|
1237
CALL
Travelers Companies
TRV
$80.2B
| $2.71M | ﹤0.01% |
17,700
-5,900
| -25% | -$959K |
|
1238
CALL
Nasdaq
NDAQ
$52.9B
| $2.71M | ﹤0.01% |
47,800
+39,100
| +449% | +$2.3M |
|
|
EXAS
1239
CALL
DELISTED
Exact Sciences
EXAS
| $2.7M | ﹤0.01% |
83,200
+72,200
| +656% | +$2.98M |
|
|
CNR
1240
CALL
Core Natural Resources Inc
CNR
$4.45B
| $2.7M | ﹤0.01% |
+42,000
| New | +$2.66M |
|
1241
Gen Digital
GEN
$17.5B
| $2.69M | ﹤0.01% |
133,529
+73,518
| +123% | +$1.7M |
|
1242
PUT
T. Rowe Price
TROW
$24.3B
| $2.69M | ﹤0.01% |
+25,600
| New | +$3.05M |
|
1243
Ameren
AEE
$30.1B
| $2.69M | ﹤0.01% |
+33,361
| New | +$3.05M |
|
1244
CALL
Upstart Holdings
UPST
$3.03B
| $2.69M | ﹤0.01% |
129,400
+30,500
| +31% | +$820K |
|
1245
CALL
Cognizant
CTSH
$26B
| $2.68M | ﹤0.01% |
46,700
+43,900
| +1,568% | +$2.88M |
|
1246
CALL
Nu Skin
NUS
$267M
| $2.68M | ﹤0.01% |
+80,200
| New | +$3.34M |
|
1247
PUT
Mondelez International
MDLZ
$79.9B
| $2.67M | ﹤0.01% |
48,700
+38,200
| +364% | +$2.37M |
|
1248
PUT
Ally Financial
ALLY
$13.3B
| $2.67M | ﹤0.01% |
95,800
-600
| -0.6% | -$19.9K |
|
|
CALY
1249
CALL
Callaway Golf Company
CALY
$3.14B
| $2.65M | ﹤0.01% |
137,800
-16,300
| -11% | -$360K |
|
|
SPLK
1250
DELISTED
Splunk Inc
SPLK
| $2.63M | ﹤0.01% |
35,014
+35,000
| +250,000% | +$3.43M |
|
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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.