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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
WMT icon
201
CALL
Walmart Inc
WMT
$892B
$66.2M 0.1%
1,530,900
+303,300
+25% +$13.3M
LOW icon
202
PUT
Lowe's Companies
LOW
$122B
$66M 0.1%
351,400
+281,500
+403% +$54.8M
NEE icon
203
CALL
NextEra Energy
NEE
$176B
$65.7M 0.1%
837,700
+531,300
+173% +$45.1M
NET icon
204
PUT
Cloudflare
NET
$101B
$65.6M 0.1%
1,186,900
+826,200
+229% +$49.1M
ON icon
205
CALL
ON Semiconductor
ON
$18.6B
$65.6M 0.1%
1,053,300
+26,700
+3% +$1.72M
PDD icon
206
PUT
Pinduoduo
PDD
$129B
$65.5M 0.1%
1,046,700
-875,400
-46% -$50.9M
ASO icon
207
CALL
Academy Sports + Outdoors
ASO
$2.94B
$64.9M 0.1%
1,537,700
-35,700
-2% -$1.56M
DOW icon
208
CALL
Dow Inc
DOW
$21.9B
$64.8M 0.1%
1,476,100
+483,500
+49% +$24.5M
EOG icon
209
CALL
EOG Resources
EOG
$71.4B
$64.8M 0.1%
580,100
+182,800
+46% +$20.5M
ULTA icon
210
CALL
Ulta Beauty
ULTA
$23.2B
$64.7M 0.1%
161,200
-192,700
-54% -$77.6M
ALB icon
211
PUT
Albemarle
ALB
$14.8B
$64.5M 0.1%
244,000
+89,200
+58% +$22.7M
BX icon
212
CALL
Blackstone
BX
$107B
$64.2M 0.1%
767,000
+372,300
+94% +$36.1M
PINS icon
213
PUT
Pinterest
PINS
$13.2B
$64M 0.1%
2,746,000
+2,177,100
+383% +$47.8M
SPG icon
214
CALL
Simon Property Group
SPG
$71.9B
$62.9M 0.1%
701,100
-33,100
-5% -$3.39M
CAT icon
215
CALL
Caterpillar
CAT
$395B
$62.9M 0.1%
383,400
+268,600
+234% +$49.1M
FXI icon
216
PUT
iShares China Large-Cap ETF
FXI
$4.29B
$62.6M 0.1%
2,422,500
+1,559,600
+181% +$46.7M
CCL icon
217
PUT
Carnival Corporation Ltd
CCL
$39.4B
$62.4M 0.1%
8,872,600
-354,400
-4% -$3.43M
DIS icon
218
Walt Disney
DIS
$182B
$62.3M 0.1%
+659,918
New +$70.6M
CEF icon
219
Sprott Physical Gold and Silver Trust
CEF
$7.83B
$62.2M 0.1%
3,995,433
– –
SE icon
220
CALL
Sea Limited
SE
$68B
$62.1M 0.1%
1,107,600
-75,200
-6% -$5.23M
NET icon
221
CALL
Cloudflare
NET
$101B
$62.1M 0.1%
1,122,000
+703,500
+168% +$41.8M
INTU icon
222
PUT
Intuit
INTU
$88.1B
$61.9M 0.1%
159,900
+110,200
+222% +$47.6M
EFA icon
223
CALL
iShares MSCI EAFE ETF
EFA
$79.4B
$61.9M 0.1%
1,105,400
+672,600
+155% +$41.9M
CRWD icon
224
CrowdStrike
CRWD
$211B
$61.9M 0.1%
1,501,868
+1,400,684
+1,384% +$64.1M
FSLR icon
225
PUT
First Solar
FSLR
$26.2B
$61.7M 0.1%
466,200
+233,900
+101% +$25.1M
7 8
9
10 11

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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.