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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
PH icon
3776
Parker-Hannifin
PH
$135B
$0 ﹤0.01%
4
-146
-97% -$15.9K
IFLN
3777
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$307M
$0 ﹤0.01%
1
– –
PHDG icon
3778
Invesco S&P 500 Downside Hedged ETF
PHDG
$65M
$0 ﹤0.01%
1
– –
PHO icon
3779
Invesco Water Resources ETF
PHO
$2.09B
$0 ﹤0.01%
1
– –
PICB icon
3780
Invesco International Corporate Bond ETF
PICB
$362M
$0 ﹤0.01%
1
– –
PICK icon
3781
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.33B
$0 ﹤0.01%
1
– –
PID icon
3782
Invesco International Dividend Achievers ETF
PID
$919M
$0 ﹤0.01%
1
– –
PIE icon
3783
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$244M
$0 ﹤0.01%
1
– –
IMVP
3784
Invesco India ETF
IMVP
$109M
$0 ﹤0.01%
1
– –
PIO icon
3785
Invesco Global Water ETF
PIO
$283M
$0 ﹤0.01%
1
– –
PIZ icon
3786
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$735M
$0 ﹤0.01%
1
– –
PJP icon
3787
Invesco Pharmaceuticals ETF
PJP
$498M
$0 ﹤0.01%
1
– –
PKB icon
3788
Invesco Building & Construction ETF
PKB
$399M
$0 ﹤0.01%
1
– –
PKG icon
3789
CALL
Packaging Corp of America
PKG
$22.8B
– –
-12,800
Closed -$800K
PKG icon
3790
Packaging Corp of America
PKG
$22.8B
– –
-1,126
Closed -$70K
PKG icon
3791
PUT
Packaging Corp of America
PKG
$22.8B
– –
-1,200
Closed -$75K
PKW icon
3792
Invesco BuyBack Achievers ETF
PKW
$1.76B
$0 ﹤0.01%
1
– –
PLAB icon
3793
Photronics
PLAB
$1.93B
– –
-3,351
Closed -$32K
PLD icon
3794
Prologis
PLD
$133B
– –
-10,816
Closed -$423K
PLD icon
3795
PUT
Prologis
PLD
$133B
– –
-700
Closed -$26K
PNC icon
3796
PNC Financial Services
PNC
$101B
– –
-94,293
Closed -$8.87M
PNFP icon
3797
PUT
Pinnacle Financial Partners Inc
PNFP
$15.8B
– –
-200
Closed -$11K
PNQI icon
3798
Invesco NASDAQ Internet ETF
PNQI
$541M
$0 ﹤0.01%
5
– –
POOL icon
3799
Pool Corp
POOL
$7.5B
– –
-399
Closed -$28.2K
POST icon
3800
CALL
Post Holdings
POST
$3.57B
– –
-153
Closed -$5K
150 151
152
153 154

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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.