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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
NRG icon
701
PUT
NRG Energy
NRG
$24.8B
$11.5M 0.02%
300,300
+295,400
+6,029% +$11.8M
VSTO
702
CALL
DELISTED
Vista Outdoor Inc.
VSTO
$11.5M 0.02%
+471,900
New +$13.4M
TAK icon
703
CALL
Takeda Pharmaceutical
TAK
$55.7B
$11.5M 0.02%
+884,500
New +$12.3M
CLF icon
704
CALL
Cleveland-Cliffs
CLF
$6.99B
$11.5M 0.02%
851,500
+302,400
+55% +$5.03M
ANET icon
705
PUT
Arista Networks
ANET
$238B
$11.4M 0.02%
405,600
+374,800
+1,217% +$10.8M
SGI
706
Somnigroup International
SGI
$13.7B
$11.4M 0.02%
473,273
+10,402
+2% +$269K
DQ
707
PUT
Daqo New Energy
DQ
$996M
$11.4M 0.02%
215,200
+107,800
+100% +$6.88M
PH icon
708
CALL
Parker-Hannifin
PH
$135B
$11.4M 0.02%
47,100
+22,300
+90% +$6.04M
STZ icon
709
CALL
Constellation Brands
STZ
$23.2B
$11.4M 0.02%
49,500
+34,800
+237% +$8.48M
LIN icon
710
PUT
Linde
LIN
$226B
$11.3M 0.02%
41,900
+19,800
+90% +$5.69M
BXP icon
711
Boston Properties
BXP
$11.1B
$11.3M 0.02%
+150,637
New +$12.8M
PLAY icon
712
PUT
Dave & Buster's
PLAY
$357M
$11.3M 0.02%
363,600
-66,900
-16% -$2.5M
LI icon
713
Li Auto
LI
$12.7B
$11.3M 0.02%
+489,685
New +$15.3M
AZN icon
714
CALL
AstraZeneca
AZN
$250B
$11.2M 0.02%
102,400
+57,950
+130% +$7.35M
JKS
715
CALL
JinkoSolar
JKS
$891M
$11.2M 0.02%
202,400
+138,800
+218% +$8.51M
ABBV icon
716
AbbVie
ABBV
$435B
$11.2M 0.02%
+83,506
New +$12M
UNG icon
717
United States Natural Gas Fund
UNG
$455M
$11.2M 0.02%
119,735
-150,425
-56% -$16.5M
DXCM icon
718
PUT
DexCom
DXCM
$32B
$11.1M 0.02%
137,900
+32,000
+30% +$2.71M
BIDU icon
719
CALL
Baidu
BIDU
$37.2B
$11.1M 0.02%
94,300
-201,600
-68% -$27.5M
ANET icon
720
CALL
Arista Networks
ANET
$238B
$11M 0.02%
388,800
+342,800
+745% +$9.89M
CPRI icon
721
CALL
Capri Holdings
CPRI
$1.74B
$11M 0.02%
285,200
+181,600
+175% +$8.48M
CNC icon
722
PUT
Centene
CNC
$32.5B
$10.9M 0.02%
140,700
-57,600
-29% -$5.15M
DKNG icon
723
CALL
DraftKings
DKNG
$11.9B
$10.9M 0.02%
721,200
+637,300
+760% +$10.1M
MDT icon
724
PUT
Medtronic
MDT
$112B
$10.9M 0.02%
134,700
+38,700
+40% +$3.48M
XLV icon
725
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
$10.9M 0.02%
89,607
+89,606
+8,960,600% +$11.5M
27 28
29
30 31

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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.