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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
VGT icon
3976
Vanguard Information Technology ETF
VGT
$147B
$0 ﹤0.01%
8
– –
VHC icon
3977
VirnetX Holding Corp
VHC
$63.9M
$0 ﹤0.01%
+5
New +$328
VHT icon
3978
Vanguard Health Care ETF
VHT
$18.4B
$0 ﹤0.01%
1
– –
VIAV icon
3979
Viavi Solutions
VIAV
$9.6B
– –
-134,316
Closed -$721K
VIDI icon
3980
Vident International Equity Strategy
VIDI
$443M
$0 ﹤0.01%
1
– –
VIG icon
3981
Vanguard Dividend Appreciation ETF
VIG
$114B
$0 ﹤0.01%
1
– –
VIOG icon
3982
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.08B
$0 ﹤0.01%
2
– –
VIOO icon
3983
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.25B
$0 ﹤0.01%
2
– –
VIOV icon
3984
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.89B
$0 ﹤0.01%
2
– –
VIS icon
3985
Vanguard Industrials ETF
VIS
$8.42B
$0 ﹤0.01%
1
– –
VIXY icon
3986
ProShares VIX Short-Term Futures ETF
VIXY
$185M
– –
0
– –
VLO icon
3987
Valero Energy
VLO
$87.1B
– –
-32,943
Closed -$2.24M
VLU icon
3988
State Street SPDR S&P 1500 Value Tilt ETF
VLU
$770M
$0 ﹤0.01%
1
– –
VLUE icon
3989
iShares MSCI USA Value Factor ETF
VLUE
$9.42B
$0 ﹤0.01%
1
– –
VMBS icon
3990
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$0 ﹤0.01%
1
– –
VMC icon
3991
Vulcan Materials
VMC
$37.2B
– –
-332
Closed -$32.2K
VNM icon
3992
VanEck Vietnam ETF
VNM
$506M
$0 ﹤0.01%
1
– –
VNO icon
3993
Vornado Realty Trust
VNO
$7.45B
– –
-5,698
Closed -$449K
VNQI icon
3994
Vanguard Global ex-US Real Estate ETF
VNQI
$3.53B
$0 ﹤0.01%
1
– –
VO icon
3995
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$0 ﹤0.01%
4
– –
VOE icon
3996
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$0 ﹤0.01%
1
– –
VONE icon
3997
Vanguard Russell 1000 ETF
VONE
$8.53B
$0 ﹤0.01%
1
– –
VONG icon
3998
Vanguard Russell 1000 Growth ETF
VONG
$44.8B
$0 ﹤0.01%
4
– –
VONV icon
3999
Vanguard Russell 1000 Value ETF
VONV
$21.1B
$0 ﹤0.01%
2
– –
VOO icon
4000
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
– –
-1,000
Closed -$175K
158 159
160
161 162

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Carson Wealth (CWM LLC)
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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.