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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
AIT icon
1026
PUT
Applied Industrial Technologies
AIT
$13.3B
$4.63M 0.01%
+45,000
New +$4.62M
HR icon
1027
CALL
Healthcare Realty
HR
$6.84B
$4.62M 0.01%
221,700
-163,800
-42% -$4.16M
PATK icon
1028
PUT
Patrick Industries
PATK
$2.85B
$4.6M 0.01%
+157,500
New +$5.73M
AKAM icon
1029
CALL
Akamai
AKAM
$15.9B
$4.6M 0.01%
57,300
-7,000
-11% -$637K
SOXX icon
1030
PUT
iShares Semiconductor ETF
SOXX
$45.9B
$4.59M 0.01%
43,200
-2,100
-5% -$263K
AMLP icon
1031
CALL
Alerian MLP ETF
AMLP
$13.1B
$4.59M 0.01%
+125,500
New +$4.78M
PGNY icon
1032
CALL
Progyny
PGNY
$2.2B
$4.55M 0.01%
122,700
+115,700
+1,653% +$4.33M
GPMT
1033
Granite Point Mortgage Trust
GPMT
$61.2M
$4.52M 0.01%
701,672
+600,000
+590% +$5.69M
SPOT icon
1034
CALL
Spotify
SPOT
$100B
$4.49M 0.01%
52,000
+46,900
+920% +$5.02M
SCCO icon
1035
CALL
Southern Copper
SCCO
$166B
$4.48M 0.01%
107,871
-108
-0.1% -$4.78K
SCCO icon
1036
PUT
Southern Copper
SCCO
$166B
$4.48M 0.01%
107,871
-1,187
-1% -$52.5K
COUP
1037
PUT
DELISTED
Coupa Software Incorporated
COUP
$4.46M 0.01%
75,800
+35,500
+88% +$2.33M
XLK icon
1038
PUT
State Street Technology Select Sector SPDR ETF
XLK
$123B
$4.46M 0.01%
75,000
-186,800
-71% -$12.7M
CARS icon
1039
PUT
Cars.com
CARS
$660M
$4.45M 0.01%
386,600
-13,400
-3% -$158K
WAB icon
1040
CALL
Wabtec
WAB
$49.3B
$4.43M 0.01%
54,500
+36,700
+206% +$3.24M
SKX
1041
CALL
DELISTED
Skechers
SKX
$4.42M 0.01%
139,500
+132,100
+1,785% +$4.95M
SYF icon
1042
Synchrony
SYF
$25.6B
$4.42M 0.01%
156,740
+147,480
+1,593% +$4.76M
AKYA
1043
CALL
DELISTED
Akoya BioSciences
AKYA
$4.41M 0.01%
+375,000
New +$4.94M
BECN
1044
PUT
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.38M 0.01%
+80,000
New +$4.53M
TPR icon
1045
PUT
Tapestry
TPR
$32.8B
$4.37M 0.01%
153,700
+105,000
+216% +$3.51M
BRSL
1046
CALL
Brightstar Lottery PLC
BRSL
$2.03B
$4.36M 0.01%
275,800
-390,700
-59% -$7.31M
CANO
1047
CALL
DELISTED
Cano Health, Inc.
CANO
$4.36M 0.01%
5,027
+3,977
+379% +$2.49M
WM icon
1048
CALL
Waste Management
WM
$91B
$4.34M 0.01%
27,100
+26,600
+5,320% +$4.39M
BE icon
1049
Bloom Energy
BE
$64.6B
$4.32M 0.01%
215,953
+199,582
+1,219% +$4.5M
XME icon
1050
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$4.3M 0.01%
101,300
+35,600
+54% +$1.67M
40 41
42
43 44

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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.