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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
CMG icon
351
CALL
Chipotle Mexican Grill
CMG
$41.5B
$37.6M 0.06%
1,250,000
-1,295,000
-51% -$40.1M
RH icon
352
CALL
RH
RH
$3.71B
$37.5M 0.06%
152,600
+99,300
+186% +$26.8M
BILL icon
353
CALL
BILL Holdings
BILL
$4.78B
$37.5M 0.06%
283,300
+202,200
+249% +$29.1M
ORCL icon
354
CALL
Oracle
ORCL
$423B
$37.3M 0.06%
610,200
+383,100
+169% +$28M
DOCU
355
DocuSign
DOCU
$11.5B
$37.1M 0.06%
694,635
+350,213
+102% +$22M
BLK icon
356
PUT
Blackrock
BLK
$176B
$37.1M 0.06%
67,500
+36,100
+115% +$23.6M
WSM icon
357
PUT
Williams-Sonoma
WSM
$29.6B
$37.1M 0.06%
629,400
+496,400
+373% +$35.2M
TTWO icon
358
CALL
Take-Two Interactive
TTWO
$46.1B
$37.1M 0.06%
340,200
-397,800
-54% -$49.4M
BLK icon
359
CALL
Blackrock
BLK
$176B
$37M 0.06%
67,300
+56,300
+512% +$36.9M
RUN icon
360
PUT
Sunrun
RUN
$2.46B
$37M 0.06%
1,340,200
+877,700
+190% +$27.3M
XLP icon
361
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$36.9M 0.06%
553,600
+212,300
+62% +$15.6M
UNP icon
362
PUT
Union Pacific
UNP
$174B
$36.4M 0.06%
186,800
-26,200
-12% -$5.8M
MAR icon
363
PUT
Marriott International
MAR
$92.3B
$36.1M 0.06%
257,700
-158,700
-38% -$24.2M
PLUG icon
364
PUT
Plug Power
PLUG
$3.04B
$35.9M 0.06%
1,708,000
+1,343,900
+369% +$32.1M
EXE
365
CALL
Expand Energy Corp
EXE
$21.5B
$35.8M 0.06%
380,200
+281,300
+284% +$26.4M
ASML icon
366
PUT
ASML
ASML
$669B
$35.7M 0.06%
86,000
+9,600
+13% +$4.81M
RTX icon
367
CALL
RTX Corp
RTX
$301B
$35.6M 0.06%
435,500
-115,200
-21% -$10.4M
SLB icon
368
CALL
SLB Ltd
SLB
$75B
$35.5M 0.05%
990,000
-190,600
-16% -$6.91M
SHOP icon
369
PUT
Shopify
SHOP
$195B
$35.4M 0.05%
1,313,200
+1,147,200
+691% +$39M
DLTR icon
370
PUT
Dollar Tree
DLTR
$25.2B
$35.2M 0.05%
258,400
+120,700
+88% +$18.8M
DPZ icon
371
CALL
Domino's
DPZ
$11.6B
$35.1M 0.05%
113,300
+108,200
+2,122% +$41.1M
ZS icon
372
Zscaler
ZS
$27.3B
$35.1M 0.05%
213,744
+67,327
+46% +$11M
DG icon
373
CALL
Dollar General
DG
$27.9B
$34.9M 0.05%
145,400
-132,500
-48% -$32.7M
EXPE icon
374
CALL
Expedia Group
EXPE
$37.3B
$34.8M 0.05%
371,100
-10,900
-3% -$1.11M
MOS icon
375
CALL
The Mosaic Company
MOS
$7.33B
$34.5M 0.05%
714,800
+362,200
+103% +$18.7M
13 14
15
16 17

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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.