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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 | |
|---|---|---|---|---|---|---|
1676
PUT
Invesco
IVZ
$14B
| $1.05M | ﹤0.01% |
77,000
| – | – |
|
1677
Pacific Biosciences
PACB
$357M
| $1.05M | ﹤0.01% |
+181,697
| New | +$1.04M |
|
1678
Targa Resources
TRGP
$57.1B
| $1.05M | ﹤0.01% |
17,469
+3,945
| +29% | +$259K |
|
1679
First Horizon
FHN
$12B
| $1.05M | ﹤0.01% |
45,958
-40,732
| -47% | -$926K |
|
1680
Occidental Petroleum Corp Warrants
OXY.WS
$34.5B
| $1.05M | ﹤0.01% |
26,549
| – | – |
|
1681
CALL
Tecnoglass Holdings Inc.
TGLS
$1.84B
| $1.05M | ﹤0.01% |
+50,000
| New | +$1.09M |
|
1682
United Microelectronic
UMC
$47.1B
| $1.05M | ﹤0.01% |
188,247
+114,001
| +154% | +$752K |
|
1683
Signet Jewelers
SIG
$3.67B
| $1.05M | ﹤0.01% |
18,316
-17,628
| -49% | -$1.06M |
|
1684
PUT
Copart
CPRT
$27.4B
| $1.04M | ﹤0.01% |
39,200
+12,800
| +48% | +$381K |
|
1685
PUT
Mid-America Apartment Communities
MAA
$15.4B
| $1.04M | ﹤0.01% |
6,700
| – | – |
|
1686
CALL
Virtu Financial
VIRT
$4.92B
| $1.04M | ﹤0.01% |
+50,000
| New | +$1.15M |
|
|
GAP
1687
PUT
The Gap Inc
GAP
$7.74B
| $1.04M | ﹤0.01% |
126,500
-32,000
| -20% | -$300K |
|
1688
PUT
Keurig Dr Pepper
KDP
$39.9B
| $1.03M | ﹤0.01% |
+28,800
| New | +$1.09M |
|
|
CRON
1689
PUT
Cronos Group
CRON
$1.11B
| $1.02M | ﹤0.01% |
361,800
-598,600
| -62% | -$1.84M |
|
1690
CALL
SoFi Technologies
SOFI
$23.4B
| $1.01M | ﹤0.01% |
208,400
-66,100
| -24% | -$418K |
|
|
PTWOU
1691
DELISTED
Pono Capital Two, Inc. Unit
PTWOU
| $1.01M | ﹤0.01% |
+100,000
| New | +$1M |
|
1692
CALL
PVH
PVH
$4.02B
| $1.01M | ﹤0.01% |
22,600
+11,600
| +105% | +$689K |
|
1693
PUT
Progressive
PGR
$124B
| $1.01M | ﹤0.01% |
8,700
+8,300
| +2,075% | +$999K |
|
1694
ReNew
RNW
$2.23B
| $996K | ﹤0.01% |
+165,381
| New | +$1.13M |
|
1695
CALL
Fiverr
FVRR
$327M
| $990K | ﹤0.01% |
32,400
-900
| -3% | -$32K |
|
1696
PUT
Immunocore
IMCR
$1.73B
| $990K | ﹤0.01% |
21,100
| – | – |
|
1697
PUT
Range Resources
RRC
$9.41B
| $990K | ﹤0.01% |
+39,200
| New | +$1.19M |
|
|
TGH
1698
PUT
DELISTED
Textainer Group Holdings limited
TGH
| $988K | ﹤0.01% |
+36,800
| New | +$1.12M |
|
1699
CALL
AllianceBernstein
AB
$3.45B
| $986K | ﹤0.01% |
+28,100
| New | +$1.19M |
|
1700
CALL
O'Reilly Automotive
ORLY
$75.3B
| $985K | ﹤0.01% |
21,000
-7,500
| -26% | -$350K |
|
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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.