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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-0%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$45.6B
AUM Growth
-$3.59B
(-7.3%)
Cap. Flow
-$3.5B
Cap. Flow
% of AUM
-7.66%
Top 10 Holdings %
Top 10 Hldgs %
46.96%
Holding
4,643
New
522
Increased
870
Reduced
980
Closed
966
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$129M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$57.9M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$46.7M |
| 4 |
Morgan Stanley
MS
|
+$44.6M |
| 5 |
Qualcomm
QCOM
|
+$38.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$86.6M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$67.4M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$55M |
| 4 |
Meta Platforms (Facebook)
META
|
+$51.5M |
| 5 |
DuPont de Nemours
DD
|
+$38.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.42% |
| 2 | Financials | 0.41% |
| 3 | Technology | 0.36% |
| 4 | Industrials | 0.22% |
| 5 | Healthcare | 0.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $13.8M | 0.03% |
97,100
-234,800
| -71% | -$31.1M |
|
302
CALL
Philip Morris
PM
$297B
| $13.6M | 0.03% |
138,900
-345,500
| -71% | -$31.7M |
|
303
CALL
Walmart Inc
WMT
$885B
| $13.5M | 0.03% |
591,900
-201,000
| -25% | -$4.41M |
|
304
CALL
Chevron
CVX
$392B
| $13.4M | 0.03% |
141,000
-110,600
| -44% | -$9.67M |
|
305
CALL
Royal Gold
RGLD
$16.8B
| $13.3M | 0.03% |
259,800
+220,200
| +556% | +$8.98M |
|
306
CALL
VanEck Oil Services ETF
OIH
$2.06B
| $13.3M | 0.03% |
25,000
-44,085
| -64% | -$21.6M |
|
307
CALL
Franco-Nevada
FNV
$41.1B
| $13.3M | 0.03% |
216,100
+80,500
| +59% | +$4.32M |
|
308
American Airlines Group
AAL
$10.1B
| $13.1M | 0.03% |
319,352
-315,039
| -50% | -$12.7M |
|
309
CALL
Harley-Davidson
HOG
$2.58B
| $13M | 0.03% |
254,200
+139,700
| +122% | +$6.1M |
|
310
PUT
FedEx
FDX
$72.7B
| $13M | 0.03% |
79,700
-1,900
| -2% | -$264K |
|
311
United States Oil Fund
USO
$2.02B
| $12.9M | 0.03% |
165,782
+164,905
| +18,803% | +$12.3M |
|
312
CALL
APA Corp
APA
$13.2B
| $12.8M | 0.03% |
261,800
-208,600
| -44% | -$8.67M |
|
313
CALL
Broadcom
AVGO
$1.85T
| $12.7M | 0.03% |
823,460
-101,540
| -11% | -$1.37M |
|
|
314
VanEck Oil Services ETF
OIH
$2.06B
| $12.6M | 0.03% |
23,689
+21,992
| +1,296% | +$10.8M |
|
315
CALL
Ulta Beauty
ULTA
$22B
| $12.6M | 0.03% |
64,800
+32,700
| +102% | +$5.7M |
|
316
PUT
Lockheed Martin
LMT
$134B
| $12.5M | 0.03% |
56,500
-49,300
| -47% | -$10.6M |
|
|
B
317
PUT
Barrick Mining
B
$61.5B
| $12.5M | 0.03% |
920,500
-335,300
| -27% | -$3.9M |
|
318
PUT
American Express
AXP
$227B
| $12.5M | 0.03% |
203,100
-1,646,400
| -89% | -$95.8M |
|
319
PUT
SLB Ltd
SLB
$73.6B
| $12.5M | 0.03% |
168,900
-256,000
| -60% | -$18M |
|
320
Bank of America
BAC
$435B
| $12.4M | 0.03% |
920,174
-1,335,484
| -59% | -$18M |
|
321
United Rentals
URI
$67.2B
| $12.4M | 0.03% |
+199,462
| New | +$11.1M |
|
322
PUT
Prudential Financial
PRU
$42.4B
| $12.4M | 0.03% |
171,500
-81,400
| -32% | -$5.68M |
|
323
PUT
United Parks & Resorts
PRKS
$2.1B
| $12.4M | 0.03% |
588,100
+4,700
| +0.8% | +$87.8K |
|
324
Chipotle Mexican Grill
CMG
$47.2B
| $12.3M | 0.03% |
1,309,850
-1,588,200
| -55% | -$15.1M |
|
325
CALL
Adobe
ADBE
$99.5B
| $12.3M | 0.03% |
130,700
-26,700
| -17% | -$2.31M |
|
Similar funds
Parallax Volatility Advisers's Q1 2016 Portfolio in Review
As of Q1 2016, Parallax Volatility Advisers held 4,643 positions worth $45.6B, down 7.3% from $49.2B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Parallax Volatility Advisers withdrew a net $3.5B in Q1 2016, closing 966 positions and reducing 980 holdings. Its most notable exit was Microsoft, an estimated $86.6M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.42% of assets, down from 0.76% a quarter earlier, followed by Financials and Technology.
Against the trend, Parallax Volatility Advisers opened a new position in US Bancorp worth $15.9M.
- Parallax Volatility Advisers's largest Q1 2016 buy was US Bancorp: 392,705 shares worth $15.9M.
- Parallax Volatility Advisers added most to iShares MSCI Emerging Markets ETF in Q1 2016, an estimated $129M increase.
- Parallax Volatility Advisers's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $67.4M.
- Parallax Volatility Advisers fully exited Microsoft in Q1 2016, selling an estimated $86.6M.
- Parallax Volatility Advisers's ten largest holdings make up 47% of its $45.6B portfolio in Q1 2016.
- Parallax Volatility Advisers opened 522 new positions and closed 966 in Q1 2016.
- Parallax Volatility Advisers's portfolio value fell 7.3% quarter-over-quarter to $45.6B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2016, filed 16 May 2016.