We are live on ! Find out more
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
GPN icon
451
PUT
Global Payments
GPN
$22.8B
$25.5M 0.04%
236,000
+45,300
+24% +$5.59M
COIN icon
452
CALL
Coinbase
COIN
$40.5B
$25.5M 0.04%
394,900
-98,700
-20% -$6.89M
CHWY icon
453
CALL
Chewy
CHWY
$9.63B
$25.3M 0.04%
824,300
+495,000
+150% +$19.6M
B
454
CALL
Barrick Mining
B
$73.2B
$25.2M 0.04%
1,626,900
+727,100
+81% +$11.5M
HAL icon
455
CALL
Halliburton
HAL
$26.6B
$25.2M 0.04%
1,022,600
-12,600
-1% -$360K
NCLH icon
456
CALL
Norwegian Cruise Line
NCLH
$8.84B
$24.9M 0.04%
2,191,600
-682,400
-24% -$8.99M
MRNA icon
457
Moderna
MRNA
$23.6B
$24.8M 0.04%
210,000
+161,888
+336% +$24.6M
HOOD icon
458
PUT
Robinhood
HOOD
$83.9B
$24.8M 0.04%
2,454,900
+2,009,900
+452% +$19.3M
EWT icon
459
PUT
iShares MSCI Taiwan ETF
EWT
$10.7B
$24.8M 0.04%
+575,000
New +$28.5M
INVH icon
460
PUT
Invitation Homes
INVH
$18B
$24.8M 0.04%
733,700
+294,400
+67% +$10.9M
DAL icon
461
Delta Air Lines
DAL
$60.1B
$24.7M 0.04%
878,862
+312,456
+55% +$9.92M
SHOP icon
462
CALL
Shopify
SHOP
$195B
$24.7M 0.04%
915,000
+815,000
+815% +$27.7M
PLD icon
463
PUT
Prologis
PLD
$133B
$24.5M 0.04%
241,600
+144,500
+149% +$17.9M
UAL icon
464
CALL
United Airlines
UAL
$42.1B
$24.5M 0.04%
753,900
+21,600
+3% +$804K
TMO icon
465
PUT
Thermo Fisher Scientific
TMO
$220B
$24.5M 0.04%
48,300
-25,400
-34% -$14.2M
AAL icon
466
CALL
American Airlines Group
AAL
$10.6B
$24.5M 0.04%
2,034,400
-3,964,900
-66% -$55.3M
DFS
467
CALL
DELISTED
Discover Financial Services
DFS
$24.5M 0.04%
269,300
+120,100
+80% +$12.2M
DBRG icon
468
CALL
DigitalBridge
DBRG
$2.95B
$23.9M 0.04%
1,911,800
+1,392,000
+268% +$26.8M
NTNX icon
469
PUT
Nutanix
NTNX
$16.9B
$23.7M 0.04%
1,139,100
+332,900
+41% +$6.07M
LNG icon
470
PUT
Cheniere Energy
LNG
$52.9B
$23.7M 0.04%
142,800
+24,100
+20% +$3.66M
VLO icon
471
PUT
Valero Energy
VLO
$85.9B
$23.4M 0.04%
219,100
-22,700
-9% -$2.5M
MOS icon
472
PUT
The Mosaic Company
MOS
$7.33B
$23.3M 0.04%
483,200
+69,600
+17% +$3.6M
LCID icon
473
PUT
Lucid Motors
LCID
$2.77B
$23.1M 0.04%
+165,020
New +$28.6M
STZ icon
474
PUT
Constellation Brands
STZ
$23.2B
$22.9M 0.04%
99,900
+75,600
+311% +$18.4M
MPC icon
475
CALL
Marathon Petroleum
MPC
$83.7B
$22.9M 0.04%
230,600
-396,400
-63% -$37.1M
17 18
19
20 21

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.