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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
(+21%)
Cap. Flow
+$9.23B
Cap. Flow
% of AUM
12.54%
Top 10 Holdings %
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$118M |
| 2 |
Qualcomm
QCOM
|
+$107M |
| 3 |
Macerich
MAC
|
+$80M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$48.7M |
| 5 |
Meta Platforms (Facebook)
META
|
+$43.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$227M |
| 2 |
Apple
AAPL
|
+$173M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$85M |
| 4 |
Citigroup
C
|
+$74.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
CALL
American Airlines Group
AAL
$9.82B
| $73.3M | 0.1% |
1,408,500
-2,600
| -0.2% | -$130K |
|
|
102
PUT
American Airlines Group
AAL
$9.82B
| $72.2M | 0.1% |
1,386,700
-36,900
| -3% | -$1.84M |
|
103
PUT
NXP Semiconductors
NXPI
$60.8B
| $71.4M | 0.1% |
610,000
+510,000
| +510% | +$58.9M |
|
104
PUT
Deere & Co
DE
$165B
| $71.2M | 0.1% |
455,000
+335,000
| +279% | +$46.9M |
|
105
CALL
ExxonMobil
XOM
$650B
| $70M | 0.1% |
836,700
-446,500
| -35% | -$36.9M |
|
106
CALL
Baidu
BIDU
$35.7B
| $69.4M | 0.09% |
296,500
| – | – |
|
107
PUT
Freeport-McMoran
FCX
$86.2B
| $69.4M | 0.09% |
3,660,800
+498,300
| +16% | +$7.52M |
|
108
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $69.1M | 0.09% |
2,482,500
+50,000
| +2% | +$1.33M |
|
109
PUT
NetEase
NTES
$83B
| $67.5M | 0.09% |
977,500
+58,000
| +6% | +$3.62M |
|
110
CALL
Bank of America
BAC
$429B
| $66.1M | 0.09% |
2,240,500
-1,743,900
| -44% | -$48.1M |
|
111
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
| $64.4M | 0.09% |
1,075,000
-1,900,000
| -64% | -$112M |
|
112
CALL
CVS Health
CVS
$135B
| $62.1M | 0.08% |
856,600
+6,300
| +0.7% | +$458K |
|
|
113
PUT
ExxonMobil
XOM
$650B
| $61.4M | 0.08% |
734,300
-77,500
| -10% | -$6.41M |
|
114
PUT
Palo Alto Networks
PANW
$256B
| $59.8M | 0.08% |
2,475,600
-142,800
| -5% | -$3.47M |
|
115
PUT
Kraft Heinz
KHC
$32.8B
| $59.6M | 0.08% |
765,900
+624,600
| +442% | +$49.1M |
|
116
PUT
Netflix
NFLX
$307B
| $59.5M | 0.08% |
3,099,000
+347,000
| +13% | +$6.68M |
|
117
PUT
Delta Air Lines
DAL
$56.7B
| $59.1M | 0.08% |
1,055,600
-204,700
| -16% | -$10.7M |
|
118
CALL
Aflac
AFL
$65.5B
| $58.8M | 0.08% |
1,340,000
+1,138,600
| +565% | +$48.6M |
|
119
PUT
VanEck Semiconductor ETF
SMH
$60.8B
| $57M | 0.08% |
1,166,000
+1,050,000
| +905% | +$52.3M |
|
120
PUT
Las Vegas Sands
LVS
$32.2B
| $56.6M | 0.08% |
814,500
+571,600
| +235% | +$38.1M |
|
121
PUT
Gilead Sciences
GILD
$165B
| $56.5M | 0.08% |
789,100
+295,000
| +60% | +$22.4M |
|
122
PUT
General Motors
GM
$80.9B
| $56.3M | 0.08% |
1,374,400
-90,400
| -6% | -$3.92M |
|
123
Sprott Physical Gold and Silver Trust
CEF
$7.38B
| $55.7M | 0.08% |
4,158,543
| – | – |
|
124
PUT
Expedia Group
EXPE
$36.5B
| $55.5M | 0.08% |
463,400
+254,900
| +122% | +$33.1M |
|
125
PUT
Trip.com Group
TCOM
$29B
| $52.6M | 0.07% |
1,192,000
+301,100
| +34% | +$14.4M |
|
Similar funds
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.