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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
+7.45%
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
$85.9B
AUM Growth
-$18B
Cap. Flow
-$25.5B
Cap. Flow %
-29.64%
Top 10 Hldgs %
50.47%
Holding
2,505
New
479
Increased
549
Reduced
832
Closed
483

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$335M
2
NVDA icon
NVIDIA
NVDA
+$117M
3
TDOC icon
Teladoc Health
TDOC
+$95.6M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$80.7M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$76.8M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$570M
2
META icon
Meta Platforms (Facebook)
META
+$268M
3
NKE icon
Nike
NKE
+$221M
4
UBER icon
Uber
UBER
+$107M
5
PTON icon
Peloton Interactive
PTON
+$91.1M

Sector Composition

Rank Sector Weight
1 Technology 1.66%
2 Consumer Discretionary 0.93%
3 Communication Services 0.6%
4 Financials 0.35%
5 Healthcare 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TWNI.U
1201
DELISTED
Tailwind International Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
TWNI.U
$1.13M ﹤0.01%
+114,458
New +$1.14M
MIT.U
1202
DELISTED
Mason Industrial Technology, Inc. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant to purchase one share of Class A common stock
MIT.U
$1.13M ﹤0.01%
113,703
+87,357
+332% +$871K
PUBM icon
1203
CALL
PubMatic
PUBM
$810M
$1.13M ﹤0.01%
+33,100
New +$1.08M
ORC
1204
CALL
Orchid Island Capital
ORC
$1.31B
$1.13M ﹤0.01%
+50,040
New +$1.2M
YUMC icon
1205
PUT
Yum China
YUMC
$16.3B
$1.12M ﹤0.01%
22,500
– –
RACE icon
1206
PUT
Ferrari
RACE
$72.5B
$1.11M ﹤0.01%
+4,300
New +$1.06M
KBH icon
1207
KB Home
KBH
$3.59B
$1.11M ﹤0.01%
+24,801
New +$1.04M
IVR icon
1208
CALL
Invesco Mortgage Capital
IVR
$805M
$1.1M ﹤0.01%
39,600
– –
LEV
1209
CALL
DELISTED
The Lion Electric Company
LEV
$1.1M ﹤0.01%
110,500
+500
+0.5% +$5.63K
IRBT
1210
CALL
DELISTED
iRobot
IRBT
$1.09M ﹤0.01%
16,500
-100,300
-86% -$7.93M
MAXR
1211
PUT
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$1.09M ﹤0.01%
+36,800
New +$1.07M
FCAX.U
1212
DELISTED
Fortress Capital Acquisition Corp. Units, each consisting of one Class A ordinary share and one-fifth of one Warrant
FCAX.U
$1.08M ﹤0.01%
+109,659
New +$1.09M
SAFE
1213
Safehold
SAFE
$1.15B
$1.08M ﹤0.01%
8,558
-3,375
-28% -$411K
TE
1214
CALL
T1 Energy
TE
$1.63B
$1.06M ﹤0.01%
+95,000
New +$1.03M
GPRO icon
1215
PUT
GoPro
GPRO
$126M
$1.06M ﹤0.01%
102,700
-16,500
-14% -$164K
HIG icon
1216
PUT
Hartford Financial Services
HIG
$39.3B
$1.06M ﹤0.01%
15,300
-6,100
-29% -$430K
SAND
1217
CALL
DELISTED
Sandstorm Gold
SAND
$1.06M ﹤0.01%
170,300
+300
+0.2% +$1.88K
EFX icon
1218
PUT
Equifax
EFX
$21.4B
$1.05M ﹤0.01%
3,600
-2,500
-41% -$696K
DBA icon
1219
Invesco DB Agriculture Fund
DBA
$1.23B
$1.05M ﹤0.01%
53,021
+53,020
+5,302,000% +$1.04M
VTIP icon
1220
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$1.05M ﹤0.01%
20,376
-72,499
-78% -$3.77M
HBI
1221
CALL
DELISTED
Hanesbrands
HBI
$1.04M ﹤0.01%
+62,200
New +$1.06M
MNST icon
1222
PUT
Monster Beverage
MNST
$88.5B
$1.04M ﹤0.01%
21,600
-14,200
-40% -$631K
RVLV icon
1223
PUT
Revolve Group
RVLV
$1.73B
$1.04M ﹤0.01%
18,500
-40,200
-68% -$2.83M
VRM icon
1224
PUT
Vroom Inc
VRM
$48.2M
$1.04M ﹤0.01%
1,201
-100
-8% -$135K
PPL
1225
PPL Corp
PPL
$26.7B
$1.03M ﹤0.01%
34,352
+51
+0.1% +$1.47K
47 48
49
50 51

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Carson Wealth (CWM LLC)
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HF
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Parallax Volatility Advisers's Q4 2021 Portfolio in Review

As of Q4 2021, Parallax Volatility Advisers held 2,505 positions worth $85.9B, down 17% from $104B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Parallax Volatility Advisers withdrew a net $25.5B in Q4 2021, closing 483 positions and reducing 832 holdings. Its most notable exit was Nike, an estimated $221M position sold in full.

By sector, the portfolio is most concentrated in Technology at 1.7% of assets, down from 2% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Parallax Volatility Advisers opened a new position in Home Depot worth $75.2M.

  • Parallax Volatility Advisers's largest Q4 2021 buy was Home Depot: 181,094 shares worth $75.2M.
  • Parallax Volatility Advisers added most to Tesla in Q4 2021, an estimated $335M increase.
  • Parallax Volatility Advisers's biggest Q4 2021 reduction was Microsoft, cutting an estimated $570M.
  • Parallax Volatility Advisers fully exited Nike in Q4 2021, selling an estimated $221M.
  • Parallax Volatility Advisers's ten largest holdings make up 50% of its $85.9B portfolio in Q4 2021.
  • Parallax Volatility Advisers opened 479 new positions and closed 483 in Q4 2021.
  • Parallax Volatility Advisers's portfolio value fell 17% quarter-over-quarter to $85.9B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2021, filed 14 Feb 2022.