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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
BA icon
101
PUT
Boeing
BA
$184B
$111M 0.17%
917,100
-559,800
-38% -$85.9M
TGT icon
102
PUT
Target
TGT
$66.8B
$111M 0.17%
748,200
-200,800
-21% -$32.1M
KRE icon
103
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
$111M 0.17%
1,878,200
-283,100
-13% -$17.7M
TTD icon
104
CALL
Trade Desk
TTD
$8.31B
$109M 0.17%
1,830,700
+695,000
+61% +$39.5M
XLF icon
105
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.4B
$109M 0.17%
3,602,500
-1,415,900
-28% -$46.8M
QCOM icon
106
PUT
Qualcomm
QCOM
$168B
$109M 0.17%
964,200
-6,000
-0.6% -$824K
COIN icon
107
PUT
Coinbase
COIN
$38.4B
$108M 0.17%
1,680,100
+660,700
+65% +$46.1M
GS icon
108
CALL
Goldman Sachs
GS
$301B
$108M 0.17%
368,900
+217,600
+144% +$70.5M
MELI icon
109
PUT
Mercado Libre
MELI
$92.8B
$108M 0.17%
130,300
+89,800
+222% +$77.2M
WFC icon
110
CALL
Wells Fargo
WFC
$265B
$107M 0.17%
2,671,800
+231,200
+9% +$9.93M
TTD icon
111
PUT
Trade Desk
TTD
$8.31B
$107M 0.17%
1,787,600
+672,200
+60% +$38.3M
CSCO icon
112
CALL
Cisco
CSCO
$476B
$107M 0.17%
2,670,200
+1,058,800
+66% +$47M
BP icon
113
CALL
BP
BP
$109B
$106M 0.16%
3,717,600
+2,408,800
+184% +$71.7M
MCD icon
114
PUT
McDonald's
MCD
$196B
$105M 0.16%
453,700
+261,400
+136% +$66.8M
KWEB icon
115
CALL
KraneShares CSI China Internet ETF
KWEB
$5.62B
$104M 0.16%
4,232,200
+1,293,000
+44% +$37.1M
V icon
116
CALL
Visa
V
$692B
$104M 0.16%
586,500
-354,100
-38% -$72.1M
BKNG icon
117
CALL
Booking.com
BKNG
$156B
$103M 0.16%
1,572,500
-192,500
-11% -$14.5M
BP icon
118
PUT
BP
BP
$109B
$103M 0.16%
3,613,700
+2,395,200
+197% +$71.3M
META icon
119
PUT
Meta Platforms (Facebook)
META
$1.5T
$103M 0.16%
756,800
-1,661,000
-69% -$269M
PINS icon
120
CALL
Pinterest
PINS
$13.2B
$102M 0.16%
4,397,000
+3,160,500
+256% +$69.3M
DVN icon
121
CALL
Devon Energy
DVN
$49.7B
$101M 0.16%
1,680,200
+711,700
+73% +$44.2M
RCL icon
122
PUT
Royal Caribbean
RCL
$85.7B
$101M 0.16%
2,653,100
-65,200
-2% -$2.64M
AMAT icon
123
PUT
Applied Materials
AMAT
$419B
$98.9M 0.15%
1,207,600
+803,300
+199% +$77.5M
WDAY icon
124
PUT
Workday
WDAY
$42B
$98.4M 0.15%
646,400
+71,300
+12% +$11.2M
DE icon
125
PUT
Deere & Co
DE
$166B
$96.9M 0.15%
290,200
+76,000
+35% +$26M
3 4
5
6 7

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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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.