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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-2.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$64.7B
AUM Growth
-$40.4B
Cap. Flow
-$27.6B
Cap. Flow %
-42.63%
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 Technology 0.95%
2 Healthcare 0.89%
3 Consumer Discretionary 0.7%
4 Financials 0.45%
5 Energy 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PXD
226
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$61.6M 0.1%
284,300
+153,300
+117% +$35M
ORCL icon
227
PUT
Oracle
ORCL
$423B
$60.9M 0.09%
996,600
+20,800
+2% +$1.52M
IBB icon
228
CALL
iShares Biotechnology ETF
IBB
$9.77B
$60.7M 0.09%
518,900
+219,700
+73% +$27.3M
STX icon
229
CALL
Seagate
STX
$184B
$60.7M 0.09%
1,139,600
+479,800
+73% +$34.7M
SCHW
230
CALL
Charles Schwab
SCHW
$187B
$60.6M 0.09%
843,600
+608,600
+259% +$42.3M
PEP icon
231
CALL
PepsiCo
PEP
$190B
$60.5M 0.09%
370,700
+229,300
+162% +$39.5M
URI icon
232
PUT
United Rentals
URI
$72.4B
$60.4M 0.09%
223,800
+31,800
+17% +$9.26M
OXY icon
233
Occidental Petroleum
OXY
$55.9B
$60.4M 0.09%
982,257
+152,793
+18% +$9.78M
BIDU icon
234
PUT
Baidu
BIDU
$37.2B
$60.2M 0.09%
512,800
+234,000
+84% +$32M
ALB icon
235
CALL
Albemarle
ALB
$15.5B
$60M 0.09%
227,000
+46,200
+26% +$11.7M
BRK.B icon
236
PUT
Berkshire Hathaway Class B
BRK.B
$1.13T
$60M 0.09%
224,700
-83,500
-27% -$23.8M
PFE icon
237
CALL
Pfizer
PFE
$153B
$59.8M 0.09%
1,367,500
-1,029,600
-43% -$50M
ZM icon
238
PUT
Zoom
ZM
$30.6B
$59.6M 0.09%
810,300
+333,000
+70% +$31.7M
DAL icon
239
CALL
Delta Air Lines
DAL
$60.1B
$59.4M 0.09%
2,117,700
+1,058,800
+100% +$33.6M
MU icon
240
PUT
Micron Technology
MU
$991B
$59.1M 0.09%
1,180,600
-834,300
-41% -$48.4M
FCX icon
241
PUT
Freeport-McMoran
FCX
$97.5B
$58.6M 0.09%
2,144,700
+430,300
+25% +$12.6M
SBUX icon
242
CALL
Starbucks
SBUX
$120B
$58M 0.09%
688,900
+357,300
+108% +$30.4M
DOW icon
243
PUT
Dow Inc
DOW
$21.2B
$57.7M 0.09%
1,314,300
-1,301,700
-50% -$66M
PNC icon
244
CALL
PNC Financial Services
PNC
$101B
$57.7M 0.09%
386,200
-142,300
-27% -$23.1M
RH icon
245
PUT
RH
RH
$3.71B
$57.6M 0.09%
233,900
+139,800
+149% +$37.7M
ETSY icon
246
PUT
Etsy
ETSY
$7.85B
$57.5M 0.09%
574,100
+464,200
+422% +$47.4M
AXP icon
247
CALL
American Express
AXP
$230B
$56.7M 0.09%
420,400
+219,500
+109% +$33.2M
ABT icon
248
CALL
Abbott
ABT
$187B
$56.7M 0.09%
585,900
+394,400
+206% +$42M
DOCU
249
CALL
DocuSign
DOCU
$11.5B
$56.6M 0.09%
1,057,900
-239,400
-18% -$15M
CVX icon
250
CALL
Chevron
CVX
$366B
$56.5M 0.09%
393,100
-394,400
-50% -$60.1M
8 9
10
11 12

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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 $27.6B 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 Technology at 0.95% of assets, up from 0.44% a quarter earlier, followed by Healthcare and Consumer Discretionary.

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.