We are live on
!
Find out more
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
(-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
544
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 | |
|---|---|---|---|---|---|---|
51
CALL
PayPal
PYPL
$50.3B
| $178M | 0.28% |
2,073,700
+698,700
| +51% | +$62M |
|
52
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.4B
| $178M | 0.28% |
5,111,800
-926,400
| -15% | -$36.2M |
|
53
CALL
iShares Silver Trust
SLV
$29.8B
| $174M | 0.27% |
9,955,400
+2,645,000
| +36% | +$46.9M |
|
54
PUT
Alphabet (Google) Class A
GOOGL
$4.4T
| $174M | 0.27% |
1,817,700
-1,100,300
| -38% | -$122M |
|
55
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
| $171M | 0.26% |
3,047,800
+983,500
| +48% | +$61.3M |
|
56
CALL
Datadog
DDOG
$85.4B
| $164M | 0.25% |
1,846,900
+354,100
| +24% | +$35.7M |
|
57
PUT
CrowdStrike
CRWD
$211B
| $164M | 0.25% |
3,976,000
+143,200
| +4% | +$6.55M |
|
58
CALL
Alibaba
BABA
$304B
| $162M | 0.25% |
2,024,500
+108,900
| +6% | +$10.4M |
|
59
CALL
Moderna
MRNA
$22B
| $162M | 0.25% |
1,367,900
+332,600
| +32% | +$50.5M |
|
60
CALL
Merck
MRK
$316B
| $161M | 0.25% |
1,870,600
-621,200
| -25% | -$55.5M |
|
61
CALL
Bristol-Myers Squibb
BMY
$130B
| $157M | 0.24% |
2,210,500
-416,800
| -16% | -$30.2M |
|
62
CALL
Roblox
RBLX
$26.3B
| $157M | 0.24% |
4,377,400
+1,416,000
| +48% | +$58.6M |
|
63
CALL
Morgan Stanley
MS
$343B
| $157M | 0.24% |
1,984,300
+1,075,700
| +118% | +$90.7M |
|
64
PUT
Airbnb
ABNB
$89.5B
| $156M | 0.24% |
1,484,100
+272,500
| +22% | +$30.2M |
|
65
CALL
First Solar
FSLR
$26.7B
| $152M | 0.24% |
1,150,100
+194,800
| +20% | +$20.9M |
|
|
66
CALL
CrowdStrike
CRWD
$211B
| $149M | 0.23% |
3,605,600
-378,000
| -9% | -$17.3M |
|
67
CALL
Salesforce
CRM
$153B
| $148M | 0.23% |
1,031,200
+620,000
| +151% | +$105M |
|
68
CALL
JD.com
JD
$43.8B
| $143M | 0.22% |
2,849,000
+1,429,500
| +101% | +$84.7M |
|
|
69
CALL
Alphabet (Google) Class C
GOOG
$4.38T
| $143M | 0.22% |
1,490,100
-983,900
| -40% | -$110M |
|
70
CALL
Johnson & Johnson
JNJ
$615B
| $143M | 0.22% |
875,800
-333,700
| -28% | -$56.5M |
|
71
CALL
Occidental Petroleum
OXY
$56.2B
| $141M | 0.22% |
2,296,700
+642,600
| +39% | +$41.1M |
|
|
72
PUT
PayPal
PYPL
$50.3B
| $141M | 0.22% |
1,635,700
+13,900
| +0.9% | +$1.23M |
|
73
PUT
Wells Fargo
WFC
$267B
| $140M | 0.22% |
3,483,000
+693,800
| +25% | +$29.8M |
|
74
CALL
Pinduoduo
PDD
$128B
| $140M | 0.22% |
2,235,000
-49,000
| -2% | -$2.85M |
|
|
75
PUT
Alibaba
BABA
$304B
| $140M | 0.22% |
1,744,400
+209,600
| +14% | +$20M |
|
Similar funds
HF
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.