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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
CODX
2001
CALL
Co-Diagnostics
CODX
$7.82M
$418K ﹤0.01%
+4,333
New +$606K
UMC icon
2002
CALL
United Microelectronic
UMC
$56.9B
$418K ﹤0.01%
75,000
-245,900
-77% -$1.62M
MLCO icon
2003
Melco Resorts & Entertainment
MLCO
$1.92B
$417K ﹤0.01%
62,970
+28,934
+85% +$160K
ARI
2004
Apollo Commercial Real Estate
ARI
$869M
$415K ﹤0.01%
50,007
-150,135
-75% -$1.72M
CPAY icon
2005
Corpay
CPAY
$26.7B
$415K ﹤0.01%
2,353
+973
+71% +$209K
LSXMK
2006
CALL
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$415K ﹤0.01%
+14,201
New +$442K
IP icon
2007
PUT
International Paper
IP
$18.3B
$414K ﹤0.01%
13,100
-700
-5% -$28.6K
AMR icon
2008
Alpha Metallurgical Resources
AMR
$2.88B
$412K ﹤0.01%
3,014
-3,376
-53% -$469K
GLW icon
2009
Corning
GLW
$145B
$412K ﹤0.01%
14,211
-613
-4% -$20.8K
ZION icon
2010
PUT
Zions Bancorporation
ZION
$9.94B
$411K ﹤0.01%
8,100
+1,300
+19% +$71.1K
ROCK icon
2011
PUT
Gibraltar Industries
ROCK
$1.36B
$409K ﹤0.01%
+10,000
New +$426K
BHVN
2012
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$408K ﹤0.01%
2,699
-17,305
-87% -$2.56M
BBWI icon
2013
Bath & Body Works
BBWI
$3.57B
$406K ﹤0.01%
12,441
-10,353
-45% -$365K
FAST icon
2014
CALL
Fastenal
FAST
$56B
$405K ﹤0.01%
17,600
– –
MRNS
2015
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$405K ﹤0.01%
+60,869
New +$375K
MRTX
2016
PUT
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$405K ﹤0.01%
+5,800
New +$429K
FNKO icon
2017
PUT
Funko
FNKO
$302M
$404K ﹤0.01%
20,000
-80,200
-80% -$1.84M
TNA icon
2018
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.2B
$404K ﹤0.01%
14,031
+11,356
+425% +$455K
ZTS icon
2019
CALL
Zoetis
ZTS
$30.3B
$400K ﹤0.01%
2,700
-10,000
-79% -$1.67M
SJM icon
2020
PUT
J.M. Smucker
SJM
$13.2B
$398K ﹤0.01%
2,900
-24,100
-89% -$3.28M
OWL icon
2021
CALL
Blue Owl Capital
OWL
$7.43B
$393K ﹤0.01%
42,600
– –
UVE icon
2022
Universal Insurance Holdings
UVE
$1.21B
$393K ﹤0.01%
+39,933
New +$478K
PERI icon
2023
CALL
Perion Network
PERI
$347M
$392K ﹤0.01%
20,300
– –
GPP
2024
PUT
DELISTED
Green Plains Partners LP
GPP
$392K ﹤0.01%
32,100
– –
AGM icon
2025
Federal Agricultural Mortgage
AGM
$2.44B
$390K ﹤0.01%
3,929
-1,899
-33% -$201K
79 80
81
82 83

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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.