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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
+7.66%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$118M
2
QCOM icon
Qualcomm
QCOM
+$107M
3
MAC icon
Macerich
MAC
+$80M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$48.7M
5
META icon
Meta Platforms (Facebook)
META
+$43.6M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$227M
2
AAPL icon
Apple
AAPL
+$173M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$85M
4
C icon
Citigroup
C
+$74.8M
5
BA icon
Boeing
BA
+$30.6M

Sector Composition

Rank Sector Weight
1 Financials 0.85%
2 Technology 0.72%
3 Consumer Discretionary 0.46%
4 Industrials 0.43%
5 Communication Services 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GGAL icon
4301
Galicia Financial Group
GGAL
$8.11B
– –
-64
Closed -$3K
GGME icon
4302
Invesco Next Gen Media and Gaming ETF
GGME
$44.8M
$0 ﹤0.01%
1
– –
GHYG icon
4303
iShares US & Intl High Yield Corp Bond ETF
GHYG
$198M
$0 ﹤0.01%
1
– –
GII icon
4304
State Street SPDR S&P Global Infrastructure ETF
GII
$940M
$0 ﹤0.01%
1
– –
GLDI icon
4305
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$31.1M
– –
0
– –
GLIN icon
4306
VanEck India Growth Leaders ETF
GLIN
$93.6M
$0 ﹤0.01%
1
– –
GLL icon
4307
ProShares UltraShort Gold
GLL
$124M
– –
0
– –
GLTR icon
4308
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.47B
$0 ﹤0.01%
1
– –
GLW icon
4309
PUT
Corning
GLW
$126B
– –
-144,100
Closed -$4.31M
GME icon
4310
PUT
GameStop
GME
$8.55B
– –
-1,200,000
Closed -$6.2M
GMED icon
4311
CALL
Globus Medical
GMED
$11.1B
– –
-9,300
Closed -$276K
GMF icon
4312
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$430M
$0 ﹤0.01%
1
– –
GNE icon
4313
PUT
Genie Energy
GNE
$373M
– –
-50,000
Closed -$328K
GNMA icon
4314
iShares GNMA Bond ETF
GNMA
$421M
$0 ﹤0.01%
1
– –
GNR icon
4315
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.77B
$0 ﹤0.01%
1
– –
GNRC icon
4316
CALL
Generac Holdings
GNRC
$11.9B
– –
-5,000
Closed -$230K
GOVT icon
4317
iShares US Treasury Bond ETF
GOVT
$43.5B
$0 ﹤0.01%
1
– –
GOVI icon
4318
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
$0 ﹤0.01%
1
– –
GPK icon
4319
Graphic Packaging
GPK
$3.36B
– –
-33,486
Closed -$467K
GQRE icon
4320
FlexShares Global Quality Real Estate Index Fund
GQRE
$425M
$0 ﹤0.01%
1
– –
GREK
4321
Global X MSCI Greece ETF
GREK
$317M
– –
0
– –
GRID
4322
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$11.8B
$0 ﹤0.01%
1
– –
GRMN
4323
PUT
Garmin
GRMN
$58.8B
– –
-7,700
Closed -$416K
GSG icon
4324
iShares S&P GSCI Commodity-Indexed Trust
GSG
$971M
$0 ﹤0.01%
1
– –
GSK icon
4325
CALL
GSK
GSK
$103B
– –
-26,320
Closed -$1.34M
171 172
173
174 175

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Carson Wealth (CWM LLC)
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KBC Group
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Parallax Volatility Advisers's Q4 2017 Portfolio in Review

As of Q4 2017, Parallax Volatility Advisers held 5,549 positions worth $73.6B, up 21% from $60.6B the previous quarter. Its ten largest holdings account for 63% of the portfolio.

Parallax Volatility Advisers deployed $9.23B of net new capital in Q4 2017, opening 2,351 new positions and adding to 689 existing holdings. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.

By sector, the portfolio is most concentrated in Financials at 0.85% of assets, up from 0.69% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $227M trimmed.

  • Parallax Volatility Advisers's largest Q4 2017 buy was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q4 2017, an estimated $118M increase.
  • Parallax Volatility Advisers's biggest Q4 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $227M.
  • Parallax Volatility Advisers fully exited Berkshire Hathaway Class A in Q4 2017, selling an estimated $19.5M.
  • Parallax Volatility Advisers's ten largest holdings make up 63% of its $73.6B portfolio in Q4 2017.
  • Parallax Volatility Advisers opened 2,351 new positions and closed 493 in Q4 2017.
  • Parallax Volatility Advisers's portfolio value rose 21% quarter-over-quarter to $73.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2017, filed 14 Feb 2018.