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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
WFC icon
26
PUT
Wells Fargo
WFC
$254B
$249M 0.34%
4,102,500
-211,400
-5% -$11.9M
MU icon
27
PUT
Micron Technology
MU
$835B
$239M 0.33%
5,822,700
+2,272,200
+64% +$97.9M
MS icon
28
PUT
Morgan Stanley
MS
$319B
$236M 0.32%
4,506,400
+1,217,400
+37% +$61.6M
BABA icon
29
PUT
Alibaba
BABA
$276B
$229M 0.31%
1,326,600
-409,200
-24% -$73.3M
META icon
30
PUT
Meta Platforms (Facebook)
META
$1.49T
$227M 0.31%
1,287,200
+211,200
+20% +$37.3M
T icon
31
CALL
AT&T
T
$164B
$225M 0.31%
7,655,236
+6,312,568
+470% +$172M
EWZ icon
32
CALL
iShares MSCI Brazil ETF
EWZ
$8.98B
$218M 0.3%
5,395,200
+4,045,200
+300% +$164M
MAC icon
33
CALL
Macerich
MAC
$7.4B
$216M 0.29%
+3,285,600
New +$201M
GOOG icon
34
PUT
Alphabet (Google) Class C
GOOG
$4.11T
$204M 0.28%
3,892,000
+2,790,000
+253% +$142M
GLD icon
35
PUT
SPDR Gold Trust
GLD
$131B
$197M 0.27%
1,590,000
+850,000
+115% +$103M
SVXY icon
36
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$217M
$196M 0.27%
763,050
-43,350
-5% -$9.61M
GRUB
37
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$193M 0.26%
1,347,000
+111,250
+9% +$14M
FEZ icon
38
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$181M 0.25%
4,450,000
+800,000
+22% +$32.9M
EWZ icon
39
PUT
iShares MSCI Brazil ETF
EWZ
$8.98B
$178M 0.24%
4,408,700
+463,700
+12% +$18.8M
JPM icon
40
PUT
JPMorgan Chase
JPM
$916B
$177M 0.24%
1,655,400
-231,700
-12% -$23.5M
XLF icon
41
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$176M 0.24%
6,323,613
+1,811,739
+40% +$48.7M
UUP icon
42
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
$174M 0.24%
7,231,100
-95,800
-1% -$2.33M
UNP icon
43
CALL
Union Pacific
UNP
$174B
$173M 0.23%
1,286,600
+450,900
+54% +$54.4M
T icon
44
PUT
AT&T
T
$164B
$171M 0.23%
5,822,555
-923,755
-14% -$25.2M
EXPE icon
45
CALL
Expedia Group
EXPE
$36.5B
$169M 0.23%
1,411,900
+166,900
+13% +$21.7M
USO icon
46
PUT
United States Oil Fund
USO
$2.15B
$167M 0.23%
1,742,963
-590,825
-25% -$52.4M
PRKS icon
47
PUT
United Parks & Resorts
PRKS
$2.19B
$163M 0.22%
11,992,700
+4,226,000
+54% +$52.6M
NVDA icon
48
PUT
NVIDIA
NVDA
$4.6T
$162M 0.22%
33,536,000
-11,768,000
-26% -$58.5M
CSCO icon
49
PUT
Cisco
CSCO
$443B
$161M 0.22%
4,214,400
+795,800
+23% +$28.4M
INTC icon
50
PUT
Intel
INTC
$413B
$151M 0.21%
3,271,600
-1,356,100
-29% -$59.2M
1
2
3 4 5

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.