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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
+6.63%
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
$60.6B
AUM Growth
+$9.06B
Cap. Flow
+$6.63B
Cap. Flow %
10.93%
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 Technology 0.76%
2 Financials 0.69%
3 Consumer Discretionary 0.4%
4 Industrials 0.31%
5 Materials 0.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
D icon
2226
PUT
Dominion Energy
D
$60.4B
– –
-300
Closed -$23K
DBA icon
2227
Invesco DB Agriculture Fund
DBA
$1.24B
$0 ﹤0.01%
1
-4,524
-100% -$87.3K
DBB icon
2228
Invesco DB Base Metals Fund
DBB
$311M
$0 ﹤0.01%
1
– –
DBE icon
2229
Invesco DB Energy Fund
DBE
$86.6M
$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
$775M
$0 ﹤0.01%
1
– –
DBI icon
2232
CALL
Designer Brands
DBI
$327M
– –
-4,000
Closed -$70K
DBJP icon
2233
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$672M
$0 ﹤0.01%
1
– –
DBO icon
2234
Invesco DB Oil Fund
DBO
$379M
$0 ﹤0.01%
1
– –
DBP icon
2235
Invesco DB Precious Metals Fund
DBP
$236M
$0 ﹤0.01%
1
– –
DDM icon
2236
ProShares Ultra Dow30
DDM
$526M
$0 ﹤0.01%
12
– –
DDS icon
2237
CALL
Dillards
DDS
$9.49B
– –
-120,000
Closed -$6.92M
DECK icon
2238
Deckers Outdoor
DECK
$13.5B
– –
-15,924
Closed -$181K
DEEP icon
2239
Acquirers Small and Micro Deep Value ETF
DEEP
$28.1M
$0 ﹤0.01%
1
– –
DEM icon
2240
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.92B
$0 ﹤0.01%
1
– –
DES icon
2241
WisdomTree US SmallCap Dividend Fund
DES
$2.21B
$0 ﹤0.01%
3
– –
DEW icon
2242
WisdomTree Global High Dividend Fund
DEW
$155M
$0 ﹤0.01%
1
– –
DFE icon
2243
WisdomTree Europe SmallCap Dividend Fund
DFE
$166M
$0 ﹤0.01%
1
– –
DFJ icon
2244
WisdomTree Japan SmallCap Dividend Fund
DFJ
$384M
$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
$215M
$0 ﹤0.01%
1
– –
DGRE icon
2247
WisdomTree Trust WisdomTree Emerging Markets Quality Dividend Growth Fund
DGRE
$143M
$0 ﹤0.01%
1
– –
DGRO icon
2248
iShares Core Dividend Growth ETF
DGRO
$42.8B
$0 ﹤0.01%
1
– –
DGRS icon
2249
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$410M
$0 ﹤0.01%
1
– –
DGRW icon
2250
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$16.9B
$0 ﹤0.01%
1
– –
88 89
90
91 92

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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 deployed $6.63B of net new capital in Q3 2017, opening 717 new positions and adding to 510 existing holdings. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M.

By sector, the portfolio is most concentrated in Technology at 0.76% of assets, down from 0.85% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $188M trimmed.

  • 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.