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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 | |
|---|---|---|---|---|---|---|
|
INST
1976
DELISTED
Instructure Holdings, Inc.
INST
| $444K | ﹤0.01% |
+19,937
| New | +$465K |
|
1977
PUT
AGNC Investment
AGNC
$12.8B
| $443K | ﹤0.01% |
52,700
+2,700
| +5% | +$31.7K |
|
1978
PUT
Coupang
CPNG
$29.1B
| $442K | ﹤0.01% |
26,500
+1,400
| +6% | +$24.2K |
|
1979
CALL
The Honest Company
HNST
$561M
| $438K | ﹤0.01% |
125,000
| – | – |
|
1980
PUT
Agilon Health
AGL
$1.63B
| $436K | ﹤0.01% |
744
+100
| +16% | +$59.9K |
|
1981
PUT
Fastly Inc
FSLY
$4.42B
| $435K | ﹤0.01% |
47,600
-209,100
| -81% | -$2.23M |
|
1982
PUT
Gossamer Bio
GOSS
$86.1M
| $432K | ﹤0.01% |
+36,100
| New | +$448K |
|
1983
PUT
Valley National Bancorp
VLY
$8.1B
| $432K | ﹤0.01% |
40,000
-2,500
| -6% | -$28.8K |
|
1984
CALL
AerCap
AER
$23.5B
| $430K | ﹤0.01% |
10,200
+3,100
| +44% | +$137K |
|
1985
Axsome Therapeutics
AXSM
$11.4B
| $427K | ﹤0.01% |
+9,565
| New | +$478K |
|
1986
CALL
Gaotu Techedu
GOTU
$444M
| $427K | ﹤0.01% |
+353,400
| New | +$571K |
|
1987
Mid-America Apartment Communities
MAA
$15.4B
| $427K | ﹤0.01% |
+2,754
| New | +$474K |
|
|
TIGR
1988
CALL
UP Fintech Holding
TIGR
$877M
| $427K | ﹤0.01% |
129,500
+10,200
| +9% | +$38.9K |
|
1989
Service Corp International
SCI
$11.4B
| $426K | ﹤0.01% |
+7,378
| New | +$486K |
|
1990
Thor Industries
THO
$4.14B
| $426K | ﹤0.01% |
6,090
+4,420
| +265% | +$361K |
|
1991
CALL
CME Group
CME
$94.8B
| $425K | ﹤0.01% |
2,400
+1,400
| +140% | +$277K |
|
|
TWO
1992
CALL
Two Harbors Investment
TWO
$1.26B
| $425K | ﹤0.01% |
31,975
-62,500
| -66% | -$1.21M |
|
1993
PUT
Agios Pharmaceuticals
AGIO
$1.95B
| $424K | ﹤0.01% |
+15,000
| New | +$402K |
|
|
VISN
1994
Vistance Networks Inc
VISN
$2.63B
| $424K | ﹤0.01% |
46,006
+3,518
| +8% | +$33.7K |
|
1995
Manchester United
MANU
$3.74B
| $423K | ﹤0.01% |
+31,913
| New | +$400K |
|
1996
Alliance Resource Partners
ARLP
$3.19B
| $422K | ﹤0.01% |
18,414
+7,314
| +66% | +$167K |
|
|
VSTO
1997
PUT
DELISTED
Vista Outdoor Inc.
VSTO
| $421K | ﹤0.01% |
+17,300
| New | +$492K |
|
|
MCW
1998
DELISTED
Mister Car Wash
MCW
| $419K | ﹤0.01% |
+48,870
| New | +$525K |
|
1999
Molina Healthcare
MOH
$10.4B
| $419K | ﹤0.01% |
+1,270
| New | +$409K |
|
|
CNH
2000
PUT
CNH Industrial
CNH
$16.9B
| $419K | ﹤0.01% |
37,500
| – | – |
|
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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.