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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-2.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$64.7B
AUM Growth
-$40.4B
Cap. Flow
-$29.1B
Cap. Flow %
-44.98%
Top 10 Hldgs %
26.85%
Holding
3,630
New
755
Increased
1,196
Reduced
887
Closed
544

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$458M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$433M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$355M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$85.9M
5
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$77.3M

Top Sells

Rank Stock Value
1
GSK icon
GSK
GSK
+$484M
2
TSLA icon
Tesla
TSLA
+$141M
3
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$71M
4
BA icon
Boeing
BA
+$56.5M
5
ADBE icon
Adobe
ADBE
+$51.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.62%
2 Technology 0.95%
3 Healthcare 0.89%
4 Consumer Discretionary 0.7%
5 Financials 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDT icon
426
CALL
Medtronic
MDT
$118B
$28.1M 0.04%
348,500
-379,700
-52% -$34.1M
LYFT icon
427
PUT
Lyft
LYFT
$5.64B
$28M 0.04%
2,127,600
+1,496,900
+237% +$23M
OKTA icon
428
PUT
Okta
OKTA
$30.2B
$27.8M 0.04%
489,400
+412,000
+532% +$35.4M
WGO icon
429
PUT
Winnebago Industries
WGO
$813M
$27.7M 0.04%
521,500
+2,000
+0.4% +$116K
HZNP
430
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$27.7M 0.04%
447,600
+87,500
+24% +$6.11M
ETN icon
431
CALL
Eaton
ETN
$161B
$27.6M 0.04%
207,100
+137,300
+197% +$19.2M
APD icon
432
CALL
Air Products & Chemicals
APD
$65.7B
$27.5M 0.04%
118,300
+56,000
+90% +$13.9M
TRIP icon
433
PUT
TripAdvisor
TRIP
$1.03B
$27.5M 0.04%
1,246,900
+371,400
+42% +$8.32M
SPGI icon
434
PUT
S&P Global
SPGI
$123B
$27.5M 0.04%
89,900
-192,500
-68% -$68.9M
STX icon
435
PUT
Seagate
STX
$201B
$27.2M 0.04%
512,000
+315,300
+160% +$22.8M
NSC icon
436
CALL
Norfolk Southern
NSC
$72.6B
$27.2M 0.04%
129,900
+111,900
+622% +$26.9M
STLD icon
437
PUT
Steel Dynamics
STLD
$34.5B
$27.1M 0.04%
381,400
+71,400
+23% +$5.4M
HAL icon
438
PUT
Halliburton
HAL
$30.9B
$27M 0.04%
1,096,900
-309,800
-22% -$8.86M
NOK icon
439
CALL
Nokia
NOK
$60.2B
$26.8M 0.04%
6,286,300
– –
RCL icon
440
CALL
Royal Caribbean
RCL
$69.5B
$26.6M 0.04%
702,200
-542,200
-44% -$22M
ROST icon
441
CALL
Ross Stores
ROST
$72B
$26.5M 0.04%
314,400
+80,000
+34% +$6.79M
NOW icon
442
ServiceNow
NOW
$136B
$26.3M 0.04%
348,810
+292,185
+516% +$26.3M
DASH icon
443
DoorDash
DASH
$85.5B
$26.3M 0.04%
531,563
+317,780
+149% +$21.2M
FIVE icon
444
PUT
Five Below
FIVE
$13.6B
$26.3M 0.04%
190,800
+143,900
+307% +$18.9M
UTHR icon
445
CALL
United Therapeutics
UTHR
$21.7B
$26.2M 0.04%
+125,300
New +$28M
NTR icon
446
PUT
Nutrien
NTR
$38.5B
$26.2M 0.04%
314,100
+313,700
+78,425% +$27M
DELL icon
447
Dell
DELL
$346B
$26.2M 0.04%
766,059
+701,021
+1,078% +$29.5M
PRU icon
448
PUT
Prudential Financial
PRU
$40.6B
$26.1M 0.04%
304,100
+203,600
+203% +$19.6M
KHC icon
449
CALL
Kraft Heinz
KHC
$29.2B
$26M 0.04%
779,400
-110,700
-12% -$4.11M
DRI icon
450
PUT
Darden Restaurants
DRI
$23.8B
$25.6M 0.04%
202,500
+130,400
+181% +$16.3M
16 17
18
19 20

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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 $29.1B 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 Miscellaneous at 96% of assets, down from 96% a quarter earlier, followed by Technology and Healthcare.

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.