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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 | |
|---|---|---|---|---|---|---|
1501
PUT
Progyny
PGNY
$2.21B
| $1.56M | ﹤0.01% |
42,200
-156,500
| -79% | -$5.86M |
|
1502
Nutanix
NTNX
$17.5B
| $1.56M | ﹤0.01% |
75,000
-328,107
| -81% | -$5.99M |
|
1503
CALL
Ball Corp
BALL
$16.5B
| $1.56M | ﹤0.01% |
+32,300
| New | +$1.99M |
|
1504
PUT
Matador Resources
MTDR
$6.47B
| $1.54M | ﹤0.01% |
31,600
-42,200
| -57% | -$2.28M |
|
1505
CALL
FMC
FMC
$1.3B
| $1.54M | ﹤0.01% |
14,600
+100
| +0.7% | +$10.8K |
|
1506
CALL
Cedar Fair
FUN
$1.64B
| $1.54M | ﹤0.01% |
37,500
| – | – |
|
1507
Energy Transfer Partners
ET
$70.8B
| $1.54M | ﹤0.01% |
139,430
-115,927
| -45% | -$1.29M |
|
1508
PUT
Marqeta
MQ
$1.64B
| $1.54M | ﹤0.01% |
54,000
+42,525
| +371% | +$1.42M |
|
|
TTM
1509
CALL
DELISTED
Tata Motors Limited
TTM
| $1.53M | ﹤0.01% |
63,100
+400
| +0.6% | +$11.2K |
|
|
FTCH
1510
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $1.53M | ﹤0.01% |
205,800
+145,800
| +243% | +$1.29M |
|
1511
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $1.52M | ﹤0.01% |
34,430
+11,768
| +52% | +$559K |
|
|
ARGU
1512
DELISTED
Argus Capital Corp. Class A Common Stock
ARGU
| $1.52M | ﹤0.01% |
+151,777
| New | +$1.52M |
|
|
1513
CALL
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $1.52M | ﹤0.01% |
34,400
-48,500
| -59% | -$2.31M |
|
1514
CALL
Huazhu Hotels Group
HTHT
$13.2B
| $1.52M | ﹤0.01% |
45,200
+200
| +0.4% | +$7.56K |
|
1515
PUT
Cintas
CTAS
$80.9B
| $1.51M | ﹤0.01% |
15,600
-1,600
| -9% | -$163K |
|
|
MRO
1516
DELISTED
Marathon Oil Corporation
MRO
| $1.51M | ﹤0.01% |
67,043
-255
| -0.4% | -$6.04K |
|
|
AAWW
1517
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $1.51M | ﹤0.01% |
15,800
-8,500
| -35% | -$750K |
|
1518
Horizon Bancorp
HBNC
$1.03B
| $1.5M | ﹤0.01% |
83,522
-43,505
| -34% | -$818K |
|
1519
CALL
ADT
ADT
$5.52B
| $1.5M | ﹤0.01% |
+200,100
| New | +$1.51M |
|
|
FITB
1520
PUT
Fifth Third Bancorp
FITB
$51.6B
| $1.5M | ﹤0.01% |
46,900
+40,400
| +622% | +$1.39M |
|
|
AVTA
1521
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
| $1.5M | ﹤0.01% |
+77,500
| New | +$1.56M |
|
1522
CALL
Thor Industries
THO
$4.13B
| $1.49M | ﹤0.01% |
21,300
+18,700
| +719% | +$1.53M |
|
1523
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.75B
| $1.49M | ﹤0.01% |
+972
| New | +$1.11M |
|
1524
AutoZone
AZO
$50.2B
| $1.49M | ﹤0.01% |
694
-376
| -35% | -$819K |
|
1525
PUT
Ternium
TX
$10.7B
| $1.49M | ﹤0.01% |
54,200
+46,100
| +569% | +$1.48M |
|
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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.