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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
HAS icon
2551
CALL
Hasbro
HAS
$12.5B
– –
-34,200
Closed -$3.81M
HBAN icon
2552
CALL
Huntington Bancshares
HBAN
$33.6B
– –
-3,300
Closed -$45K
HD icon
2553
Home Depot
HD
$310B
– –
-145,310
Closed -$22.3M
HDGE icon
2554
AdvisorShares Ranger Equity Bear ETF
HDGE
$53.2M
– –
0
– –
HDV
2555
iShares Core High Dividend ETF
HDV
$15.3B
$0 ﹤0.01%
5
– –
HEDJ icon
2556
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.78B
$0 ﹤0.01%
2
– –
HEFA icon
2557
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.44B
$0 ﹤0.01%
1
– –
HELE icon
2558
CALL
Helen of Troy
HELE
$636M
– –
-2,000
Closed -$188K
HELE icon
2559
Helen of Troy
HELE
$636M
– –
-588
Closed -$55K
HEWJ icon
2560
iShares Currency Hedged MSCI Japan ETF
HEWJ
$755M
$0 ﹤0.01%
1
– –
HEZU icon
2561
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$584M
$0 ﹤0.01%
1
– –
HGV icon
2562
CALL
Hilton Grand Vacations
HGV
$3.13B
– –
-1,400
Closed -$50K
HGV icon
2563
PUT
Hilton Grand Vacations
HGV
$3.13B
– –
-800
Closed -$29K
HII icon
2564
CALL
Huntington Ingalls Industries
HII
$11.1B
– –
-400
Closed -$74K
HIMX
2565
Himax Technologies
HIMX
$2.43B
– –
-83,184
Closed -$755K
HISF icon
2566
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$100M
$0 ﹤0.01%
1
– –
HLF icon
2567
PUT
Herbalife
HLF
$1.32B
– –
-10,000
Closed -$357K
HLT icon
2568
CALL
Hilton Worldwide
HLT
$69.1B
– –
-4,620
Closed -$286K
HMC icon
2569
CALL
Honda
HMC
$40.6B
– –
-2,000
Closed -$55K
HMC icon
2570
Honda
HMC
$40.6B
– –
-7,318
Closed -$200K
HMC icon
2571
PUT
Honda
HMC
$40.6B
– –
-8,000
Closed -$219K
HOUS
2572
CALL
DELISTED
Anywhere Real Estate
HOUS
– –
-629,800
Closed -$20.4M
HP icon
2573
CALL
Helmerich & Payne
HP
$4.42B
– –
-12,500
Closed -$679K
HRI icon
2574
CALL
Herc Holdings
HRI
$4.84B
– –
-300
Closed -$12K
HSBC icon
2575
CALL
HSBC
HSBC
$360B
– –
-33,599
Closed -$1.42M
101 102
103
104 105

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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.