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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
HYG icon
151
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$81.2M 0.13%
1,136,896
+1,136,895
+113,689,500% +$85.9M
ENPH icon
152
CALL
Enphase Energy
ENPH
$5.24B
$80.7M 0.12%
290,900
-144,100
-33% -$38.9M
ZS icon
153
PUT
Zscaler
ZS
$26.3B
$80.5M 0.12%
489,500
+205,500
+72% +$33.6M
MCD icon
154
CALL
McDonald's
MCD
$196B
$80.3M 0.12%
348,000
+311,100
+843% +$79.5M
ENPH icon
155
PUT
Enphase Energy
ENPH
$5.24B
$80.1M 0.12%
288,600
-85,600
-23% -$23.1M
ULTA icon
156
PUT
Ulta Beauty
ULTA
$23.2B
$80M 0.12%
199,400
+64,100
+47% +$25.8M
DDOG icon
157
PUT
Datadog
DDOG
$81.6B
$79.9M 0.12%
899,600
+298,900
+50% +$30.1M
AAL icon
158
PUT
American Airlines Group
AAL
$10.6B
$79.8M 0.12%
6,631,800
-2,373,900
-26% -$33.1M
XYZ
159
CALL
Block Inc
XYZ
$47B
$79.6M 0.12%
1,448,000
-352,300
-20% -$24.9M
UAL icon
160
PUT
United Airlines
UAL
$41.9B
$79M 0.12%
2,428,800
+799,700
+49% +$29.7M
FDX icon
161
CALL
FedEx
FDX
$74.7B
$78.9M 0.12%
531,500
-220,300
-29% -$46.5M
AVGO icon
162
CALL
Broadcom
AVGO
$2T
$78.8M 0.12%
1,776,000
+409,000
+30% +$20.9M
XLP icon
163
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$77.6M 0.12%
1,163,300
+823,200
+242% +$60.3M
LMT icon
164
PUT
Lockheed Martin
LMT
$135B
$77.4M 0.12%
200,400
+181,900
+983% +$76M
WDAY icon
165
CALL
Workday
WDAY
$42B
$76.4M 0.12%
502,100
+446,300
+800% +$69.9M
ZM icon
166
CALL
Zoom
ZM
$29.7B
$75.7M 0.12%
1,028,700
+305,500
+42% +$29.1M
CHTR icon
167
CALL
Charter Communications
CHTR
$18.8B
$75.4M 0.12%
248,700
+112,200
+82% +$48M
HON icon
168
CALL
Honeywell
HON
$76.3B
$74.8M 0.12%
475,222
+2,016
+0.4% +$351K
BA icon
169
CALL
Boeing
BA
$184B
$74.4M 0.12%
614,500
-207,000
-25% -$31.7M
GM icon
170
PUT
General Motors
GM
$76.3B
$74.3M 0.11%
2,316,700
+940,400
+68% +$34.5M
HD icon
171
CALL
Home Depot
HD
$349B
$74.2M 0.11%
268,800
-15,500
-5% -$4.58M
TEAM icon
172
CALL
Atlassian
TEAM
$28B
$73.5M 0.11%
349,000
+192,500
+123% +$45M
NKE icon
173
CALL
Nike
NKE
$62.3B
$73.4M 0.11%
883,500
+219,200
+33% +$23.6M
UBER icon
174
CALL
Uber
UBER
$143B
$73.4M 0.11%
2,769,200
+841,900
+44% +$23.3M
GOOG icon
175
PUT
Alphabet (Google) Class C
GOOG
$4.36T
$73.2M 0.11%
761,300
-830,700
-52% -$92.8M
5 6
7
8 9

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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.