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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 | |
|---|---|---|---|---|---|---|
1851
PUT
Liquidia Corp
LQDA
$8.1B
| $661K | ﹤0.01% |
+121,600
| New | +$682K |
|
1852
PUT
Levi Strauss
LEVI
$9.09B
| $657K | ﹤0.01% |
45,400
+400
| +0.9% | +$7.14K |
|
1853
Whirlpool
WHR
$2.75B
| $657K | ﹤0.01% |
4,877
-8,346
| -63% | -$1.33M |
|
1854
CALL
Matador Resources
MTDR
$6.49B
| $652K | ﹤0.01% |
13,300
-10,100
| -43% | -$545K |
|
1855
CALL
Williams Companies
WMB
$87.9B
| $651K | ﹤0.01% |
22,700
-35,700
| -61% | -$1.16M |
|
1856
CALL
Old Dominion Freight Line
ODFL
$44.1B
| $648K | ﹤0.01% |
+5,200
| New | +$719K |
|
|
MOMO
1857
PUT
Hello Group
MOMO
$870M
| $647K | ﹤0.01% |
140,000
| – | – |
|
1858
ProShares Short 20+ Year Treasury ETF
TBF
$107M
| $647K | ﹤0.01% |
29,000
+28,999
| +2,899,900% | +$591K |
|
1859
CALL
Itaú Unibanco
ITUB
$86.9B
| $646K | ﹤0.01% |
141,625
| – | – |
|
|
SIX
1860
DELISTED
Six Flags Entertainment Corp.
SIX
| $646K | ﹤0.01% |
+36,504
| New | +$824K |
|
1861
PUT
Universal Display
OLED
$4.16B
| $645K | ﹤0.01% |
6,900
-400
| -5% | -$44.3K |
|
1862
PUT
PubMatic
PUBM
$809M
| $638K | ﹤0.01% |
38,300
+36,000
| +1,565% | +$651K |
|
1863
CALL
iShares Semiconductor ETF
SOXX
$44.8B
| $638K | ﹤0.01% |
6,000
-2,700
| -31% | -$339K |
|
1864
Criteo S.A. Ordinary Shares
CRTO
$902M
| $634K | ﹤0.01% |
+23,468
| New | +$615K |
|
1865
Fiverr
FVRR
$327M
| $634K | ﹤0.01% |
20,727
+1,920
| +10% | +$68.2K |
|
1866
PUT
Viant Technology
DSP
$282M
| $632K | ﹤0.01% |
150,000
| – | – |
|
1867
PUT
GFL Environmental
GFL
$14.9B
| $632K | ﹤0.01% |
25,000
| – | – |
|
1868
CALL
Marathon Digital Holdings
MARA
$3.69B
| $631K | ﹤0.01% |
58,900
+37,900
| +180% | +$449K |
|
|
MOMO
1869
Hello Group
MOMO
$870M
| $629K | ﹤0.01% |
136,110
+20,440
| +18% | +$97.9K |
|
1870
CALL
PagSeguro Digital
PAGS
$2.54B
| $628K | ﹤0.01% |
+47,500
| New | +$634K |
|
1871
HUB Group
HUBG
$2.9B
| $624K | ﹤0.01% |
18,102
+9,876
| +120% | +$377K |
|
1872
CALL
Veru
VERU
$44.5M
| $624K | ﹤0.01% |
+5,410
| New | +$780K |
|
|
MCW
1873
PUT
DELISTED
Mister Car Wash
MCW
| $623K | ﹤0.01% |
+72,600
| New | +$780K |
|
1874
CALL
Shake Shack
SHAK
$2.89B
| $621K | ﹤0.01% |
13,900
-8,500
| -38% | -$408K |
|
1875
PUT
SoFi Technologies
SOFI
$23.4B
| $620K | ﹤0.01% |
127,000
-960,500
| -88% | -$6.08M |
|
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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.