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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
HCA icon
851
CALL
HCA Healthcare
HCA
$89.5B
$7.41M 0.01%
40,300
+9,200
+30% +$1.83M
MP icon
852
CALL
MP Materials
MP
$9.1B
$7.4M 0.01%
271,100
-83,700
-24% -$2.74M
STAA icon
853
CALL
STAAR Surgical
STAA
$1.21B
$7.35M 0.01%
104,200
+48,500
+87% +$4.15M
KR icon
854
PUT
Kroger
KR
$34.8B
$7.32M 0.01%
167,300
-87,100
-34% -$4.14M
ESTC icon
855
CALL
Elastic
ESTC
$7.81B
$7.31M 0.01%
102,000
+86,100
+542% +$6.85M
CFLT
856
CALL
DELISTED
Confluent
CFLT
$7.28M 0.01%
306,000
+150,900
+97% +$4.07M
ESTC icon
857
PUT
Elastic
ESTC
$7.81B
$7.21M 0.01%
100,500
+84,800
+540% +$6.75M
AR icon
858
CALL
Antero Resources
AR
$10.7B
$7.19M 0.01%
235,400
-286,300
-55% -$10.6M
WBA
859
CALL
DELISTED
Walgreens Boots Alliance
WBA
$7.16M 0.01%
227,800
+14,000
+7% +$519K
ALGN icon
860
PUT
Align Technology
ALGN
$12.3B
$7.14M 0.01%
34,500
+16,400
+91% +$4.22M
PPG icon
861
PUT
PPG Industries
PPG
$26.6B
$7.14M 0.01%
64,600
+38,000
+143% +$4.7M
DQ
862
Daqo New Energy
DQ
$996M
$7.11M 0.01%
+133,846
New +$8.54M
UGA icon
863
United States Gasoline Fund
UGA
$128M
$7.09M 0.01%
134,385
-11,916
-8% -$694K
CAH icon
864
PUT
Cardinal Health
CAH
$55.4B
$7.06M 0.01%
105,900
+99,200
+1,481% +$6.29M
MUR icon
865
CALL
Murphy Oil
MUR
$4.78B
$7.04M 0.01%
200,100
– –
SLF icon
866
CALL
Sun Life Financial
SLF
$45.4B
$7.03M 0.01%
+176,900
New +$7.93M
MT icon
867
PUT
ArcelorMittal
MT
$55.3B
$7.01M 0.01%
351,800
+32,900
+10% +$754K
LUV icon
868
PUT
Southwest Airlines
LUV
$23B
$6.94M 0.01%
224,900
-119,500
-35% -$4.48M
CZR icon
869
CALL
Caesars Entertainment
CZR
$6.14B
$6.92M 0.01%
214,600
+105,600
+97% +$4.59M
SNOW icon
870
PUT
Snowflake
SNOW
$115B
$6.92M 0.01%
40,700
-256,500
-86% -$42.5M
APA icon
871
APA Corp
APA
$13.2B
$6.91M 0.01%
202,067
-141,611
-41% -$5.06M
BKNG icon
872
Booking.com
BKNG
$161B
$6.91M 0.01%
105,050
-338,400
-76% -$25.4M
DOCN icon
873
DigitalOcean
DOCN
$14.6B
$6.88M 0.01%
190,072
+121,043
+175% +$5.09M
AIG icon
874
CALL
American International
AIG
$41.3B
$6.86M 0.01%
144,500
+36,100
+33% +$1.9M
GOOS
875
PUT
Canada Goose Holdings
GOOS
$856M
$6.86M 0.01%
+450,000
New +$8.42M
33 34
35
36 37

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Carson Wealth (CWM LLC)
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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.