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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
-11.36%
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
$44.9B
AUM Growth
-$2.48B
Cap. Flow
+$2.52B
Cap. Flow %
5.6%
Top 10 Hldgs %
44.11%
Holding
5,410
New
567
Increased
1,010
Reduced
1,102
Closed
1,345

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$380M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$161M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$94.6M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$45.2M
5
CMG icon
Chipotle Mexican Grill
CMG
+$45M

Top Sells

Rank Stock Value
1
QCOM icon
Qualcomm
QCOM
+$82.8M
2
DHR icon
Danaher
DHR
+$66.3M
3
BAC icon
Bank of America
BAC
+$53.7M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$45.8M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$42.8M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.8%
2 Financials 0.66%
3 Technology 0.51%
4 Communication Services 0.5%
5 Consumer Staples 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DTRE icon
3076
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.4M
$0 ﹤0.01%
1
– –
DUG icon
3077
ProShares UltraShort Energy
DUG
$19.1M
– –
0
– –
DUST icon
3078
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$49.9M
– –
0
– –
DVYA icon
3079
iShares Asia/Pacific Dividend ETF
DVYA
$72.1M
$0 ﹤0.01%
1
– –
DVYE icon
3080
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$0 ﹤0.01%
1
– –
DWAS icon
3081
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$444M
$0 ﹤0.01%
1
– –
DWM icon
3082
WisdomTree International Equity Fund
DWM
$692M
$0 ﹤0.01%
1
– –
DWX icon
3083
State Street SPDR S&P International Dividend ETF
DWX
$529M
$0 ﹤0.01%
1
– –
DXD icon
3084
ProShares UltraShort Dow 30
DXD
$42.3M
– –
0
– –
OPPJ
3085
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$283M
$0 ﹤0.01%
2
– –
DXPE icon
3086
DXP Enterprises
DXPE
$2.99B
– –
-8
Closed –
DY icon
3087
CALL
Dycom Industries
DY
$12B
– –
-200
Closed -$12K
DY icon
3088
Dycom Industries
DY
$12B
– –
-3,192
Closed -$188K
DY icon
3089
PUT
Dycom Industries
DY
$12B
– –
-3,800
Closed -$224K
DZZ icon
3090
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.15M
$0 ﹤0.01%
1
– –
EAT icon
3091
CALL
Brinker International
EAT
$9.76B
– –
-2,000
Closed -$115K
EBND icon
3092
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.28B
$0 ﹤0.01%
1
– –
ECH icon
3093
iShares MSCI Chile ETF
ECH
$1.05B
$0 ﹤0.01%
1
– –
ECNS icon
3094
iShares MSCI China Small-Cap ETF
ECNS
$67.3M
$0 ﹤0.01%
1
– –
ECON icon
3095
Columbia Emerging Markets Consumer ETF
ECON
$303M
$0 ﹤0.01%
1
– –
ECPG icon
3096
Encore Capital Group
ECPG
$2.01B
– –
-116
Closed -$5K
EDC icon
3097
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$157M
– –
0
– –
EDEN icon
3098
iShares MSCI Denmark ETF
EDEN
$204M
$0 ﹤0.01%
1
– –
EDIV icon
3099
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
$0 ﹤0.01%
1
– –
EDOG icon
3100
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.8M
$0 ﹤0.01%
1
– –
122 123
124
125 126

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Carson Wealth (CWM LLC)
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HF
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Parallax Volatility Advisers's Q3 2015 Portfolio in Review

As of Q3 2015, Parallax Volatility Advisers held 5,410 positions worth $44.9B, down 5.2% from $47.4B the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Parallax Volatility Advisers deployed $2.52B of net new capital in Q3 2015, opening 567 new positions and adding to 1,010 existing holdings. Its largest new stake was United Parcel Service: 222,979 shares worth $22M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.8% of assets, up from 0.7% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Qualcomm, an estimated $82.8M trimmed.

  • Parallax Volatility Advisers's largest Q3 2015 buy was United Parcel Service: 222,979 shares worth $22M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2015, an estimated $380M increase.
  • Parallax Volatility Advisers's biggest Q3 2015 reduction was Qualcomm, cutting an estimated $82.8M.
  • Parallax Volatility Advisers fully exited KEURIG GREEN MTN INC in Q3 2015, selling an estimated $32M.
  • Parallax Volatility Advisers's ten largest holdings make up 44% of its $44.9B portfolio in Q3 2015.
  • Parallax Volatility Advisers opened 567 new positions and closed 1,345 in Q3 2015.
  • Parallax Volatility Advisers's portfolio value fell 5.2% quarter-over-quarter to $44.9B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2015, filed 16 Nov 2015.