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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 | |
|---|---|---|---|---|---|---|
|
DOCU
176
PUT
DocuSign
DOCU
$10.9B
| $72.8M | 0.11% |
1,361,600
+372,400
| +38% | +$23.3M |
|
177
PUT
Intel
INTC
$503B
| $72.2M | 0.11% |
2,800,400
+811,100
| +41% | +$27.7M |
|
178
PUT
Chevron
CVX
$371B
| $72.1M | 0.11% |
501,800
-4,400
| -0.9% | -$671K |
|
179
PUT
FedEx
FDX
$74.7B
| $71.6M | 0.11% |
482,100
-15,300
| -3% | -$3.23M |
|
180
CALL
ConocoPhillips
COP
$142B
| $71.1M | 0.11% |
695,000
-91,500
| -12% | -$9.13M |
|
181
CALL
Newmont
NEM
$111B
| $71.1M | 0.11% |
1,690,500
+1,487,900
| +734% | +$69.5M |
|
182
CALL
Kroger
KR
$35.1B
| $70.9M | 0.11% |
1,620,700
+1,193,600
| +279% | +$56.7M |
|
183
PUT
EOG Resources
EOG
$71.4B
| $70.9M | 0.11% |
634,400
+129,800
| +26% | +$14.6M |
|
184
CALL
Ford
F
$55B
| $70.4M | 0.11% |
6,288,700
+3,179,300
| +102% | +$44.5M |
|
|
185
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
| $70.3M | 0.11% |
686,599
+686,598
| +68,659,800% | +$77.3M |
|
186
CALL
Zscaler
ZS
$26.3B
| $69.9M | 0.11% |
425,500
+186,100
| +78% | +$30.4M |
|
187
TSMC
TSM
$2.17T
| $69.3M | 0.11% |
1,011,299
+828,285
| +453% | +$68.5M |
|
188
PUT
Visa
V
$692B
| $69.2M | 0.11% |
389,700
-283,500
| -42% | -$57.7M |
|
|
189
PUT
Newmont
NEM
$111B
| $68.7M | 0.11% |
1,635,500
+981,500
| +150% | +$45.9M |
|
|
190
CALL
TSMC
TSM
$2.17T
| $68.6M | 0.11% |
1,000,400
-303,800
| -23% | -$25.1M |
|
191
PUT
Wolfspeed
WOLF
$1.43B
| $68.6M | 0.11% |
663,400
+392,000
| +144% | +$37.5M |
|
192
CALL
Amgen
AMGN
$219B
| $68.5M | 0.11% |
303,800
+58,200
| +24% | +$14.1M |
|
193
CALL
Lam Research
LRCX
$383B
| $68.3M | 0.11% |
1,866,000
+1,102,000
| +144% | +$49.1M |
|
194
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.2B
| $68M | 0.11% |
1,948,400
-4,997,000
| -72% | -$195M |
|
195
CALL
AT&T
T
$162B
| $67.8M | 0.1% |
4,421,200
+1,343,200
| +44% | +$24.4M |
|
196
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.3B
| $67.7M | 0.1% |
235,800
-102,200
| -30% | -$32.5M |
|
197
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
| $67.7M | 0.1% |
253,600
+103,500
| +69% | +$29.5M |
|
198
PUT
Diamondback Energy
FANG
$53.1B
| $67.1M | 0.1% |
557,100
+1,300
| +0.2% | +$162K |
|
199
PUT
Salesforce
CRM
$153B
| $66.5M | 0.1% |
462,100
+157,000
| +51% | +$26.6M |
|
200
PUT
ServiceNow
NOW
$121B
| $66.3M | 0.1% |
877,000
+230,500
| +36% | +$20.8M |
|
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.