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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
PBPB
3576
CALL
DELISTED
Potbelly
PBPB
– –
-20,000
Closed -$220K
PBW icon
3577
Invesco WilderHill Clean Energy ETF
PBW
$414M
– –
0
– –
PCEF icon
3578
Invesco CEF Income Composite ETF
PCEF
$811M
$0 ﹤0.01%
1
– –
PCY icon
3579
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
$0 ﹤0.01%
1
– –
PDN icon
3580
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$362M
$0 ﹤0.01%
1
– –
PDP icon
3581
Invesco Dorsey Wright Momentum ETF
PDP
$1.49B
$0 ﹤0.01%
1
– –
PEG icon
3582
Public Service Enterprise Group
PEG
$37.4B
– –
-987
Closed -$39.6K
PEJ icon
3583
Invesco Leisure and Entertainment ETF
PEJ
$252M
$0 ﹤0.01%
1
– –
PEX icon
3584
ProShares Global Listed Private Equity ETF
PEX
$11.4M
$0 ﹤0.01%
1
– –
PEY icon
3585
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.16B
$0 ﹤0.01%
1
– –
PEZ icon
3586
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$22.7M
$0 ﹤0.01%
1
– –
PFF icon
3587
iShares Preferred and Income Securities ETF
PFF
$13.2B
$0 ﹤0.01%
1
– –
PFI icon
3588
Invesco Dorsey Wright Financial Momentum ETF
PFI
$60M
$0 ﹤0.01%
1
– –
PFM icon
3589
Invesco Dividend Achievers ETF
PFM
$805M
$0 ﹤0.01%
1
– –
PG icon
3590
Procter & Gamble
PG
$342B
– –
-315,643
Closed -$24.1M
PGF icon
3591
Invesco Financial Preferred ETF
PGF
$672M
$0 ﹤0.01%
1
– –
PGJ icon
3592
Invesco Golden Dragon China ETF
PGJ
$97.9M
$0 ﹤0.01%
1
– –
PGR icon
3593
Progressive
PGR
$125B
– –
-2,085
Closed -$66.3K
PGX icon
3594
Invesco Preferred ETF
PGX
$3.78B
$0 ﹤0.01%
1
– –
IFLN
3595
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$306M
$0 ﹤0.01%
1
– –
PHDG icon
3596
Invesco S&P 500 Downside Hedged ETF
PHDG
$64.6M
$0 ﹤0.01%
1
– –
PHO icon
3597
Invesco Water Resources ETF
PHO
$2.08B
$0 ﹤0.01%
1
– –
PICB icon
3598
Invesco International Corporate Bond ETF
PICB
$360M
$0 ﹤0.01%
1
– –
PICK icon
3599
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.31B
$0 ﹤0.01%
1
– –
PID icon
3600
Invesco International Dividend Achievers ETF
PID
$917M
$0 ﹤0.01%
1
– –
142 143
144
145 146

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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.