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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
+3.99%
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
$49.2B
AUM Growth
+$4.3B
Cap. Flow
-$570M
Cap. Flow %
-1.16%
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 Miscellaneous 96.33%
2 Consumer Discretionary 0.76%
3 Technology 0.67%
4 Financials 0.55%
5 Materials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PBPB
3576
CALL
DELISTED
Potbelly
PBPB
– –
-20,000
Closed -$220K
PBW icon
3577
Invesco WilderHill Clean Energy ETF
PBW
$383M
– –
0
– –
PCEF icon
3578
Invesco CEF Income Composite ETF
PCEF
$797M
$0 ﹤0.01%
1
– –
PCY icon
3579
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.29B
$0 ﹤0.01%
1
– –
PDN icon
3580
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$359M
$0 ﹤0.01%
1
– –
PDP icon
3581
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
$0 ﹤0.01%
1
– –
PEG icon
3582
Public Service Enterprise Group
PEG
$36.4B
– –
-987
Closed -$39.6K
PEJ icon
3583
Invesco Leisure and Entertainment ETF
PEJ
$344M
$0 ﹤0.01%
1
– –
PEX icon
3584
ProShares Global Listed Private Equity ETF
PEX
$11.3M
$0 ﹤0.01%
1
– –
PEY icon
3585
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.12B
$0 ﹤0.01%
1
– –
PEZ icon
3586
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$21.8M
$0 ﹤0.01%
1
– –
PFF icon
3587
iShares Preferred and Income Securities ETF
PFF
$12.8B
$0 ﹤0.01%
1
– –
PFI icon
3588
Invesco Dorsey Wright Financial Momentum ETF
PFI
$57.9M
$0 ﹤0.01%
1
– –
PFM icon
3589
Invesco Dividend Achievers ETF
PFM
$787M
$0 ﹤0.01%
1
– –
PG icon
3590
Procter & Gamble
PG
$332B
– –
-315,643
Closed -$24.1M
PGF icon
3591
Invesco Financial Preferred ETF
PGF
$642M
$0 ﹤0.01%
1
– –
PGJ icon
3592
Invesco Golden Dragon China ETF
PGJ
$84.2M
$0 ﹤0.01%
1
– –
PGR icon
3593
Progressive
PGR
$126B
– –
-2,085
Closed -$66.3K
PGX icon
3594
Invesco Preferred ETF
PGX
$3.67B
$0 ﹤0.01%
1
– –
IFLN
3595
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$299M
$0 ﹤0.01%
1
– –
PHDG icon
3596
Invesco S&P 500 Downside Hedged ETF
PHDG
$61.4M
$0 ﹤0.01%
1
– –
PHO icon
3597
Invesco Water Resources ETF
PHO
$1.93B
$0 ﹤0.01%
1
– –
PICB icon
3598
Invesco International Corporate Bond ETF
PICB
$352M
$0 ﹤0.01%
1
– –
PICK icon
3599
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.54B
$0 ﹤0.01%
1
– –
PID icon
3600
Invesco International Dividend Achievers ETF
PID
$889M
$0 ﹤0.01%
1
– –
142 143
144
145 146

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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's Q4 2015 filing shows 724 new, 1,056 increased, 956 reduced and 663 closed positions. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M. The largest sale was iShares Russell 2000 ETF, an estimated $350M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.