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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
546
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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $6.71B | 10.38% |
18,797,700
+950,200
| +5% | +$377M |
|
|
2
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $2.17B | 3.36% |
13,180,700
-2,076,900
| -14% | -$379M |
|
|
3
PUT
Invesco QQQ Trust
QQQ
$450B
| $1.96B | 3.02% |
7,318,200
-1,792,200
| -20% | -$541M |
|
|
4
CALL
Invesco QQQ Trust
QQQ
$450B
| $1.48B | 2.28% |
5,524,100
+242,500
| +5% | +$73.2M |
|
|
5
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $1.1B | 1.71% |
6,694,800
+2,363,100
| +55% | +$431M |
|
|
6
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $1.08B | 1.67% |
3,027,500
+1,303,200
| +76% | +$518M |
|
|
7
CALL
Tesla
TSLA
$1.22T
| $1.04B | 1.6% |
3,907,700
+515,900
| +15% | +$144M |
|
|
8
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $643M | 0.99% |
9,003,900
-295,900
| -3% | -$22.4M |
|
|
9
PUT
Tesla
TSLA
$1.22T
| $620M | 0.96% |
2,337,600
-1,296,900
| -36% | -$362M |
|
10
CALL
Microsoft
MSFT
$3.35T
| $566M | 0.88% |
2,431,200
-120,000
| -5% | -$31.7M |
|
|
11
Invesco QQQ Trust
QQQ
$450B
| $551M | 0.85% |
2,062,767
+1,516,059
| +277% | +$458M |
|
12
CALL
Cigna
CI
$76.1B
| $511M | 0.79% |
1,842,300
+312,800
| +20% | +$88M |
|
13
CALL
SPDR Gold Trust
GLD
$133B
| $505M | 0.78% |
3,263,300
+1,107,200
| +51% | +$178M |
|
14
PUT
Apple
AAPL
$4.9T
| $474M | 0.73% |
3,430,900
-569,900
| -14% | -$89.4M |
|
15
PUT
Booking.com
BKNG
$150B
| $452M | 0.7% |
6,877,500
-740,000
| -10% | -$55.6M |
|
|
16
PUT
Microsoft
MSFT
$3.35T
| $441M | 0.68% |
1,892,400
-547,200
| -22% | -$144M |
|
|
17
PUT
SPDR Gold Trust
GLD
$133B
| $437M | 0.68% |
2,825,900
+745,000
| +36% | +$120M |
|
|
18
CALL
Apple
AAPL
$4.9T
| $426M | 0.66% |
3,083,100
-1,813,200
| -37% | -$285M |
|
|
19
iShares Russell 2000 ETF
IWM
$80.2B
| $421M | 0.65% |
2,553,146
+2,374,099
| +1,326% | +$433M |
|
20
CALL
Amazon
AMZN
$2.53T
| $413M | 0.64% |
3,655,500
-2,172,200
| -37% | -$275M |
|
21
CALL
NVIDIA
NVDA
$4.72T
| $411M | 0.64% |
33,882,000
+3,051,000
| +10% | +$48.2M |
|
|
22
Cigna
CI
$76.1B
| $406M | 0.63% |
1,462,556
+73,342
| +5% | +$20.6M |
|
23
PUT
Palo Alto Networks
PANW
$265B
| $370M | 0.57% |
4,521,200
+622,400
| +16% | +$53.9M |
|
|
24
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $344M | 0.53% |
963,917
+894,909
| +1,297% | +$355M |
|
25
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
| $334M | 0.52% |
3,488,900
-1,219,100
| -26% | -$135M |
|
Similar funds
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 546 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 546 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.