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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
AMZN icon
26
PUT
Amazon
AMZN
$2.72T
$302M 0.47%
2,670,100
-905,700
-25% -$114M
DIA icon
27
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$299M 0.46%
1,041,600
+226,200
+28% +$71.9M
TLT icon
28
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$274M 0.42%
2,674,600
-1,168,900
-30% -$132M
PANW icon
29
CALL
Palo Alto Networks
PANW
$273B
$268M 0.41%
3,274,600
-123,800
-4% -$10.7M
TLT icon
30
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$248M 0.38%
2,423,800
+58,400
+2% +$6.58M
META icon
31
CALL
Meta Platforms (Facebook)
META
$1.66T
$247M 0.38%
1,820,000
-159,700
-8% -$25.9M
FANG icon
32
CALL
Diamondback Energy
FANG
$56.7B
$245M 0.38%
2,035,600
+551,000
+37% +$68.8M
NVDA icon
33
PUT
NVIDIA
NVDA
$5.4T
$245M 0.38%
20,194,000
-777,000
-4% -$12.3M
NFLX icon
34
CALL
Netflix
NFLX
$317B
$231M 0.36%
9,794,000
-6,772,000
-41% -$150M
JPM icon
35
PUT
JPMorgan Chase
JPM
$943B
$227M 0.35%
2,168,100
+535,800
+33% +$61.5M
AMD icon
36
CALL
Advanced Micro Devices
AMD
$851B
$224M 0.35%
3,535,300
+873,900
+33% +$74.4M
JPM icon
37
CALL
JPMorgan Chase
JPM
$943B
$223M 0.34%
2,134,600
+895,400
+72% +$103M
LOW icon
38
CALL
Lowe's Companies
LOW
$111B
$219M 0.34%
1,163,800
+313,100
+37% +$61M
CI icon
39
PUT
Cigna
CI
$73.5B
$216M 0.33%
777,600
+224,800
+41% +$63.3M
NFLX icon
40
PUT
Netflix
NFLX
$317B
$209M 0.32%
8,860,000
-163,570,000
-95% -$3.63B
TMO icon
41
CALL
Thermo Fisher Scientific
TMO
$224B
$207M 0.32%
407,900
-73,200
-15% -$41M
OXY icon
42
PUT
Occidental Petroleum
OXY
$61.3B
$197M 0.31%
3,213,300
+421,900
+15% +$27M
LULU icon
43
CALL
lululemon athletica
LULU
$11B
$187M 0.29%
668,200
+426,500
+176% +$132M
QCOM icon
44
CALL
Qualcomm
QCOM
$188B
$186M 0.29%
1,648,000
-105,200
-6% -$14.5M
BAC icon
45
CALL
Bank of America
BAC
$438B
$185M 0.29%
6,110,000
+2,600,900
+74% +$87M
LULU icon
46
PUT
lululemon athletica
LULU
$11B
$182M 0.28%
651,800
+454,800
+231% +$141M
AMD icon
47
PUT
Advanced Micro Devices
AMD
$851B
$181M 0.28%
2,861,200
+661,900
+30% +$56.4M
TGT icon
48
CALL
Target
TGT
$71.6B
$181M 0.28%
1,220,700
-81,200
-6% -$13M
XOM icon
49
CALL
ExxonMobil
XOM
$675B
$181M 0.28%
2,072,000
+269,000
+15% +$24.6M
LMT icon
50
CALL
Lockheed Martin
LMT
$121B
$181M 0.28%
467,800
+400,300
+593% +$167M
1
2
3 4 5

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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.