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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$218M
2
AAPL icon
Apple
AAPL
+$136M
3
NRG icon
NRG Energy
NRG
+$92.7M
4
C icon
Citigroup
C
+$91.6M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$70.6M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$188M
2
MDLZ icon
Mondelez International
MDLZ
+$133M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$73.5M
4
INTC icon
Intel
INTC
+$67.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$41.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
D icon
2226
PUT
Dominion Energy
D
$57.3B
– –
-300
Closed -$23K
DBA icon
2227
Invesco DB Agriculture Fund
DBA
$1.25B
$0 ﹤0.01%
1
-4,524
-100% -$87.3K
DBB icon
2228
Invesco DB Base Metals Fund
DBB
$380M
$0 ﹤0.01%
1
– –
DBE icon
2229
Invesco DB Energy Fund
DBE
$115M
$0 ﹤0.01%
1
– –
DBEF icon
2230
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.2B
$0 ﹤0.01%
1
– –
DBEU icon
2231
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$777M
$0 ﹤0.01%
1
– –
DBI icon
2232
CALL
Designer Brands
DBI
$265M
– –
-4,000
Closed -$70K
DBJP icon
2233
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$701M
$0 ﹤0.01%
1
– –
DBO icon
2234
Invesco DB Oil Fund
DBO
$295M
$0 ﹤0.01%
1
– –
DBP icon
2235
Invesco DB Precious Metals Fund
DBP
$266M
$0 ﹤0.01%
1
– –
DDM icon
2236
ProShares Ultra Dow30
DDM
$564M
$0 ﹤0.01%
12
– –
DDS icon
2237
CALL
Dillards
DDS
$9.74B
– –
-120,000
Closed -$6.92M
DECK icon
2238
Deckers Outdoor
DECK
$10.9B
– –
-15,924
Closed -$181K
DEEP icon
2239
Acquirers Small and Micro Deep Value ETF
DEEP
$27.9M
$0 ﹤0.01%
1
– –
DEM icon
2240
WisdomTree Emerging Markets High Dividend Fund
DEM
$4.27B
$0 ﹤0.01%
1
– –
DES icon
2241
WisdomTree US SmallCap Dividend Fund
DES
$2.16B
$0 ﹤0.01%
3
– –
DEW icon
2242
WisdomTree Global High Dividend Fund
DEW
$162M
$0 ﹤0.01%
1
– –
DFE icon
2243
WisdomTree Europe SmallCap Dividend Fund
DFE
$169M
$0 ﹤0.01%
1
– –
DFJ icon
2244
WisdomTree Japan SmallCap Dividend Fund
DFJ
$432M
$0 ﹤0.01%
1
– –
DFS
2245
DELISTED
Discover Financial Services
DFS
– –
-8,159
Closed -$495K
DGP icon
2246
DB Gold Double Long ETN due February 15, 2038
DGP
$268M
$0 ﹤0.01%
1
– –
DGRE icon
2247
WisdomTree Trust WisdomTree Emerging Markets Quality Dividend Growth Fund
DGRE
$154M
$0 ﹤0.01%
1
– –
DGRO icon
2248
iShares Core Dividend Growth ETF
DGRO
$43B
$0 ﹤0.01%
1
– –
DGRS icon
2249
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$400M
$0 ﹤0.01%
1
– –
DGRW icon
2250
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$17.1B
$0 ﹤0.01%
1
– –
88 89
90
91 92

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Parallax Volatility Advisers's Q3 2017 Portfolio in Review

As of Q3 2017, Parallax Volatility Advisers held 4,056 positions worth $60.6B, up 18% from $51.6B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Parallax Volatility Advisers's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • Parallax Volatility Advisers's largest Q3 2017 buy was NRG Energy: 3,920,385 shares worth $100M.
  • Parallax Volatility Advisers added most to iShares MSCI EAFE ETF in Q3 2017, an estimated $218M increase.
  • Parallax Volatility Advisers's biggest Q3 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $188M.
  • Parallax Volatility Advisers fully exited Intel in Q3 2017, selling an estimated $67.7M.
  • Parallax Volatility Advisers's ten largest holdings make up 57% of its $60.6B portfolio in Q3 2017.
  • Parallax Volatility Advisers opened 717 new positions and closed 861 in Q3 2017.
  • Parallax Volatility Advisers's portfolio value rose 18% quarter-over-quarter to $60.6B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2017, filed 14 Nov 2017.