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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
-14.77%
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
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
Qorvo
QRVO
+$29M

Sector Composition

Rank Sector Weight
1 Financials 1.17%
2 Technology 1.06%
3 Communication Services 0.75%
4 Consumer Discretionary 0.72%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBOC icon
3351
International Bancshares
IBOC
$4.57B
– –
-90
Closed -$4K
ICE icon
3352
PUT
Intercontinental Exchange
ICE
$84.4B
– –
-100,000
Closed -$7.49M
ICF icon
3353
iShares Select U.S. REIT ETF
ICF
$2.09B
$0 ﹤0.01%
2
– –
ICLN icon
3354
iShares Global Clean Energy ETF
ICLN
$2.4B
$0 ﹤0.01%
1
– –
ICLR icon
3355
Icon
ICLR
$12.7B
$0 ﹤0.01%
+2
New +$276
ICSH icon
3356
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.13B
$0 ﹤0.01%
1
– –
ICUI icon
3357
ICU Medical
ICUI
$4.61B
– –
-50
Closed -$14K
IDGT icon
3358
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$516M
$0 ﹤0.01%
1
– –
IDLV icon
3359
Invesco S&P International Developed Low Volatility ETF
IDLV
$348M
$0 ﹤0.01%
1
– –
IDHQ icon
3360
Invesco S&P International Developed Quality ETF
IDHQ
$971M
$0 ﹤0.01%
1
– –
IDMO icon
3361
Invesco S&P International Developed Momentum ETF
IDMO
$4.23B
$0 ﹤0.01%
1
– –
IDOG icon
3362
ALPS International Sector Dividend Dogs ETF
IDOG
$558M
$0 ﹤0.01%
1
– –
IDV icon
3363
iShares International Select Dividend ETF
IDV
$8.51B
$0 ﹤0.01%
1
– –
IDX icon
3364
VanEck Indonesia Index ETF
IDX
$37.3M
$0 ﹤0.01%
1
– –
IEFA icon
3365
iShares Core MSCI EAFE ETF
IEFA
$196B
$0 ﹤0.01%
1
– –
IEI icon
3366
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
$0 ﹤0.01%
1
– –
IEMG icon
3367
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
$0 ﹤0.01%
1
– –
IEUR icon
3368
iShares Core MSCI Europe ETF
IEUR
$9.16B
$0 ﹤0.01%
1
-68
-99% -$2.99K
IEUS icon
3369
iShares MSCI Europe Small-Cap ETF
IEUS
$185M
$0 ﹤0.01%
1
– –
IEV icon
3370
iShares Europe ETF
IEV
$1.7B
$0 ﹤0.01%
1
-140
-99% -$5.8K
IEZ icon
3371
iShares US Oil Equipment & Services ETF
IEZ
$364M
$0 ﹤0.01%
1
– –
IFF icon
3372
International Flavors & Fragrances
IFF
$21.9B
– –
-99
Closed -$14K
IFGL icon
3373
iShares International Developed Real Estate ETF
IFGL
$83.2M
$0 ﹤0.01%
1
– –
IFV icon
3374
First Trust Dorsey Wright International Focus 5 ETF
IFV
$235M
$0 ﹤0.01%
1
– –
IGE icon
3375
iShares North American Natural Resources ETF
IGE
$758M
$0 ﹤0.01%
1
– –
133 134
135
136 137

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Carson Wealth (CWM LLC)
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HF
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Parallax Volatility Advisers's Q4 2018 Portfolio in Review

As of Q4 2018, Parallax Volatility Advisers held 4,605 positions worth $75.6B, down 7.7% from $81.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $6.45B of net new capital in Q4 2018, opening 1,010 new positions and adding to 1,014 existing holdings. Its largest new stake was Merck: 1,147,960 shares worth $83.7M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the largest reduction was Amarin Corp, an estimated $53.5M trimmed.

  • Parallax Volatility Advisers's largest Q4 2018 buy was Merck: 1,147,960 shares worth $83.7M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $842M increase.
  • Parallax Volatility Advisers's biggest Q4 2018 reduction was Amarin Corp, cutting an estimated $53.5M.
  • Parallax Volatility Advisers fully exited News Corp Class A in Q4 2018, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $75.6B portfolio in Q4 2018.
  • Parallax Volatility Advisers opened 1,010 new positions and closed 718 in Q4 2018.
  • Parallax Volatility Advisers's portfolio value fell 7.7% quarter-over-quarter to $75.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2018, filed 14 Feb 2019.