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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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $19.7B | 26.75% |
73,800,600
+9,960,600
| +16% | +$2.59B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $13.4B | 18.18% |
50,151,700
+23,137,200
| +86% | +$6.02B |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$79.1B
| $3.76B | 5.11% |
24,651,100
+325,500
| +1% | +$48.9M |
|
4
CALL
Invesco QQQ Trust
QQQ
$436B
| $2.65B | 3.61% |
17,043,600
+3,309,300
| +24% | +$505M |
|
|
5
PUT
Invesco QQQ Trust
QQQ
$436B
| $2.31B | 3.13% |
14,801,600
+7,958,900
| +116% | +$1.21B |
|
|
6
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
| $1.11B | 1.5% |
15,716,500
-2,639,700
| -14% | -$184M |
|
|
7
PUT
Apple
AAPL
$4.97T
| $881M | 1.2% |
20,815,200
-8,518,800
| -29% | -$356M |
|
8
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $788M | 1.07% |
16,724,500
-3,446,400
| -17% | -$159M |
|
|
9
CALL
Apple
AAPL
$4.97T
| $773M | 1.05% |
18,272,800
-3,946,000
| -18% | -$165M |
|
10
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $730M | 0.99% |
5,752,900
+1,186,000
| +26% | +$149M |
|
|
11
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $720M | 0.98% |
10,236,600
+6,102,500
| +148% | +$424M |
|
|
12
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $716M | 0.97% |
15,186,600
+2,658,300
| +21% | +$123M |
|
13
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $562M | 0.76% |
5,321,700
+600,500
| +13% | +$63.7M |
|
14
CALL
SPDR Gold Trust
GLD
$131B
| $534M | 0.73% |
4,320,000
-1,765,800
| -29% | -$214M |
|
|
ILG
15
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $432M | 0.59% |
15,178,800
-4,926,400
| -25% | -$142M |
|
16
PUT
Amazon
AMZN
$2.44T
| $381M | 0.52% |
6,510,000
-2,240,000
| -26% | -$123M |
|
17
PUT
Microsoft
MSFT
$2.9T
| $380M | 0.52% |
4,447,900
+1,247,000
| +39% | +$102M |
|
18
PUT
iShares China Large-Cap ETF
FXI
$4.32B
| $356M | 0.48% |
7,706,800
+4,451,800
| +137% | +$206M |
|
|
19
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $353M | 0.48% |
2,779,300
+1,995,800
| +255% | +$251M |
|
20
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $345M | 0.47% |
3,949,500
-2,558,000
| -39% | -$224M |
|
|
21
PUT
Citigroup
C
$213B
| $298M | 0.4% |
4,004,600
-225,200
| -5% | -$16.7M |
|
|
22
CALL
iShares Russell 2000 ETF
IWM
$79.1B
| $290M | 0.39% |
1,900,200
-4,643,100
| -71% | -$697M |
|
23
PUT
Bank of America
BAC
$429B
| $288M | 0.39% |
9,757,100
-2,118,400
| -18% | -$58.4M |
|
|
VXX
24
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $279M | 0.38% |
9,977,600
+3,409,900
| +52% | +$113M |
|
|
25
CALL
Meta Platforms (Facebook)
META
$1.49T
| $275M | 0.37% |
1,559,300
+810,000
| +108% | +$143M |
|
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.