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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
REZ icon
4726
iShares Residential and Multisector Real Estate ETF
REZ
$879M
$0 ﹤0.01%
1
– –
RF icon
4727
PUT
Regions Financial
RF
$26.4B
– –
-475,000
Closed -$7.23M
RFG icon
4728
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$339M
$0 ﹤0.01%
5
– –
RFV icon
4729
Invesco S&P MidCap 400 Pure Value ETF
RFV
$335M
$0 ﹤0.01%
1
– –
RGLD icon
4730
CALL
Royal Gold
RGLD
$16.8B
– –
-80,000
Closed -$6.88M
RGR icon
4731
PUT
Sturm, Ruger & Co
RGR
$594M
– –
-35,000
Closed -$1.81M
RH icon
4732
CALL
RH
RH
$3.13B
– –
-26,700
Closed -$1.88M
RIGS icon
4733
ALPS Strategic Income Fund
RIGS
$60.1M
$0 ﹤0.01%
1
– –
RINF icon
4734
ProShares Inflation Expectations ETF
RINF
$18.3M
$0 ﹤0.01%
1
– –
RING icon
4735
iShares MSCI Global Gold Miners ETF
RING
$2.27B
$0 ﹤0.01%
1
– –
RITM icon
4736
Rithm Capital
RITM
$5.52B
– –
-29
Closed –
RJF icon
4737
CALL
Raymond James Financial
RJF
$33.8B
– –
-26,250
Closed -$1.48M
RL icon
4738
CALL
Ralph Lauren
RL
$22.6B
– –
-4,400
Closed -$388K
RLJ icon
4739
PUT
RLJ Lodging Trust
RLJ
$1.86B
– –
-50,000
Closed -$1.1M
RLY icon
4740
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$0 ﹤0.01%
1
– –
ROBO icon
4741
ROBO Global Robotics & Automation Index ETF
ROBO
$1.96B
$0 ﹤0.01%
1
– –
ROM icon
4742
ProShares Ultra Technology
ROM
$1.12B
$0 ﹤0.01%
32
– –
RPG icon
4743
Invesco S&P 500 Pure Growth ETF
RPG
$2.01B
$0 ﹤0.01%
5
– –
RPV icon
4744
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
$0 ﹤0.01%
1
– –
RRX icon
4745
Regal Rexnord
RRX
$13.7B
– –
-34
Closed -$3K
RSP icon
4746
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$0 ﹤0.01%
1
– –
RSPD icon
4747
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$317M
$0 ﹤0.01%
3
– –
RSPG icon
4748
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$563M
$0 ﹤0.01%
1
– –
RSPF icon
4749
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$306M
$0 ﹤0.01%
1
– –
RSPH icon
4750
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$764M
$0 ﹤0.01%
10
– –
188 189
190
191 192

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KBC Group
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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.