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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
PYPL icon
51
CALL
PayPal
PYPL
$44.6B
$178M 0.28%
2,073,700
+698,700
+51% +$62M
EEM icon
52
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$178M 0.28%
5,111,800
-926,400
-15% -$36.2M
SLV icon
53
CALL
iShares Silver Trust
SLV
$32.7B
$174M 0.27%
9,955,400
+2,645,000
+36% +$46.9M
GOOGL icon
54
PUT
Alphabet (Google) Class A
GOOGL
$4.04T
$174M 0.27%
1,817,700
-1,100,300
-38% -$122M
EFA icon
55
PUT
iShares MSCI EAFE ETF
EFA
$78.8B
$171M 0.26%
3,047,800
+983,500
+48% +$61.3M
DDOG icon
56
CALL
Datadog
DDOG
$80.9B
$164M 0.25%
1,846,900
+354,100
+24% +$35.7M
CRWD icon
57
PUT
CrowdStrike
CRWD
$213B
$164M 0.25%
3,976,000
+143,200
+4% +$6.55M
BABA icon
58
CALL
Alibaba
BABA
$272B
$162M 0.25%
2,024,500
+108,900
+6% +$10.4M
MRNA icon
59
CALL
Moderna
MRNA
$54.1B
$162M 0.25%
1,367,900
+332,600
+32% +$50.5M
MRK icon
60
CALL
Merck
MRK
$364B
$161M 0.25%
1,870,600
-621,200
-25% -$55.5M
BMY icon
61
CALL
Bristol-Myers Squibb
BMY
$132B
$157M 0.24%
2,210,500
-416,800
-16% -$30.2M
RBLX icon
62
CALL
Roblox
RBLX
$31.8B
$157M 0.24%
4,377,400
+1,416,000
+48% +$58.6M
MS icon
63
CALL
Morgan Stanley
MS
$338B
$157M 0.24%
1,984,300
+1,075,700
+118% +$90.7M
ABNB icon
64
PUT
Airbnb
ABNB
$100B
$156M 0.24%
1,484,100
+272,500
+22% +$30.2M
FSLR icon
65
CALL
First Solar
FSLR
$21.8B
$152M 0.24%
1,150,100
+194,800
+20% +$20.9M
CRWD icon
66
CALL
CrowdStrike
CRWD
$213B
$149M 0.23%
3,605,600
-378,000
-9% -$17.3M
CRM icon
67
CALL
Salesforce
CRM
$201B
$148M 0.23%
1,031,200
+620,000
+151% +$105M
JD icon
68
CALL
JD.com
JD
$36.5B
$143M 0.22%
2,849,000
+1,429,500
+101% +$84.7M
GOOG icon
69
CALL
Alphabet (Google) Class C
GOOG
$4.02T
$143M 0.22%
1,490,100
-983,900
-40% -$110M
JNJ icon
70
CALL
Johnson & Johnson
JNJ
$644B
$143M 0.22%
875,800
-333,700
-28% -$56.5M
OXY icon
71
CALL
Occidental Petroleum
OXY
$61.3B
$141M 0.22%
2,296,700
+642,600
+39% +$41.1M
PYPL icon
72
PUT
PayPal
PYPL
$44.6B
$141M 0.22%
1,635,700
+13,900
+0.9% +$1.23M
WFC icon
73
PUT
Wells Fargo
WFC
$271B
$140M 0.22%
3,483,000
+693,800
+25% +$29.8M
PDD icon
74
CALL
Pinduoduo
PDD
$112B
$140M 0.22%
2,235,000
-49,000
-2% -$2.85M
BABA icon
75
PUT
Alibaba
BABA
$272B
$140M 0.22%
1,744,400
+209,600
+14% +$20M
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.