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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
+3.99%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$49.2B
AUM Growth
+$4.3B
Cap. Flow
+$2.65B
Cap. Flow %
5.38%
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$115M
2
MSFT icon
Microsoft
MSFT
+$86.2M
3
GLD icon
SPDR Gold Trust
GLD
+$61.3M
4
AMZN icon
Amazon
AMZN
+$60.3M
5
DD icon
DuPont de Nemours
DD
+$40.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$350M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$157M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$58.6M
4
AXP icon
American Express
AXP
+$52.9M
5
EWY icon
iShares MSCI South Korea ETF
EWY
+$47.7M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.76%
2 Technology 0.67%
3 Financials 0.55%
4 Materials 0.33%
5 Industrials 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HRTX icon
3301
CALL
Heron Therapeutics
HRTX
$92.9M
– –
-63,000
Closed -$1.54M
HRTX icon
3302
PUT
Heron Therapeutics
HRTX
$92.9M
– –
-66,800
Closed -$1.63M
HST icon
3303
Host Hotels & Resorts
HST
$16B
– –
-1,021
Closed -$16K
HUBG icon
3304
HUB Group
HUBG
$2.92B
– –
-1,544
Closed -$28K
HUM icon
3305
CALL
Humana
HUM
$46.2B
– –
-10,000
Closed -$1.79M
HUN icon
3306
Huntsman Corp
HUN
$1.77B
– –
-97,353
Closed -$1.15M
HYD icon
3307
VanEck High Yield Muni ETF
HYD
$4.45B
$0 ﹤0.01%
1
– –
HYEM icon
3308
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
$0 ﹤0.01%
1
– –
HYGH icon
3309
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$597M
$0 ﹤0.01%
1
– –
HYHG icon
3310
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$186M
$0 ﹤0.01%
1
– –
HYLS icon
3311
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$0 ﹤0.01%
1
– –
HYMB icon
3312
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.19B
$0 ﹤0.01%
2
– –
HYS icon
3313
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$0 ﹤0.01%
1
– –
EUHY
3314
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
$0 ﹤0.01%
1
– –
IAI icon
3315
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.36B
$0 ﹤0.01%
1
– –
IAG icon
3316
CALL
IAMGOLD
IAG
$10.6B
– –
-8,400
Closed -$14K
IAK icon
3317
iShares US Insurance ETF
IAK
$540M
$0 ﹤0.01%
1
– –
IAT icon
3318
iShares US Regional Banks ETF
IAT
$681M
$0 ﹤0.01%
1
– –
IAU icon
3319
iShares Gold Trust
IAU
$67.5B
$0 ﹤0.01%
1
– –
IBND icon
3320
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$463M
$0 ﹤0.01%
1
– –
ICF icon
3321
iShares Select U.S. REIT ETF
ICF
$2.09B
$0 ﹤0.01%
2
– –
ICLN icon
3322
iShares Global Clean Energy ETF
ICLN
$2.4B
$0 ﹤0.01%
1
– –
ICSH icon
3323
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.13B
$0 ﹤0.01%
1
– –
IDCC icon
3324
PUT
InterDigital
IDCC
$8.89B
– –
-1,800
Closed -$90K
IDGT icon
3325
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$516M
$0 ﹤0.01%
1
– –
131 132
133
134 135

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HF
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Parallax Volatility Advisers's Q4 2015 Portfolio in Review

As of Q4 2015, Parallax Volatility Advisers held 4,791 positions worth $49.2B, up 9.6% from $44.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Parallax Volatility Advisers deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.

  • Parallax Volatility Advisers's largest Q4 2015 buy was Twitter, Inc.: 1,017,122 shares worth $23.5M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $115M increase.
  • Parallax Volatility Advisers's biggest Q4 2015 reduction was iShares Russell 2000 ETF, cutting an estimated $350M.
  • Parallax Volatility Advisers fully exited AT&T in Q4 2015, selling an estimated $31.3M.
  • Parallax Volatility Advisers's ten largest holdings make up 48% of its $49.2B portfolio in Q4 2015.
  • Parallax Volatility Advisers opened 724 new positions and closed 663 in Q4 2015.
  • Parallax Volatility Advisers's portfolio value rose 9.6% quarter-over-quarter to $49.2B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.