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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
WHR icon
901
PUT
Whirlpool
WHR
$2.82B
$6.33M 0.01%
47,000
+4,900
+12% +$780K
FANG icon
902
Diamondback Energy
FANG
$52.7B
$6.33M 0.01%
52,511
-65,214
-55% -$8.14M
PLTR icon
903
PUT
Palantir
PLTR
$413B
$6.31M 0.01%
776,200
+51,100
+7% +$454K
AHCO icon
904
CALL
AdaptHealth
AHCO
$759M
$6.29M 0.01%
335,000
+200,000
+148% +$4.11M
KMX icon
905
CarMax
KMX
$8.26B
$6.26M 0.01%
94,764
+79,680
+528% +$7.28M
HSBC icon
906
CALL
HSBC
HSBC
$356B
$6.25M 0.01%
239,600
+227,400
+1,864% +$7.07M
NSC icon
907
PUT
Norfolk Southern
NSC
$75.1B
$6.23M 0.01%
29,700
-6,600
-18% -$1.59M
EA
908
CALL
DELISTED
Electronic Arts
EA
$6.2M 0.01%
53,600
-36,700
-41% -$4.64M
AMBA icon
909
PUT
Ambarella
AMBA
$3.81B
$6.17M 0.01%
109,800
+82,700
+305% +$6.13M
LSXMK
910
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$6.16M 0.01%
+210,785
New +$6.55M
XEL icon
911
CALL
Xcel Energy
XEL
$48.8B
$6.14M 0.01%
96,000
+82,000
+586% +$5.97M
WHR icon
912
CALL
Whirlpool
WHR
$2.82B
$6.11M 0.01%
45,400
+13,400
+42% +$2.13M
GPRE icon
913
PUT
Green Plains
GPRE
$1.03B
$6.11M 0.01%
210,000
– –
FBC
914
DELISTED
Flagstar Bancorp, Inc. New
FBC
$6.06M 0.01%
+181,377
New +$6.93M
NET icon
915
Cloudflare
NET
$107B
$6.02M 0.01%
+108,799
New +$6.46M
LSXMA
916
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.01M 0.01%
214,788
-117,210
-35% -$3.47M
BURL icon
917
CALL
Burlington
BURL
$23.2B
$6M 0.01%
53,700
+33,400
+165% +$4.86M
SU icon
918
Suncor Energy
SU
$70.3B
$6M 0.01%
+213,335
New +$6.74M
UL icon
919
CALL
Unilever
UL
$136B
$5.99M 0.01%
+121,422
New +$6.34M
BSX icon
920
PUT
Boston Scientific
BSX
$71.5B
$5.98M 0.01%
154,500
+74,700
+94% +$3M
RF icon
921
CALL
Regions Financial
RF
$26.8B
$5.96M 0.01%
297,200
+181,000
+156% +$3.82M
MT icon
922
CALL
ArcelorMittal
MT
$55.3B
$5.96M 0.01%
298,800
+45,000
+18% +$1.03M
LHX icon
923
CALL
L3Harris
LHX
$53.4B
$5.95M 0.01%
28,600
+28,300
+9,433% +$6.53M
CROX icon
924
PUT
Crocs
CROX
$6.55B
$5.91M 0.01%
86,100
+69,200
+409% +$4.8M
GDX icon
925
PUT
VanEck Gold Miners ETF
GDX
$27.4B
$5.89M 0.01%
244,400
-166,300
-40% -$4.2M
35 36
37
38 39

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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.