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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 | |
|---|---|---|---|---|---|---|
1801
PUT
Brinker International
EAT
$9.76B
| $749K | ﹤0.01% |
+30,000
| New | +$810K |
|
|
CXAC
1802
DELISTED
C5 Acquisition Corporation
CXAC
| $749K | ﹤0.01% |
74,700
-357,823
| -83% | -$3.58M |
|
|
HTZWW
1803
Hertz Global Holdings Warrants
HTZWW
$89.4M
| $746K | ﹤0.01% |
83,850
| – | – |
|
1804
Groupon
GRPN
$933M
| $745K | ﹤0.01% |
93,645
+62,716
| +203% | +$682K |
|
1805
Martin Marietta Materials
MLM
$33B
| $740K | ﹤0.01% |
2,298
+417
| +22% | +$141K |
|
1806
CALL
Paychex
PAYX
$43.1B
| $740K | ﹤0.01% |
6,600
-76,500
| -92% | -$9.48M |
|
|
JOFF
1807
DELISTED
JOFF Fintech Acquisition Corp. Class A Common Stock
JOFF
| $739K | ﹤0.01% |
+75,000
| New | +$738K |
|
1808
Franco-Nevada
FNV
$46.5B
| $737K | ﹤0.01% |
6,167
-38,562
| -86% | -$4.85M |
|
|
JO
1809
DELISTED
iPath Series B Bloomberg Coffee Subindex Total ReturnSM ETN
JO
| $736K | ﹤0.01% |
12,000
-1,000
| -8% | -$60.5K |
|
1810
PUT
Zebra Technologies
ZBRA
$17.9B
| $733K | ﹤0.01% |
2,800
-2,700
| -49% | -$836K |
|
1811
PUT
Box
BOX
$4.65B
| $732K | ﹤0.01% |
+30,000
| New | +$825K |
|
1812
Agilon Health
AGL
$1.63B
| $731K | ﹤0.01% |
1,249
+654
| +110% | +$392K |
|
1813
PUT
Chegg
CHGG
$94.8M
| $731K | ﹤0.01% |
34,700
-16,700
| -32% | -$346K |
|
1814
PUT
NetApp
NTAP
$39B
| $729K | ﹤0.01% |
11,800
-40,600
| -77% | -$2.82M |
|
1815
CALL
State Street SPDR S&P Retail ETF
XRT
$652M
| $729K | ﹤0.01% |
12,900
+3,000
| +30% | +$192K |
|
|
CYBR
1816
DELISTED
CyberArk
CYBR
| $728K | ﹤0.01% |
+4,852
| New | +$693K |
|
|
BECN
1817
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $728K | ﹤0.01% |
+13,311
| New | +$754K |
|
|
SBNY
1818
CALL
DELISTED
Signature Bank
SBNY
| $724K | ﹤0.01% |
4,800
+300
| +7% | +$54.5K |
|
|
ISEE
1819
CALL
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $718K | ﹤0.01% |
+40,000
| New | +$525K |
|
1820
PUT
Regal Rexnord
RRX
$11.5B
| $716K | ﹤0.01% |
+5,100
| New | +$685K |
|
|
1821
Box
BOX
$4.65B
| $714K | ﹤0.01% |
29,284
+16,613
| +131% | +$457K |
|
|
EXAS
1822
DELISTED
Exact Sciences
EXAS
| $708K | ﹤0.01% |
21,788
+5,328
| +32% | +$220K |
|
1823
CALL
Bassett Furniture
BSET
$169M
| $706K | ﹤0.01% |
45,000
-30,000
| -40% | -$603K |
|
1824
PUT
Hershey
HSY
$36.7B
| $705K | ﹤0.01% |
3,200
+1,300
| +68% | +$291K |
|
1825
CALL
Spectrum Brands
SPB
$2.02B
| $703K | ﹤0.01% |
+18,000
| New | +$1.16M |
|
Similar funds
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.