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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$64.7B
AUM Growth
-$40.4B
(-38%)
Cap. Flow
-$27.6B
Cap. Flow
% of AUM
-42.63%
Top 10 Holdings %
Top 10 Hldgs %
26.85%
Holding
3,630
New
755
Increased
1,196
Reduced
887
Closed
546
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$458M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$433M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$355M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$85.9M |
| 5 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$77.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GSK
GSK
|
+$484M |
| 2 |
Tesla
TSLA
|
+$141M |
| 3 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$71M |
| 4 |
Boeing
BA
|
+$56.5M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
26
PUT
Amazon
AMZN
$3.06T
| $302M | 0.47% |
2,670,100
-905,700
| -25% | -$114M |
|
27
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
| $299M | 0.46% |
1,041,600
+226,200
| +28% | +$71.9M |
|
|
28
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
| $274M | 0.42% |
2,674,600
-1,168,900
| -30% | -$132M |
|
29
CALL
Palo Alto Networks
PANW
$283B
| $268M | 0.41% |
3,274,600
-123,800
| -4% | -$10.7M |
|
|
30
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
| $248M | 0.38% |
2,423,800
+58,400
| +2% | +$6.58M |
|
31
CALL
Meta Platforms (Facebook)
META
$1.5T
| $247M | 0.38% |
1,820,000
-159,700
| -8% | -$25.9M |
|
32
CALL
Diamondback Energy
FANG
$55.9B
| $245M | 0.38% |
2,035,600
+551,000
| +37% | +$68.8M |
|
33
PUT
NVIDIA
NVDA
$5.01T
| $245M | 0.38% |
20,194,000
-777,000
| -4% | -$12.3M |
|
34
CALL
Netflix
NFLX
$305B
| $231M | 0.36% |
9,794,000
-6,772,000
| -41% | -$150M |
|
35
PUT
JPMorgan Chase
JPM
$937B
| $227M | 0.35% |
2,168,100
+535,800
| +33% | +$61.5M |
|
36
CALL
Advanced Micro Devices
AMD
$790B
| $224M | 0.35% |
3,535,300
+873,900
| +33% | +$74.4M |
|
|
37
CALL
JPMorgan Chase
JPM
$937B
| $223M | 0.34% |
2,134,600
+895,400
| +72% | +$103M |
|
38
CALL
Lowe's Companies
LOW
$119B
| $219M | 0.34% |
1,163,800
+313,100
| +37% | +$61M |
|
39
PUT
Cigna
CI
$74.5B
| $216M | 0.33% |
777,600
+224,800
| +41% | +$63.3M |
|
|
40
PUT
Netflix
NFLX
$305B
| $209M | 0.32% |
8,860,000
-163,570,000
| -95% | -$3.63B |
|
41
CALL
Thermo Fisher Scientific
TMO
$212B
| $207M | 0.32% |
407,900
-73,200
| -15% | -$41M |
|
42
PUT
Occidental Petroleum
OXY
$55.2B
| $197M | 0.31% |
3,213,300
+421,900
| +15% | +$27M |
|
43
CALL
lululemon athletica
LULU
$14B
| $187M | 0.29% |
668,200
+426,500
| +176% | +$132M |
|
44
CALL
Qualcomm
QCOM
$159B
| $186M | 0.29% |
1,648,000
-105,200
| -6% | -$14.5M |
|
45
CALL
Bank of America
BAC
$437B
| $185M | 0.29% |
6,110,000
+2,600,900
| +74% | +$87M |
|
|
46
PUT
lululemon athletica
LULU
$14B
| $182M | 0.28% |
651,800
+454,800
| +231% | +$141M |
|
|
47
PUT
Advanced Micro Devices
AMD
$790B
| $181M | 0.28% |
2,861,200
+661,900
| +30% | +$56.4M |
|
48
CALL
Target
TGT
$67.8B
| $181M | 0.28% |
1,220,700
-81,200
| -6% | -$13M |
|
49
CALL
ExxonMobil
XOM
$643B
| $181M | 0.28% |
2,072,000
+269,000
| +15% | +$24.6M |
|
50
CALL
Lockheed Martin
LMT
$135B
| $181M | 0.28% |
467,800
+400,300
| +593% | +$167M |
|
Similar funds
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 546 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 546 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.