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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
PSA icon
626
CALL
Public Storage
PSA
$61.3B
$14.7M 0.02%
50,100
+49,400
+7,057% +$16.1M
CPE
627
CALL
DELISTED
Callon Petroleum Company
CPE
$14.6M 0.02%
417,600
-29,200
-7% -$1.17M
WDC icon
628
PUT
Western Digital
WDC
$150B
$14.6M 0.02%
594,159
+105,972
+22% +$3.52M
WIX icon
629
PUT
WIX.com
WIX
$2.52B
$14.6M 0.02%
186,700
+165,100
+764% +$11.4M
PNC icon
630
PUT
PNC Financial Services
PNC
$101B
$14.4M 0.02%
96,600
+70,600
+272% +$11.4M
AA icon
631
Alcoa
AA
$13.2B
$14.4M 0.02%
+428,059
New +$20M
CLF icon
632
Cleveland-Cliffs
CLF
$6.99B
$14.3M 0.02%
1,064,562
+127,893
+14% +$2.13M
BXP icon
633
PUT
Boston Properties
BXP
$11.1B
$14.3M 0.02%
+191,100
New +$16.2M
LTHM
634
CALL
DELISTED
Livent Corporation
LTHM
$14.3M 0.02%
467,200
+270,600
+138% +$7.58M
ROKU icon
635
CALL
Roku
ROKU
$22.7B
$14.3M 0.02%
253,100
+99,700
+65% +$7.59M
CLAR icon
636
PUT
Clarus
CLAR
$143M
$14.2M 0.02%
+1,055,100
New +$20.5M
X
637
CALL
DELISTED
US Steel
X
$14.1M 0.02%
777,600
+654,400
+531% +$14M
DHR icon
638
PUT
Danaher
DHR
$144B
$14M 0.02%
61,250
+24,026
+65% +$5.88M
BDX icon
639
CALL
Becton Dickinson
BDX
$48.2B
$14M 0.02%
62,700
+62,200
+12,440% +$15.5M
NIO icon
640
CALL
NIO
NIO
$11.9B
$13.8M 0.02%
876,400
+57,400
+7% +$1.14M
MTCH icon
641
PUT
Match Group
MTCH
$8.55B
$13.8M 0.02%
289,200
+31,500
+12% +$1.98M
PWR icon
642
CALL
Quanta Services
PWR
$101B
$13.8M 0.02%
108,300
+3,800
+4% +$520K
BEKE icon
643
CALL
KE Holdings
BEKE
$18.8B
$13.8M 0.02%
785,900
-333,700
-30% -$5.4M
TSN icon
644
PUT
Tyson Foods
TSN
$20.4B
$13.7M 0.02%
208,500
+120,900
+138% +$9.56M
EXPE icon
645
Expedia Group
EXPE
$37.3B
$13.7M 0.02%
146,155
-173,604
-54% -$17.7M
BTU icon
646
PUT
Peabody Energy
BTU
$2.9B
$13.7M 0.02%
551,600
+310,300
+129% +$6.97M
FL
647
CALL
DELISTED
Foot Locker
FL
$13.5M 0.02%
434,300
-313,100
-42% -$10M
BTU icon
648
Peabody Energy
BTU
$2.9B
$13.5M 0.02%
544,208
+481,798
+772% +$10.8M
SHEL icon
649
CALL
Shell
SHEL
$245B
$13.5M 0.02%
271,100
+225,600
+496% +$11.6M
XLK icon
650
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
$13.4M 0.02%
225,000
+166,400
+284% +$11.4M
24 25
26
27 28

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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.