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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
XHB icon
726
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$10.8M 0.02%
197,900
-9,500
-5% -$576K
JWN
727
PUT
DELISTED
Nordstrom
JWN
$10.8M 0.02%
646,600
+145,000
+29% +$3.03M
KMI icon
728
CALL
Kinder Morgan
KMI
$68.7B
$10.7M 0.02%
645,000
+256,600
+66% +$4.56M
AES icon
729
CALL
AES
AES
$10.5B
$10.7M 0.02%
474,500
+8,300
+2% +$197K
ELV icon
730
Elevance Health
ELV
$85.5B
$10.7M 0.02%
+23,578
New +$11.3M
NTES icon
731
CALL
NetEase
NTES
$84.7B
$10.7M 0.02%
141,400
+31,000
+28% +$2.73M
HRB icon
732
CALL
H&R Block
HRB
$5.86B
$10.7M 0.02%
250,700
+700
+0.3% +$29.6K
EXC icon
733
CALL
Exelon
EXC
$47B
$10.6M 0.02%
283,300
+8,900
+3% +$394K
TWLO icon
734
CALL
Twilio
TWLO
$36.6B
$10.6M 0.02%
152,900
+142,400
+1,356% +$11.4M
TWLO icon
735
PUT
Twilio
TWLO
$36.6B
$10.5M 0.02%
152,200
+66,800
+78% +$5.34M
SYY icon
736
PUT
Sysco
SYY
$40.3B
$10.5M 0.02%
148,900
-12,600
-8% -$1.05M
CBOE icon
737
CALL
Cboe Global Markets
CBOE
$29.9B
$10.4M 0.02%
89,000
+9,000
+11% +$1.08M
MGM icon
738
MGM Resorts International
MGM
$11.2B
$10.3M 0.02%
346,478
+28,123
+9% +$914K
LEN icon
739
CALL
Lennar Class A
LEN
$21.2B
$10.3M 0.02%
142,451
+44,523
+45% +$3.46M
U icon
740
Unity
U
$18.9B
$10.3M 0.02%
321,714
+112,314
+54% +$4.62M
GPMT
741
PUT
Granite Point Mortgage Trust
GPMT
$61.2M
$10.2M 0.02%
1,589,600
– –
CPE
742
DELISTED
Callon Petroleum Company
CPE
$10.2M 0.02%
291,561
+49,628
+21% +$1.98M
FCX icon
743
Freeport-McMoran
FCX
$97.5B
$10.2M 0.02%
372,898
+54,190
+17% +$1.59M
XPEV icon
744
CALL
XPeng
XPEV
$11.6B
$10.2M 0.02%
851,700
+593,700
+230% +$12.8M
PSX icon
745
Phillips 66
PSX
$81.4B
$10.2M 0.02%
125,823
+92,587
+279% +$7.89M
NTNX icon
746
CALL
Nutanix
NTNX
$16.9B
$10.1M 0.02%
486,300
-205,500
-30% -$3.75M
CNC icon
747
CALL
Centene
CNC
$32.5B
$10M 0.02%
128,500
+19,400
+18% +$1.73M
GPN icon
748
Global Payments
GPN
$22.8B
$9.99M 0.02%
92,447
+51,300
+125% +$6.33M
RIO icon
749
PUT
Rio Tinto
RIO
$164B
$9.98M 0.02%
181,200
+96,700
+114% +$5.57M
GEO icon
750
PUT
The GEO Group
GEO
$4.04B
$9.93M 0.02%
1,289,100
+1,022,100
+383% +$7.54M
28 29
30
31 32

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Credit Agricole
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Carson Wealth (CWM LLC)
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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.