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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 | |
|---|---|---|---|---|---|---|
2426
CALL
SSR Mining
SSRM
$6.4B
| $103K | ﹤0.01% |
+7,000
| New | +$105K |
|
2427
PUT
Lemonade
LMND
$4.08B
| $102K | ﹤0.01% |
4,900
+3,700
| +308% | +$84.1K |
|
2428
Stratasys
SSYS
$769M
| $102K | ﹤0.01% |
+7,098
| New | +$126K |
|
2429
CALL
Verisk Analytics
VRSK
$23.6B
| $102K | ﹤0.01% |
+600
| New | +$112K |
|
2430
Playboy Inc
PLBY
$136M
| $99K | ﹤0.01% |
24,547
-1,132
| -4% | -$6.08K |
|
2431
Amprius Technologies Warrants
AMPX.WS
$542M
| $98K | ﹤0.01% |
+304,120
| New | +$115K |
|
2432
Healthpeak Properties
DOC
$14.4B
| $98K | ﹤0.01% |
+4,272
| New | +$113K |
|
2433
PUT
Shift4
FOUR
$3.41B
| $98K | ﹤0.01% |
2,200
-200
| -8% | -$8.4K |
|
2434
CALL
W.W. Grainger
GWW
$61.1B
| $98K | ﹤0.01% |
200
-300
| -60% | -$158K |
|
|
2435
PUT
W.W. Grainger
GWW
$61.1B
| $98K | ﹤0.01% |
+200
| New | +$105K |
|
|
AZUL
2436
DELISTED
Azul
AZUL
| $97K | ﹤0.01% |
+11,960
| New | +$101K |
|
2437
PUT
Root
ROOT
$828M
| $97K | ﹤0.01% |
12,300
+1,189
| +11% | +$18.6K |
|
|
BMAC.WS
2438
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
| $97K | ﹤0.01% |
994,961
+12,825
| +1% | +$1.74K |
|
2439
PagSeguro Digital
PAGS
$2.54B
| $96K | ﹤0.01% |
7,249
-13,969
| -66% | -$186K |
|
2440
CALL
Otis Worldwide
OTIS
$27.7B
| $95K | ﹤0.01% |
+1,500
| New | +$110K |
|
|
ISEE
2441
PUT
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $95K | ﹤0.01% |
+5,300
| New | +$69.6K |
|
2442
CALL
Kosmos Energy
KOS
$1.49B
| $94K | ﹤0.01% |
18,200
-200,000
| -92% | -$1.21M |
|
2443
HF Sinclair
DINO
$15.2B
| $93K | ﹤0.01% |
1,722
-5,116
| -75% | -$253K |
|
2444
Griffon
GFF
$4.75B
| $93K | ﹤0.01% |
+3,148
| New | +$95.6K |
|
2445
PUT
AvalonBay Communities
AVB
$26.3B
| $92K | ﹤0.01% |
+500
| New | +$101K |
|
2446
PUT
First Horizon
FHN
$12B
| $92K | ﹤0.01% |
4,000
| – | – |
|
2447
AGNC Investment
AGNC
$12.8B
| $91K | ﹤0.01% |
10,753
-14,448
| -57% | -$170K |
|
2448
PUT
SkinHealth Systems
SKIN
$83.3M
| $91K | ﹤0.01% |
7,700
+2,300
| +43% | +$29.1K |
|
2449
PUT
Toll Brothers
TOL
$14B
| $91K | ﹤0.01% |
+2,200
| New | +$102K |
|
|
MRSH
2450
CALL
Marsh
MRSH
$91B
| $90K | ﹤0.01% |
600
+400
| +200% | +$64.2K |
|
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.