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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
OKTA icon
376
CALL
Okta
OKTA
$25.8B
$34.4M 0.05%
604,800
+374,600
+163% +$32.2M
NCLH icon
377
PUT
Norwegian Cruise Line
NCLH
$8.84B
$34.1M 0.05%
3,004,500
+36,700
+1% +$483K
MDB icon
378
MongoDB
MDB
$32.1B
$34M 0.05%
+171,302
New +$50M
LULU icon
379
lululemon athletica
LULU
$14.6B
$33.8M 0.05%
120,846
+87,950
+267% +$27.3M
MET icon
380
PUT
MetLife
MET
$62.1B
$33.7M 0.05%
554,600
-67,200
-11% -$4.29M
CMG icon
381
PUT
Chipotle Mexican Grill
CMG
$41.5B
$33.7M 0.05%
1,120,000
-210,000
-16% -$6.51M
TWTR
382
PUT
DELISTED
Twitter, Inc.
TWTR
$33.6M 0.05%
766,200
+319,600
+72% +$13M
ELV icon
383
PUT
Elevance Health
ELV
$85.5B
$33.6M 0.05%
73,900
+50,700
+219% +$24.3M
DRI icon
384
CALL
Darden Restaurants
DRI
$24.4B
$33.3M 0.05%
263,500
+127,200
+93% +$15.9M
PG icon
385
CALL
Procter & Gamble
PG
$339B
$32.8M 0.05%
260,100
-60,100
-19% -$8.54M
PLUG icon
386
CALL
Plug Power
PLUG
$3.04B
$32.8M 0.05%
1,561,900
+1,069,100
+217% +$25.5M
COST icon
387
CALL
Costco
COST
$420B
$32.5M 0.05%
68,800
-207,100
-75% -$108M
MRVL icon
388
CALL
Marvell Technology
MRVL
$196B
$32.4M 0.05%
755,700
-321,900
-30% -$15.9M
JKS
389
PUT
JinkoSolar
JKS
$891M
$32.4M 0.05%
585,200
+428,900
+274% +$26.3M
AA icon
390
PUT
Alcoa
AA
$13.2B
$32.2M 0.05%
956,600
+747,300
+357% +$34.9M
CELH icon
391
CALL
Celsius Holdings
CELH
$7.03B
$32M 0.05%
1,060,200
+777,900
+276% +$24.4M
PSX icon
392
PUT
Phillips 66
PSX
$81.4B
$32M 0.05%
396,300
+79,500
+25% +$6.78M
HOOD icon
393
CALL
Robinhood
HOOD
$83.9B
$31.6M 0.05%
3,133,700
+2,458,700
+364% +$23.6M
AA icon
394
CALL
Alcoa
AA
$13.2B
$31.5M 0.05%
935,100
+618,400
+195% +$28.9M
FXI icon
395
iShares China Large-Cap ETF
FXI
$4.31B
$31.5M 0.05%
1,216,717
+720,932
+145% +$21.6M
GM icon
396
General Motors
GM
$76.8B
$31.4M 0.05%
979,440
+663,085
+210% +$24.3M
TJX icon
397
CALL
TJX Companies
TJX
$178B
$31.3M 0.05%
504,700
-88,500
-15% -$5.56M
BIIB icon
398
CALL
Biogen
BIIB
$30.7B
$31.3M 0.05%
117,200
+109,900
+1,505% +$23.3M
HON icon
399
PUT
Honeywell
HON
$78B
$31.1M 0.05%
197,770
-6,366
-3% -$1.11M
BMY icon
400
PUT
Bristol-Myers Squibb
BMY
$132B
$31M 0.05%
436,200
-80,400
-16% -$5.83M
14 15
16
17 18

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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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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.