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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
+4.68%
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
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
Salesforce
CRM
+$24.9M

Sector Composition

Rank Sector Weight
1 Technology 0.85%
2 Consumer Discretionary 0.73%
3 Financials 0.61%
4 Consumer Staples 0.43%
5 Communication Services 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DECK icon
2526
CALL
Deckers Outdoor
DECK
$13.4B
– –
-29,400
Closed -$293K
DECK icon
2527
PUT
Deckers Outdoor
DECK
$13.4B
– –
-36,000
Closed -$358K
DEEP icon
2528
Acquirers Small and Micro Deep Value ETF
DEEP
$28.1M
$0 ﹤0.01%
1
– –
DEM icon
2529
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.92B
$0 ﹤0.01%
1
– –
DEO icon
2530
CALL
Diageo
DEO
$49.4B
– –
-11,900
Closed -$1.38M
DEO icon
2531
PUT
Diageo
DEO
$49.4B
– –
-9,300
Closed -$1.07M
DES icon
2532
WisdomTree US SmallCap Dividend Fund
DES
$2.21B
$0 ﹤0.01%
3
– –
DEW icon
2533
WisdomTree Global High Dividend Fund
DEW
$155M
$0 ﹤0.01%
1
– –
DFE icon
2534
WisdomTree Europe SmallCap Dividend Fund
DFE
$167M
$0 ﹤0.01%
1
– –
DFIN icon
2535
CALL
Donnelley Financial Solutions
DFIN
$1.19B
– –
-25,000
Closed -$482K
DFJ icon
2536
WisdomTree Japan SmallCap Dividend Fund
DFJ
$384M
$0 ﹤0.01%
1
– –
DG icon
2537
Dollar General
DG
$28.1B
– –
-25,445
Closed -$1.83M
DGP icon
2538
DB Gold Double Long ETN due February 15, 2038
DGP
$215M
$0 ﹤0.01%
1
– –
DGRE icon
2539
WisdomTree Trust WisdomTree Emerging Markets Quality Dividend Growth Fund
DGRE
$142M
$0 ﹤0.01%
1
– –
DGRO icon
2540
iShares Core Dividend Growth ETF
DGRO
$42.8B
$0 ﹤0.01%
1
– –
DGRS icon
2541
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$410M
$0 ﹤0.01%
1
– –
DGRW icon
2542
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$16.9B
$0 ﹤0.01%
1
– –
DGS icon
2543
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.7B
$0 ﹤0.01%
1
– –
DGT icon
2544
State Street SPDR Global Dow ETF
DGT
$616M
$0 ﹤0.01%
1
– –
DGZ icon
2545
DB Gold Short ETN due Feb 15 2038
DGZ
$1.88M
$0 ﹤0.01%
1
– –
DGX icon
2546
CALL
Quest Diagnostics
DGX
$25.7B
– –
-3,600
Closed -$354K
DHC
2547
CALL
Diversified Healthcare Trust
DHC
$2.16B
– –
-6,000
Closed -$122K
DHC
2548
Diversified Healthcare Trust
DHC
$2.16B
– –
-6,511
Closed -$132K
DHC
2549
PUT
Diversified Healthcare Trust
DHC
$2.16B
– –
-2,000
Closed -$41K
DHI icon
2550
CALL
D.R. Horton
DHI
$40.6B
– –
-67,100
Closed -$2.23M
100 101
102
103 104

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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KBC Group
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Parallax Volatility Advisers's Q2 2017 Portfolio in Review

As of Q2 2017, Parallax Volatility Advisers held 5,102 positions worth $51.6B, up 6.4% from $48.5B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Parallax Volatility Advisers deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.

By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.

  • Parallax Volatility Advisers's largest Q2 2017 buy was Intel: 1,905,541 shares worth $64.3M.
  • Parallax Volatility Advisers added most to State Street Financial Select Sector SPDR ETF in Q2 2017, an estimated $141M increase.
  • Parallax Volatility Advisers's biggest Q2 2017 reduction was Caterpillar, cutting an estimated $63.3M.
  • Parallax Volatility Advisers fully exited FMC in Q2 2017, selling an estimated $24.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 53% of its $51.6B portfolio in Q2 2017.
  • Parallax Volatility Advisers opened 418 new positions and closed 1,761 in Q2 2017.
  • Parallax Volatility Advisers's portfolio value rose 6.4% quarter-over-quarter to $51.6B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2017, filed 14 Aug 2017.