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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-0.7%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$21.4B
AUM Growth
–
Cap. Flow
+$1.77B
Cap. Flow
% of AUM
8.27%
Top 10 Holdings %
Top 10 Hldgs %
27.26%
Holding
2,579
New
2,577
Increased
–
Reduced
–
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$269M |
| 2 |
Procter & Gamble
PG
|
+$240M |
| 3 |
SPDR Gold Trust
GLD
|
+$110M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$51.9M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$49M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 93.08% |
| 2 | Technology | 1.57% |
| 3 | Consumer Staples | 1.44% |
| 4 | Financials | 1.27% |
| 5 | Consumer Discretionary | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
iShares Russell 2000 ETF
IWM
$79.1B
| $1.13B | 5.28% |
+11,637,500
| New | +$1.11B |
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $960M | 4.49% |
+5,984,800
| New | +$964M |
|
|
3
PUT
Apple
AAPL
$4.61T
| $818M | 3.83% |
+57,761,200
| New | +$889M |
|
|
4
CALL
iShares MSCI Brazil ETF
EWZ
$8.65B
| $493M | 2.31% |
+11,235,600
| New | +$584M |
|
|
5
PUT
iShares Russell 2000 ETF
IWM
$79.1B
| $451M | 2.11% |
+4,650,700
| New | +$444M |
|
6
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.9B
| $418M | 1.96% |
+10,864,700
| New | +$451M |
|
7
PUT
Citigroup
C
$232B
| $418M | 1.96% |
+8,716,100
| New | +$419M |
|
8
PUT
iShares MSCI EAFE ETF
EFA
$78.8B
| $412M | 1.93% |
+7,194,900
| New | +$435M |
|
|
9
CALL
Citigroup
C
$232B
| $386M | 1.81% |
+8,046,100
| New | +$387M |
|
|
10
CALL
iShares MSCI EAFE ETF
EFA
$78.8B
| $340M | 1.59% |
+5,941,100
| New | +$359M |
|
11
PUT
Alphabet (Google) Class C
GOOG
$4.01T
| $335M | 1.57% |
+15,293,108
| New | +$323M |
|
12
CALL
Microsoft
MSFT
$3.65T
| $306M | 1.43% |
+8,855,300
| New | +$290M |
|
|
13
CALL
Apple
AAPL
$4.61T
| $304M | 1.42% |
+21,434,000
| New | +$330M |
|
14
CALL
ExxonMobil
XOM
$679B
| $296M | 1.38% |
+3,271,800
| New | +$294M |
|
|
15
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $286M | 1.34% |
+1,785,200
| New | +$288M |
|
16
PUT
Morgan Stanley
MS
$339B
| $285M | 1.34% |
+11,685,400
| New | +$277M |
|
|
17
PUT
iShares MSCI Brazil ETF
EWZ
$8.65B
| $280M | 1.31% |
+6,386,000
| New | +$332M |
|
|
18
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.9B
| $268M | 1.26% |
+6,969,000
| New | +$289M |
|
19
CALL
United States Oil Fund
USO
$1.69B
| $252M | 1.18% |
+921,338
| New | +$247M |
|
|
20
PUT
SPDR Gold Trust
GLD
$149B
| $248M | 1.16% |
+2,083,900
| New | +$285M |
|
|
21
Apple
AAPL
$4.61T
| $247M | 1.16% |
+17,474,744
| New | +$269M |
|
|
22
PUT
Microsoft
MSFT
$3.65T
| $236M | 1.1% |
+6,836,200
| New | +$224M |
|
|
23
Procter & Gamble
PG
$331B
| $236M | 1.1% |
+3,059,624
| New | +$240M |
|
24
PUT
Wells Fargo
WFC
$272B
| $231M | 1.08% |
+5,607,200
| New | +$218M |
|
25
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
| $231M | 1.08% |
+5,423,400
| New | +$230M |
|
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TI
Parallax Volatility Advisers's Q2 2013 Portfolio in Review
Q2 2013 is the first quarter with a 13F filing on record for Parallax Volatility Advisers, which disclosed 2,579 positions worth $21.4B. Its ten largest holdings account for 27% of the portfolio.
Its largest position is Apple: 17,474,744 shares worth $247M.
By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, followed by Technology and Consumer Staples.
- Parallax Volatility Advisers's largest Q2 2013 buy was Apple: 17,474,744 shares worth $247M.
- Parallax Volatility Advisers's ten largest holdings make up 27% of its $21.4B portfolio in Q2 2013.
- Parallax Volatility Advisers disclosed 2,579 positions in Q2 2013, its first 13F filing on record.
Based on Parallax Volatility Advisers's 13F filing for Q2 2013, filed 14 Aug 2013.