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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
DGS icon
2251
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.71B
$0 ﹤0.01%
1
– –
DGT icon
2252
State Street SPDR Global Dow ETF
DGT
$617M
$0 ﹤0.01%
1
– –
DGZ icon
2253
DB Gold Short ETN due Feb 15 2038
DGZ
$1.88M
$0 ﹤0.01%
1
– –
DHS icon
2254
WisdomTree US High Dividend Fund
DHS
$1.57B
$0 ﹤0.01%
1
– –
DIG icon
2255
ProShares Ultra Energy
DIG
$80.2M
$0 ﹤0.01%
1
– –
DIM icon
2256
WisdomTree International MidCap Dividend Fund
DIM
$167M
$0 ﹤0.01%
1
– –
DINO icon
2257
PUT
HF Sinclair
DINO
$15.6B
– –
-2,000
Closed -$55K
DIV icon
2258
Global X SuperDividend US ETF
DIV
$783M
$0 ﹤0.01%
1
– –
DJP icon
2259
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$789M
$0 ﹤0.01%
1
– –
DKS icon
2260
CALL
Dick's Sporting Goods
DKS
$17.9B
– –
-1,600
Closed -$64K
DKS icon
2261
PUT
Dick's Sporting Goods
DKS
$17.9B
– –
-2,000
Closed -$80K
DLN icon
2262
WisdomTree US LargeCap Dividend Fund
DLN
$6.3B
$0 ﹤0.01%
2
– –
DLR icon
2263
PUT
Digital Realty Trust
DLR
$70.6B
– –
-59,100
Closed -$6.67M
DLS icon
2264
WisdomTree International SmallCap Dividend Fund
DLS
$1.06B
$0 ﹤0.01%
1
– –
DLTR icon
2265
Dollar Tree
DLTR
$24.9B
– –
-4,906
Closed -$374K
DLX icon
2266
CALL
Deluxe
DLX
$1.23B
– –
-2,000
Closed -$138K
DNL icon
2267
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$485M
$0 ﹤0.01%
2
– –
DOC icon
2268
CALL
Healthpeak Properties
DOC
$15B
– –
-14,000
Closed -$448K
DOC icon
2269
Healthpeak Properties
DOC
$15B
$0 ﹤0.01%
+5
New +$150
DOC icon
2270
PUT
Healthpeak Properties
DOC
$15B
– –
-2,000
Closed -$64K
DOG
2271
ProShares Short Dow30
DOG
$98.8M
– –
0
– –
DOL icon
2272
WisdomTree True Developed International Fund
DOL
$832M
$0 ﹤0.01%
1
– –
DON icon
2273
WisdomTree US MidCap Dividend Fund
DON
$4.06B
$0 ﹤0.01%
3
– –
DOV icon
2274
CALL
Dover
DOV
$27.7B
– –
-106,468
Closed -$6.9M
DRN icon
2275
Direxion Daily Real Estate Bull 3X ETF
DRN
$45.9M
$0 ﹤0.01%
4
– –
89 90
91
92 93

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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.