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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
MBB icon
476
CALL
iShares MBS ETF
MBB
$39.1B
$22.9M 0.04%
+250,000
New +$24.2M
DVN icon
477
Devon Energy
DVN
$47.3B
$22.8M 0.04%
379,962
+40,763
+12% +$2.53M
RTX icon
478
PUT
RTX Corp
RTX
$301B
$22.6M 0.04%
276,600
-304,900
-52% -$27.6M
AYX
479
PUT
DELISTED
Alteryx Inc
AYX
$22.5M 0.03%
402,400
+10,700
+3% +$627K
SLB icon
480
PUT
SLB Ltd
SLB
$75B
$22.4M 0.03%
624,900
-97,200
-13% -$3.52M
PLD icon
481
CALL
Prologis
PLD
$133B
$22.3M 0.03%
219,900
+175,300
+393% +$21.7M
ADI icon
482
PUT
Analog Devices
ADI
$190B
$22.3M 0.03%
160,200
+54,400
+51% +$8.6M
APA icon
483
PUT
APA Corp
APA
$13.2B
$22.3M 0.03%
653,200
-465,500
-42% -$16.6M
CLF icon
484
PUT
Cleveland-Cliffs
CLF
$6.99B
$22.3M 0.03%
1,653,600
+164,900
+11% +$2.74M
BP icon
485
BP
BP
$107B
$22.2M 0.03%
778,810
+535,669
+220% +$15.9M
MO icon
486
PUT
Altria Group
MO
$114B
$22.2M 0.03%
550,400
-1,130,200
-67% -$49.3M
FISV
487
CALL
Fiserv Inc
FISV
$27.9B
$22.2M 0.03%
237,400
+101,200
+74% +$10.3M
CAT icon
488
Caterpillar
CAT
$387B
$22.1M 0.03%
+134,868
New +$24.6M
BYD icon
489
CALL
Boyd Gaming
BYD
$6.06B
$22.1M 0.03%
463,400
+456,800
+6,921% +$24.5M
FISV
490
PUT
Fiserv Inc
FISV
$27.9B
$22.1M 0.03%
235,800
+92,900
+65% +$9.47M
MBB icon
491
PUT
iShares MBS ETF
MBB
$39.1B
$22M 0.03%
240,000
– –
BIDU icon
492
Baidu
BIDU
$37.2B
$21.9M 0.03%
186,808
+71,874
+63% +$9.81M
EL icon
493
PUT
Estee Lauder
EL
$32B
$21.9M 0.03%
101,600
+94,900
+1,416% +$24.2M
ACN icon
494
CALL
Accenture
ACN
$108B
$21.9M 0.03%
85,000
+60,600
+248% +$17.5M
BTU icon
495
CALL
Peabody Energy
BTU
$2.9B
$21.7M 0.03%
874,900
+448,800
+105% +$10.1M
CF icon
496
PUT
CF Industries
CF
$17.3B
$21.7M 0.03%
225,400
+88,900
+65% +$8.67M
LNG icon
497
CALL
Cheniere Energy
LNG
$52.9B
$21.5M 0.03%
129,400
+27,500
+27% +$4.17M
KLAC icon
498
CALL
KLA
KLAC
$259B
$21.4M 0.03%
707,000
+502,000
+245% +$17.4M
HLF icon
499
PUT
Herbalife
HLF
$1.29B
$21.3M 0.03%
1,070,800
+300
+0% +$7.43K
REGN icon
500
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
$21.3M 0.03%
30,900
+17,500
+131% +$11M
18 19
20
21 22

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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.