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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
AMAT icon
251
CALL
Applied Materials
AMAT
$428B
$55.4M 0.09%
676,400
+208,900
+45% +$20.1M
LQD icon
252
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$55M 0.09%
536,400
-591,000
-52% -$65.1M
TEAM icon
253
PUT
Atlassian
TEAM
$37.8B
$54.3M 0.08%
258,000
+166,900
+183% +$39M
CLR
254
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$54.1M 0.08%
810,500
+687,400
+558% +$46.4M
XRT icon
255
PUT
State Street SPDR S&P Retail ETF
XRT
$327M
$54.1M 0.08%
958,700
+702,800
+275% +$44.9M
UNH icon
256
CALL
UnitedHealth
UNH
$370B
$54M 0.08%
106,800
+25,800
+32% +$13.6M
SNAP icon
257
CALL
Snap
SNAP
$9.01B
$53.8M 0.08%
5,475,100
+2,007,900
+58% +$23.4M
IYR icon
258
PUT
iShares US Real Estate ETF
IYR
$4.65B
$53.6M 0.08%
658,900
-137,200
-17% -$13M
DASH icon
259
PUT
DoorDash
DASH
$93.7B
$53.6M 0.08%
1,083,900
-75,800
-7% -$5.06M
MA icon
260
PUT
Mastercard
MA
$493B
$53.3M 0.08%
187,500
-280,000
-60% -$92.8M
COF icon
261
CALL
Capital One
COF
$134B
$53.3M 0.08%
577,900
+260,100
+82% +$27.7M
XOP icon
262
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$52.9M 0.08%
423,800
-119,800
-22% -$15.8M
MAR icon
263
CALL
Marriott International
MAR
$92.3B
$52.6M 0.08%
375,100
+70,900
+23% +$10.8M
LQD icon
264
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$52.3M 0.08%
510,700
+480,500
+1,591% +$53M
GE icon
265
CALL
GE Aerospace
GE
$384B
$51.8M 0.08%
1,343,142
+197,266
+17% +$8.67M
XBI icon
266
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$51.8M 0.08%
652,800
-41,500
-6% -$3.5M
INTU icon
267
CALL
Intuit
INTU
$89B
$51.6M 0.08%
133,300
+101,300
+317% +$43.8M
MDB icon
268
CALL
MongoDB
MDB
$32.1B
$51.5M 0.08%
259,400
+217,700
+522% +$63.5M
NEE icon
269
PUT
NextEra Energy
NEE
$177B
$51.1M 0.08%
652,200
+472,900
+264% +$40.1M
CSCO icon
270
PUT
Cisco
CSCO
$479B
$51.1M 0.08%
1,278,000
-212,900
-14% -$9.45M
UPS icon
271
PUT
United Parcel Service
UPS
$88.9B
$50.3M 0.08%
311,500
-500
-0.2% -$94.7K
DASH icon
272
CALL
DoorDash
DASH
$93.7B
$50M 0.08%
1,011,500
+39,000
+4% +$2.6M
SEDG icon
273
CALL
SolarEdge
SEDG
$1.95B
$49.6M 0.08%
214,300
-92,500
-30% -$27.3M
IVV icon
274
PUT
iShares Core S&P 500 ETF
IVV
$902B
$49.5M 0.08%
138,100
+23,300
+20% +$9.3M
XLU icon
275
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
$49.4M 0.08%
1,508,000
+1,235,400
+453% +$45.3M
9 10
11
12 13

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Credit Agricole
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Carson Wealth (CWM LLC)
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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.