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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
MGNI icon
501
PUT
Magnite
MGNI
$3.55B
$21.3M 0.03%
3,239,400
-47,900
-1% -$385K
SU icon
502
PUT
Suncor Energy
SU
$70.3B
$21M 0.03%
746,400
+260,900
+54% +$8.24M
SAM icon
503
CALL
Boston Beer
SAM
$1.92B
$21M 0.03%
64,900
+47,100
+265% +$16.3M
BA icon
504
Boeing
BA
$185B
$21M 0.03%
173,287
-368,553
-68% -$56.5M
SPGI icon
505
S&P Global
SPGI
$120B
$21M 0.03%
68,688
+58,743
+591% +$21M
ISRG icon
506
CALL
Intuitive Surgical
ISRG
$134B
$20.9M 0.03%
111,300
+51,800
+87% +$11.1M
USB icon
507
CALL
US Bancorp
USB
$99.6B
$20.8M 0.03%
515,100
+27,100
+6% +$1.25M
CCJ icon
508
CALL
Cameco
CCJ
$42.4B
$20.7M 0.03%
781,500
+708,700
+973% +$18.1M
TECK icon
509
CALL
Teck Resources
TECK
$32.6B
$20.4M 0.03%
672,100
+276,300
+70% +$8.53M
VEEV icon
510
CALL
Veeva Systems
VEEV
$37.4B
$20.3M 0.03%
+123,400
New +$24.7M
DOW icon
511
Dow Inc
DOW
$21.2B
$20.1M 0.03%
457,937
+174,452
+62% +$8.84M
VYX icon
512
CALL
NCR Voyix
VYX
$1.14B
$19.7M 0.03%
1,687,865
-2,165,455
-56% -$39.7M
KWEB icon
513
PUT
KraneShares CSI China Internet ETF
KWEB
$5.67B
$19.7M 0.03%
798,700
+477,300
+149% +$13.7M
OIH icon
514
PUT
VanEck Oil Services ETF
OIH
$1.92B
$19.7M 0.03%
93,100
-26,700
-22% -$6.1M
BBY icon
515
CALL
Best Buy
BBY
$17.3B
$19.7M 0.03%
310,300
-76,700
-20% -$5.68M
ABR icon
516
PUT
Arbor Realty Trust
ABR
$998M
$19.6M 0.03%
1,701,200
+1,000,000
+143% +$14.7M
AFRM icon
517
PUT
Affirm
AFRM
$25.2B
$19.5M 0.03%
1,040,100
+29,700
+3% +$777K
ARKK icon
518
PUT
ARK Innovation ETF
ARKK
$6.31B
$19.5M 0.03%
+516,700
New +$23M
LLY icon
519
PUT
Eli Lilly
LLY
$1.06T
$19.3M 0.03%
59,800
+28,400
+90% +$9M
AMZN icon
520
Amazon
AMZN
$2.96T
$19.2M 0.03%
+169,935
New +$21.5M
CCJ icon
521
PUT
Cameco
CCJ
$42.4B
$19.1M 0.03%
721,500
+716,400
+14,047% +$18.3M
LUMN icon
522
PUT
Lumen
LUMN
$6.44B
$19M 0.03%
2,616,600
+1,308,300
+100% +$13.3M
SYY icon
523
CALL
Sysco
SYY
$40.3B
$19M 0.03%
269,300
+59,900
+29% +$4.99M
ABNB icon
524
Airbnb
ABNB
$107B
$18.9M 0.03%
180,145
-72,059
-29% -$7.99M
B
525
PUT
Barrick Mining
B
$73.2B
$18.9M 0.03%
1,217,200
+432,800
+55% +$6.83M
19 20
21
22 23

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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.