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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
BNS icon
776
CALL
Scotiabank
BNS
$108B
$9.14M 0.01%
192,200
+30,600
+19% +$1.75M
AFL icon
777
PUT
Aflac
AFL
$62.6B
$9.13M 0.01%
162,500
-132,900
-45% -$7.82M
BHC icon
778
CALL
Bausch Health
BHC
$2.34B
$9.11M 0.01%
1,321,300
-1,086,400
-45% -$7.55M
STLD icon
779
Steel Dynamics
STLD
$37.6B
$9.09M 0.01%
128,128
+5,321
+4% +$403K
BLMN icon
780
CALL
Bloomin' Brands
BLMN
$938M
$9.04M 0.01%
493,100
-100
-0% -$1.99K
AGG icon
781
iShares Core US Aggregate Bond ETF
AGG
$138B
$9.03M 0.01%
93,717
– –
SIVB
782
CALL
DELISTED
SVB Financial Group
SIVB
$9M 0.01%
26,800
-4,800
-15% -$1.93M
BE icon
783
PUT
Bloom Energy
BE
$64.6B
$8.98M 0.01%
448,900
+399,700
+812% +$9.01M
IBB icon
784
PUT
iShares Biotechnology ETF
IBB
$9.77B
$8.96M 0.01%
76,600
-100,000
-57% -$12.4M
AFRM icon
785
CALL
Affirm
AFRM
$25.2B
$8.9M 0.01%
474,400
-776,100
-62% -$20.3M
HUM icon
786
PUT
Humana
HUM
$46.2B
$8.83M 0.01%
18,200
-9,300
-34% -$4.52M
BE icon
787
CALL
Bloom Energy
BE
$64.6B
$8.82M 0.01%
440,900
+391,000
+784% +$8.81M
CPRI icon
788
PUT
Capri Holdings
CPRI
$1.74B
$8.79M 0.01%
228,700
+142,200
+164% +$6.64M
M icon
789
PUT
Macy's
M
$6.68B
$8.74M 0.01%
557,600
-100,800
-15% -$1.79M
VALE icon
790
CALL
Vale
VALE
$62.6B
$8.7M 0.01%
652,900
-339,200
-34% -$4.46M
VEEV icon
791
PUT
Veeva Systems
VEEV
$37.4B
$8.69M 0.01%
+52,700
New +$10.5M
FTNT icon
792
CALL
Fortinet
FTNT
$117B
$8.68M 0.01%
176,700
-71,100
-29% -$3.85M
TAP icon
793
PUT
Molson Coors Class B
TAP
$8.09B
$8.61M 0.01%
179,300
+100
+0.1% +$5.42K
ETSY icon
794
Etsy
ETSY
$7.85B
$8.59M 0.01%
+85,737
New +$8.75M
MOS icon
795
The Mosaic Company
MOS
$7.33B
$8.58M 0.01%
177,621
-30,664
-15% -$1.58M
TPR icon
796
CALL
Tapestry
TPR
$32.8B
$8.56M 0.01%
301,100
+202,200
+204% +$6.76M
CMCSA icon
797
PUT
Comcast
CMCSA
$90B
$8.55M 0.01%
291,700
+41,100
+16% +$1.54M
RIVN icon
798
PUT
Rivian
RIVN
$23.2B
$8.55M 0.01%
259,900
+259,500
+64,875% +$8.84M
MO icon
799
Altria Group
MO
$114B
$8.53M 0.01%
211,198
-323,462
-60% -$14.1M
IAA
800
CALL
DELISTED
IAA, Inc. Common Stock
IAA
$8.46M 0.01%
265,700
-102,000
-28% -$3.62M
30 31
32
33 34

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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.