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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
PSK icon
3626
State Street SPDR ICE Preferred Securities ETF
PSK
$683M
$0 ﹤0.01%
1
– –
PSL icon
3627
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$84.8M
$0 ﹤0.01%
1
– –
PSMT icon
3628
CALL
Pricesmart
PSMT
$5.5B
– –
-1,300
Closed -$100K
PSMT icon
3629
Pricesmart
PSMT
$5.5B
– –
-233
Closed -$18K
PSMT icon
3630
PUT
Pricesmart
PSMT
$5.5B
– –
-500
Closed -$39K
PSP icon
3631
Invesco Global Listed Private Equity ETF
PSP
$243M
– –
0
– –
PSR icon
3632
Invesco Active US Real Estate Fund
PSR
$59.6M
$0 ﹤0.01%
1
– –
PST icon
3633
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
$0 ﹤0.01%
1
– –
PTF icon
3634
Invesco Dorsey Wright Technology Momentum ETF
PTF
$641M
$0 ﹤0.01%
3
– –
PTH icon
3635
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$233M
$0 ﹤0.01%
3
– –
PUI icon
3636
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.2M
$0 ﹤0.01%
1
– –
PVH icon
3637
CALL
PVH
PVH
$3.99B
– –
-3,500
Closed -$357K
PVH icon
3638
PVH
PVH
$3.99B
– –
-34
Closed -$3K
PVH icon
3639
PUT
PVH
PVH
$3.99B
– –
-200
Closed -$20K
PVI icon
3640
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$0 ﹤0.01%
1
– –
PWB icon
3641
Invesco Large Cap Growth ETF
PWB
$2.38B
$0 ﹤0.01%
1
– –
PWV icon
3642
Invesco Large Cap Value ETF
PWV
$1.72B
$0 ﹤0.01%
1
– –
PXE icon
3643
Invesco Energy Exploration & Production ETF
PXE
$80M
$0 ﹤0.01%
1
– –
PXF icon
3644
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.93B
$0 ﹤0.01%
1
– –
PXH icon
3645
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.95B
$0 ﹤0.01%
1
– –
PXJ icon
3646
Invesco Oil & Gas Services ETF
PXJ
$62.7M
– –
0
– –
PXI icon
3647
Invesco Dorsey Wright Energy Momentum ETF
PXI
$51M
$0 ﹤0.01%
1
– –
PYZ icon
3648
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$76.4M
$0 ﹤0.01%
1
– –
PZA icon
3649
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.25B
$0 ﹤0.01%
1
– –
QABA icon
3650
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$93.6M
$0 ﹤0.01%
1
– –
144 145
146
147 148

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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.