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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Cenovus Energy
CVE
$54B
| $2.24M | ﹤0.01% |
145,600
-17,000
| -10% | -$302K |
|
1327
PUT
CuriosityStream
CURI
$161M
| $2.24M | ﹤0.01% |
1,531,600
| – | – |
|
|
EBIX
1328
DELISTED
Ebix Inc
EBIX
| $2.23M | ﹤0.01% |
+117,773
| New | +$2.59M |
|
|
BIOS
1329
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
| $2.23M | ﹤0.01% |
+221,829
| New | +$2.22M |
|
|
HZNP
1330
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $2.22M | ﹤0.01% |
35,900
+26,000
| +263% | +$1.82M |
|
1331
PUT
Western Union
WU
$2.17B
| $2.22M | ﹤0.01% |
164,600
-12,500
| -7% | -$196K |
|
1332
PUT
PagSeguro Digital
PAGS
$2.55B
| $2.22M | ﹤0.01% |
167,600
+47,500
| +40% | +$634K |
|
1333
Aptiv
APTV
$10.1B
| $2.21M | ﹤0.01% |
+28,313
| New | +$2.72M |
|
1334
CALL
Hasbro
HAS
$13.2B
| $2.21M | ﹤0.01% |
32,800
-60,000
| -65% | -$4.74M |
|
1335
CALL
Aflac
AFL
$62.3B
| $2.21M | ﹤0.01% |
39,300
+16,200
| +70% | +$953K |
|
1336
ExxonMobil
XOM
$654B
| $2.21M | ﹤0.01% |
25,289
-353,412
| -93% | -$32.3M |
|
1337
CALL
Nu Holdings
NU
$67.4B
| $2.2M | ﹤0.01% |
+499,900
| New | +$2.29M |
|
1338
iShares MSCI Taiwan ETF
EWT
$11B
| $2.2M | ﹤0.01% |
+50,998
| New | +$2.52M |
|
1339
Royal Bank of Canada
RY
$294B
| $2.19M | ﹤0.01% |
24,335
+18,810
| +340% | +$1.8M |
|
1340
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $2.19M | ﹤0.01% |
80,833
-300,182
| -79% | -$9.2M |
|
1341
CALL
AvalonBay Communities
AVB
$26.4B
| $2.19M | ﹤0.01% |
+11,900
| New | +$2.4M |
|
1342
PUT
Ollie's Bargain Outlet
OLLI
$4.85B
| $2.19M | ﹤0.01% |
42,400
+42,200
| +21,100% | +$2.61M |
|
1343
CALL
Beazer Homes USA
BZH
$906M
| $2.18M | ﹤0.01% |
225,000
| – | – |
|
1344
Ambarella
AMBA
$3.7B
| $2.17M | ﹤0.01% |
38,636
+36,626
| +1,822% | +$2.71M |
|
1345
PUT
Brighthouse Financial
BHF
$3.47B
| $2.17M | ﹤0.01% |
50,000
+30,000
| +150% | +$1.37M |
|
|
PING
1346
CALL
DELISTED
Ping Identity Holding Corp.
PING
| $2.17M | ﹤0.01% |
77,300
+2,500
| +3% | +$62.1K |
|
1347
Alibaba
BABA
$309B
| $2.17M | ﹤0.01% |
27,107
-14,340
| -35% | -$1.37M |
|
1348
CALL
ZTO Express
ZTO
$18B
| $2.16M | ﹤0.01% |
90,000
| – | – |
|
1349
PUT
AdaptHealth
AHCO
$715M
| $2.16M | ﹤0.01% |
+115,000
| New | +$2.36M |
|
1350
CALL
ARK Genomic Revolution ETF
ARKG
$1.77B
| $2.15M | ﹤0.01% |
65,500
-54,000
| -45% | -$1.98M |
|
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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.