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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 | |
|---|---|---|---|---|---|---|
151
CALL
Corpay
CPAY
$25.7B
| $42.3M | 0.06% |
220,000
+70,000
| +47% | +$12.3M |
|
152
PUT
T-Mobile US
TMUS
$195B
| $42.2M | 0.06% |
665,000
-535,000
| -45% | -$32.6M |
|
153
CALL
iShares Silver Trust
SLV
$27.7B
| $42.1M | 0.06% |
2,635,000
-1,140,000
| -30% | -$18M |
|
154
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $42.1M | 0.06% |
282,875
-746,725
| -73% | -$104M |
|
155
PUT
iShares MSCI Australia ETF
EWA
$1.38B
| $41.9M | 0.06% |
1,806,200
| – | – |
|
|
RSX
156
PUT
DELISTED
VanEck Russia ETF
RSX
| $41.6M | 0.06% |
1,960,000
+960,000
| +96% | +$21M |
|
|
B
157
PUT
Barrick Mining
B
$60.9B
| $41.5M | 0.06% |
2,867,000
-2,635,600
| -48% | -$38.9M |
|
158
PUT
W.W. Grainger
GWW
$64.2B
| $41.4M | 0.06% |
175,200
+1,400
| +0.8% | +$290K |
|
159
PUT
Mondelez International
MDLZ
$83.4B
| $41.4M | 0.06% |
966,200
+380,000
| +65% | +$16M |
|
160
CALL
Cisco
CSCO
$443B
| $41.3M | 0.06% |
1,078,300
-1,380,600
| -56% | -$49.3M |
|
161
CALL
United States Natural Gas Fund
UNG
$450M
| $40.6M | 0.06% |
108,777
-112,986
| -51% | -$10.9M |
|
162
Microsoft
MSFT
$2.9T
| $39.5M | 0.05% |
461,967
-31,052
| -6% | -$2.55M |
|
163
PUT
Herbalife
HLF
$1.3B
| $39.3M | 0.05% |
+1,160,000
| New | +$40.6M |
|
164
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $38.8M | 0.05% |
1,150,000
+1,100,000
| +2,200% | +$38.3M |
|
165
CALL
MetLife
MET
$62.4B
| $38.8M | 0.05% |
767,200
+59,000
| +8% | +$3.11M |
|
166
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $38.8M | 0.05% |
512,100
+455,000
| +797% | +$33.1M |
|
167
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $38.7M | 0.05% |
784,892
+523,070
| +200% | +$24.6M |
|
168
CALL
United Parks & Resorts
PRKS
$2.19B
| $38.6M | 0.05% |
2,846,600
-15,000
| -0.5% | -$187K |
|
169
PUT
Bausch Health
BHC
$1.75B
| $38.5M | 0.05% |
1,854,500
+1,000,100
| +117% | +$15.9M |
|
|
170
CALL
Bausch Health
BHC
$1.75B
| $38.4M | 0.05% |
1,849,800
+1,749,800
| +1,750% | +$27.7M |
|
171
Morgan Stanley
MS
$319B
| $38.4M | 0.05% |
731,698
+386,601
| +112% | +$19.6M |
|
172
PUT
Nike
NKE
$64.1B
| $38.1M | 0.05% |
609,800
+35,800
| +6% | +$2.06M |
|
173
CALL
Freeport-McMoran
FCX
$86.2B
| $37.5M | 0.05% |
1,978,600
-773,600
| -28% | -$11.7M |
|
174
PUT
American Express
AXP
$224B
| $37.2M | 0.05% |
375,000
-1,722,700
| -82% | -$164M |
|
175
PUT
CVS Health
CVS
$135B
| $37.2M | 0.05% |
512,900
+158,900
| +45% | +$11.6M |
|
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.