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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
VOX icon
4276
Vanguard Communication Services ETF
VOX
$5.76B
$0 ﹤0.01%
1
– –
VOYA icon
4277
Voya Financial
VOYA
$9.19B
– –
-1,967
Closed -$86.5K
VPL icon
4278
Vanguard FTSE Pacific ETF
VPL
$8.43B
$0 ﹤0.01%
1
– –
VPU
4279
Vanguard Utilities ETF
VPU
$8.36B
$0 ﹤0.01%
1
– –
VRA icon
4280
CALL
Vera Bradley
VRA
$98.7M
– –
-600
Closed -$7K
VRP icon
4281
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$0 ﹤0.01%
1
– –
VRSK icon
4282
Verisk Analytics
VRSK
$25B
– –
-3,161
Closed -$230K
VRSK icon
4283
PUT
Verisk Analytics
VRSK
$25B
– –
-6,000
Closed -$437K
VSS icon
4284
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.9B
$0 ﹤0.01%
1
– –
VT icon
4285
Vanguard Total World Stock ETF
VT
$79.8B
$0 ﹤0.01%
1
– –
VTHR icon
4286
Vanguard Russell 3000 ETF
VTHR
$4.85B
$0 ﹤0.01%
1
– –
VTIP icon
4287
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$0 ﹤0.01%
1
– –
VTLE
4288
CALL
DELISTED
Vital Energy
VTLE
– –
-65
Closed -$16K
VTRS icon
4289
CALL
Viatris
VTRS
$18.9B
– –
-487,300
Closed -$33.1M
VTV icon
4290
Vanguard Morningstar Value ETF
VTV
$191B
$0 ﹤0.01%
1
– –
VTWG icon
4291
Vanguard Russell 2000 Growth ETF
VTWG
$1.55B
$0 ﹤0.01%
1
– –
VTWO icon
4292
Vanguard Russell 2000 ETF
VTWO
$17.9B
$0 ﹤0.01%
2
– –
VTWV icon
4293
Vanguard Russell 2000 Value ETF
VTWV
$1.31B
$0 ﹤0.01%
1
– –
VUG icon
4294
Vanguard Morningstar Growth ETF
VUG
$231B
$0 ﹤0.01%
6
– –
VUSE icon
4295
Vident US Equity Strategy ETF
VUSE
$691M
$0 ﹤0.01%
1
– –
VV icon
4296
Vanguard Morningstar Large-Cap ETF
VV
$54.3B
$0 ﹤0.01%
1
– –
VWO icon
4297
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$124B
– –
-1,000
Closed -$41K
VWOB icon
4298
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.18B
$0 ﹤0.01%
1
– –
VXF icon
4299
Vanguard Extended Market ETF
VXF
$31.7B
$0 ﹤0.01%
1
– –
VXUS icon
4300
Vanguard Total International Stock ETF
VXUS
$160B
$0 ﹤0.01%
1
– –
170 171
172
173 174

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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.