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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
TECK icon
576
PUT
Teck Resources
TECK
$34.5B
$16.1M 0.02%
530,500
+236,100
+80% +$7.29M
IWN icon
577
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
$16.1M 0.02%
125,100
-3,100
-2% -$448K
DOCN icon
578
CALL
DigitalOcean
DOCN
$15.6B
$16.1M 0.02%
445,300
+233,800
+111% +$9.83M
ACN icon
579
PUT
Accenture
ACN
$108B
$16.1M 0.02%
62,500
+22,200
+55% +$6.42M
HUBS icon
580
PUT
HubSpot
HUBS
$11.5B
$16M 0.02%
59,400
-14,800
-20% -$4.7M
ON icon
581
PUT
ON Semiconductor
ON
$27.6B
$16M 0.02%
257,300
+7,900
+3% +$509K
MPC icon
582
PUT
Marathon Petroleum
MPC
$112B
$16M 0.02%
161,200
-597,900
-79% -$56M
REGN icon
583
CALL
Regeneron Pharmaceuticals
REGN
$83.2B
$16M 0.02%
23,200
+21,600
+1,350% +$13.6M
GH icon
584
PUT
Guardant Health
GH
$21.8B
$15.9M 0.02%
+294,900
New +$15.1M
DG icon
585
PUT
Dollar General
DG
$27.5B
$15.8M 0.02%
65,900
-123,500
-65% -$30.5M
LUV icon
586
CALL
Southwest Airlines
LUV
$18.9B
$15.8M 0.02%
511,300
+198,000
+63% +$7.42M
CLAR icon
587
CALL
Clarus
CLAR
$140M
$15.7M 0.02%
+1,163,700
New +$22.7M
DHI icon
588
CALL
D.R. Horton
DHI
$38.9B
$15.7M 0.02%
232,700
+44,500
+24% +$3.27M
GEN icon
589
PUT
Gen Digital
GEN
$17.8B
$15.7M 0.02%
777,600
+204,800
+36% +$4.74M
LYFT icon
590
CALL
Lyft
LYFT
$5.64B
$15.7M 0.02%
1,189,200
+373,000
+46% +$5.74M
BILI icon
591
CALL
Bilibili
BILI
$6.55B
$15.6M 0.02%
+1,019,700
New +$23.2M
IVV icon
592
iShares Core S&P 500 ETF
IVV
$866B
$15.6M 0.02%
43,536
+15,688
+56% +$6.26M
DQ
593
CALL
Daqo New Energy
DQ
$815M
$15.6M 0.02%
293,800
+198,200
+207% +$12.6M
MGM icon
594
CALL
MGM Resorts International
MGM
$10.2B
$15.6M 0.02%
524,600
-515,100
-50% -$16.7M
NVCR icon
595
CALL
NovoCure
NVCR
$1.82B
$15.6M 0.02%
205,100
+4,900
+2% +$382K
ADSK icon
596
CALL
Autodesk
ADSK
$43.2B
$15.4M 0.02%
82,700
+24,400
+42% +$4.93M
GIS icon
597
CALL
General Mills
GIS
$19.8B
$15.4M 0.02%
201,600
+4,800
+2% +$366K
FYBR
598
CALL
DELISTED
Frontier Communications
FYBR
$15.4M 0.02%
658,600
-30,500
-4% -$777K
STLD icon
599
CALL
Steel Dynamics
STLD
$34.5B
$15.4M 0.02%
217,400
+145,900
+204% +$11M
SNY icon
600
CALL
Sanofi
SNY
$103B
$15.4M 0.02%
405,200
+228,600
+129% +$10.2M
22 23
24
25 26

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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.