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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
BIDU icon
51
PUT
Baidu
BIDU
$35.7B
$150M 0.2%
638,500
+152,800
+31% +$37.4M
FXI icon
52
CALL
iShares China Large-Cap ETF
FXI
$4.32B
$147M 0.2%
3,176,800
-23,200
-0.7% -$1.07M
BABA icon
53
CALL
Alibaba
BABA
$276B
$143M 0.19%
828,100
-304,700
-27% -$54.6M
DD icon
54
CALL
DuPont de Nemours
DD
$18.6B
$133M 0.18%
738,917
+288,737
+64% +$52M
WFC icon
55
CALL
Wells Fargo
WFC
$254B
$132M 0.18%
2,183,500
+159,400
+8% +$9M
MSFT icon
56
CALL
Microsoft
MSFT
$2.9T
$131M 0.18%
1,528,600
+602,500
+65% +$49.4M
AVGO icon
57
CALL
Broadcom
AVGO
$1.76T
$131M 0.18%
5,083,000
+787,000
+18% +$20.5M
GDX icon
58
PUT
VanEck Gold Miners ETF
GDX
$22.5B
$128M 0.17%
5,498,400
-2,573,800
-32% -$58.6M
IBM icon
59
PUT
IBM
IBM
$213B
$127M 0.17%
865,774
-599,254
-41% -$87.1M
QCOM icon
60
Qualcomm
QCOM
$164B
$127M 0.17%
1,982,675
+1,763,410
+804% +$107M
IWM icon
61
iShares Russell 2000 ETF
IWM
$79.1B
$120M 0.16%
788,078
+788,077
+78,807,700% +$118M
EMB icon
62
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$116M 0.16%
+1,000,000
New +$116M
GDX icon
63
CALL
VanEck Gold Miners ETF
GDX
$22.5B
$116M 0.16%
4,994,300
-653,500
-12% -$14.9M
NRG icon
64
NRG Energy
NRG
$26.2B
$115M 0.16%
4,046,219
+125,834
+3% +$3.42M
JD icon
65
PUT
JD.com
JD
$43.5B
$115M 0.16%
2,775,100
-240,600
-8% -$9.47M
DIS icon
66
PUT
Walt Disney
DIS
$171B
$108M 0.15%
1,005,100
+350,000
+53% +$36.1M
ILG
67
DELISTED
ILG, Inc Common Stock
ILG
$108M 0.15%
3,782,855
+913,417
+32% +$26.3M
QCOM icon
68
PUT
Qualcomm
QCOM
$164B
$106M 0.14%
1,651,000
+75,000
+5% +$4.55M
JPM icon
69
CALL
JPMorgan Chase
JPM
$916B
$104M 0.14%
971,900
-19,700
-2% -$1.99M
LNW
70
CALL
DELISTED
Light & Wonder
LNW
$102M 0.14%
1,992,500
-797,100
-29% -$38.8M
GS icon
71
PUT
Goldman Sachs
GS
$289B
$102M 0.14%
398,700
-53,500
-12% -$13.1M
INTC icon
72
CALL
Intel
INTC
$413B
$100M 0.14%
2,171,100
+149,700
+7% +$6.53M
WFC icon
73
Wells Fargo
WFC
$254B
$98.3M 0.13%
1,620,502
+501,012
+45% +$28.3M
BX icon
74
Blackstone
BX
$104B
$96.9M 0.13%
3,026,267
+394,732
+15% +$12.9M
QCOM icon
75
CALL
Qualcomm
QCOM
$164B
$96.6M 0.13%
1,509,400
+1,256,100
+496% +$76.2M
1 2
3
4 5

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Carson Wealth (CWM LLC)
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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.