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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
SNAP icon
326
PUT
Snap
SNAP
$9.01B
$40.9M 0.06%
4,163,000
+140,200
+3% +$1.63M
XLI icon
327
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
$40.8M 0.06%
492,500
-427,600
-46% -$39.4M
LRCX icon
328
PUT
Lam Research
LRCX
$390B
$40.6M 0.06%
1,108,000
+357,000
+48% +$15.9M
LYV icon
329
PUT
Live Nation Entertainment
LYV
$42.1B
$40.2M 0.06%
528,600
+381,800
+260% +$34.2M
LI icon
330
PUT
Li Auto
LI
$12.7B
$40.1M 0.06%
1,744,200
+42,500
+2% +$1.32M
AXP icon
331
PUT
American Express
AXP
$230B
$40M 0.06%
296,800
+81,100
+38% +$12.3M
JD icon
332
JD.com
JD
$44.5B
$39.9M 0.06%
793,241
+744,424
+1,525% +$44.1M
PEP icon
333
PUT
PepsiCo
PEP
$190B
$39.9M 0.06%
244,400
+149,100
+156% +$25.7M
PYPL icon
334
PayPal
PYPL
$50.5B
$39.2M 0.06%
+455,971
New +$40.4M
MRK icon
335
PUT
Merck
MRK
$318B
$39.2M 0.06%
455,100
+134,100
+42% +$12M
CELH icon
336
PUT
Celsius Holdings
CELH
$7.03B
$39M 0.06%
1,291,800
+937,800
+265% +$29.4M
WYNN icon
337
PUT
Wynn Resorts
WYNN
$10.6B
$38.8M 0.06%
614,800
+336,000
+121% +$20.9M
DELL icon
338
PUT
Dell
DELL
$293B
$38.7M 0.06%
1,133,600
+651,800
+135% +$27.4M
SCHW
339
PUT
Charles Schwab
SCHW
$187B
$38.7M 0.06%
538,200
+343,500
+176% +$23.8M
VOO icon
340
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
$38.7M 0.06%
117,800
-8,300
-7% -$3.03M
DELL icon
341
CALL
Dell
DELL
$293B
$38.7M 0.06%
1,131,600
+547,300
+94% +$23M
IEF icon
342
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$38.5M 0.06%
401,300
-27,700
-6% -$2.81M
TWTR
343
CALL
DELISTED
Twitter, Inc.
TWTR
$38.4M 0.06%
874,900
-226,100
-21% -$9.2M
RIO icon
344
CALL
Rio Tinto
RIO
$164B
$38.3M 0.06%
696,400
+244,500
+54% +$14.1M
COF icon
345
PUT
Capital One
COF
$134B
$38.2M 0.06%
414,200
+137,600
+50% +$14.7M
ABBV icon
346
CALL
AbbVie
ABBV
$435B
$38.1M 0.06%
284,000
-261,400
-48% -$37.5M
WFC icon
347
Wells Fargo
WFC
$264B
$38M 0.06%
944,490
+457,204
+94% +$19.6M
SLV icon
348
PUT
iShares Silver Trust
SLV
$30.7B
$38M 0.06%
2,169,300
-1,592,900
-42% -$28.2M
DLTR icon
349
CALL
Dollar Tree
DLTR
$25.2B
$37.9M 0.06%
278,200
+181,400
+187% +$28.2M
WSM icon
350
CALL
Williams-Sonoma
WSM
$29.6B
$37.8M 0.06%
641,200
+465,400
+265% +$33M
12 13
14
15 16

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Nomura Asset Management
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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
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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 $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.