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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 | |
|---|---|---|---|---|---|---|
2101
Huntington Bancshares
HBAN
$35.6B
| $318K | ﹤0.01% |
24,153
+7,097
| +42% | +$94.8K |
|
2102
CALL
Revolve Group
RVLV
$1.73B
| $318K | ﹤0.01% |
14,700
+7,700
| +110% | +$203K |
|
2103
PUT
Canadian Natural Resources
CNQ
$97.4B
| $317K | ﹤0.01% |
13,600
-7,433
| -35% | -$192K |
|
2104
PUT
Direxion Daily Energy Bull 2X ETF
ERX
$238M
| $317K | ﹤0.01% |
6,800
-1,300
| -16% | -$67.1K |
|
2105
CALL
GXO Logistics
GXO
$5.4B
| $317K | ﹤0.01% |
9,000
+1,700
| +23% | +$75.1K |
|
2106
PUT
American Eagle Outfitters
AEO
$3.07B
| $315K | ﹤0.01% |
32,300
+19,400
| +150% | +$226K |
|
2107
CALL
Sempra
SRE
$55.1B
| $315K | ﹤0.01% |
4,200
+2,600
| +163% | +$210K |
|
|
BCOV
2108
DELISTED
Brightcove, Inc.
BCOV
| $315K | ﹤0.01% |
50,000
| – | – |
|
2109
Annaly Capital Management
NLY
$17.3B
| $313K | ﹤0.01% |
18,230
+921
| +5% | +$23.2K |
|
2110
PUT
Zimmer Biomet
ZBH
$18.7B
| $313K | ﹤0.01% |
3,000
| – | – |
|
2111
CALL
Edison International
EIX
$26.1B
| $312K | ﹤0.01% |
5,500
-29,400
| -84% | -$1.95M |
|
2112
CALL
Conagra Brands
CAG
$7.07B
| $311K | ﹤0.01% |
9,500
+6,100
| +179% | +$209K |
|
2113
PUT
Boyd Gaming
BYD
$5.92B
| $310K | ﹤0.01% |
+6,500
| New | +$348K |
|
2114
PUT
Wabtec
WAB
$49.7B
| $310K | ﹤0.01% |
+3,800
| New | +$336K |
|
2115
Apple
AAPL
$4.5T
| $309K | ﹤0.01% |
2,234
+1,440
| +181% | +$226K |
|
2116
PUT
Citizens Financial Group
CFG
$30.6B
| $306K | ﹤0.01% |
+8,900
| New | +$329K |
|
2117
PUT
Melco Resorts & Entertainment
MLCO
$2.12B
| $306K | ﹤0.01% |
+46,000
| New | +$254K |
|
|
UNIT
2118
CALL
Uniti Group
UNIT
$2.28B
| $306K | ﹤0.01% |
44,100
-250,000
| -85% | -$2.32M |
|
|
CNH
2119
CNH Industrial
CNH
$16.9B
| $306K | ﹤0.01% |
27,435
+19,016
| +226% | +$229K |
|
2120
PUT
American Well
AMWL
$231M
| $305K | ﹤0.01% |
4,250
| – | – |
|
2121
CALL
Insmed
INSM
$29.4B
| $305K | ﹤0.01% |
+14,200
| New | +$340K |
|
2122
CALL
Sonos
SONO
$1.83B
| $305K | ﹤0.01% |
21,900
+15,500
| +242% | +$275K |
|
|
SPGS
2123
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
| $305K | ﹤0.01% |
+30,979
| New | +$305K |
|
2124
CALL
CarGurus
CARG
$3.35B
| $304K | ﹤0.01% |
21,500
-130,900
| -86% | -$2.65M |
|
2125
PUT
Ralph Lauren
RL
$24.2B
| $304K | ﹤0.01% |
+3,600
| New | +$339K |
|
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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.