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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 | |
|---|---|---|---|---|---|---|
|
IRBT
2026
CALL
DELISTED
iRobot
IRBT
| $389K | ﹤0.01% |
6,900
| – | – |
|
2027
PUT
Moody's
MCO
$82.8B
| $389K | ﹤0.01% |
1,600
-28,000
| -95% | -$8.13M |
|
2028
Magnachip Semiconductor
MX
$134M
| $389K | ﹤0.01% |
+37,950
| New | +$498K |
|
2029
CALL
Sherwin-Williams
SHW
$88.1B
| $389K | ﹤0.01% |
1,900
-12,300
| -87% | -$2.91M |
|
2030
QuantumScape Corp
QS
$3.81B
| $388K | ﹤0.01% |
46,090
-94,309
| -67% | -$1.01M |
|
2031
PubMatic
PUBM
$809M
| $386K | ﹤0.01% |
+23,221
| New | +$420K |
|
2032
Relmada Therapeutics
RLMD
$484M
| $386K | ﹤0.01% |
10,439
-44,642
| -81% | -$1.24M |
|
2033
Arbutus Biopharma
ABUS
$907M
| $383K | ﹤0.01% |
200,528
+176
| +0.1% | +$414 |
|
2034
CALL
AB InBev
BUD
$164B
| $382K | ﹤0.01% |
8,400
-500
| -6% | -$25.9K |
|
|
2035
CALL
QuantumScape Corp
QS
$3.81B
| $381K | ﹤0.01% |
45,100
-222,200
| -83% | -$2.38M |
|
|
PORT
2036
DELISTED
Southport Acquisition Corporation
PORT
| $381K | ﹤0.01% |
+38,041
| New | +$379K |
|
2037
LendingTree
TREE
$453M
| $380K | ﹤0.01% |
15,916
-22,744
| -59% | -$888K |
|
|
HES
2038
DELISTED
Hess
HES
| $379K | ﹤0.01% |
3,474
-46,384
| -93% | -$5.14M |
|
2039
Polestar Automotive Holding UK
PSNY
$2.01B
| $377K | ﹤0.01% |
+2,480
| New | +$624K |
|
2040
CALL
Gold Fields
GFI
$36.8B
| $376K | ﹤0.01% |
46,500
-267,500
| -85% | -$2.3M |
|
2041
CALL
Polaris
PII
$3.97B
| $374K | ﹤0.01% |
3,900
+3,500
| +875% | +$392K |
|
2042
PUT
Compass
COMP
$9.52B
| $372K | ﹤0.01% |
160,000
| – | – |
|
2043
Wynn Resorts
WYNN
$10.6B
| $372K | ﹤0.01% |
+5,895
| New | +$367K |
|
2044
Carlyle Group
CG
$17.2B
| $370K | ﹤0.01% |
14,330
-99,103
| -87% | -$3.26M |
|
2045
Suburban Propane Partners
SPH
$1.17B
| $367K | ﹤0.01% |
+24,372
| New | +$394K |
|
2046
PUT
Cheesecake Factory
CAKE
$5.53B
| $366K | ﹤0.01% |
12,500
| – | – |
|
2047
Riot Platforms
RIOT
$7.34B
| $365K | ﹤0.01% |
+52,130
| New | +$367K |
|
2048
CALL
Stryker
SYK
$133B
| $365K | ﹤0.01% |
1,800
+800
| +80% | +$168K |
|
2049
PUT
New Oriental
EDU
$9.24B
| $364K | ﹤0.01% |
15,200
+10,000
| +192% | +$248K |
|
2050
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
| $361K | ﹤0.01% |
900
+500
| +125% | +$221K |
|
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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.