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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
-0.7%
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
$21.4B
AUM Growth
–
Cap. Flow
+$21.7B
Cap. Flow
% of AUM
101.62%
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 | Technology | 1.55% |
| 2 | Consumer Staples | 1.44% |
| 3 | Financials | 1.27% |
| 4 | Consumer Discretionary | 0.65% |
| 5 | Materials | 0.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
CALL
Amazon
AMZN
$2.44T
| $198M | 0.93% |
+14,290,000
| New | +$190M |
|
27
PUT
Goldman Sachs
GS
$289B
| $196M | 0.92% |
+1,296,100
| New | +$198M |
|
28
CALL
JPMorgan Chase
JPM
$916B
| $193M | 0.9% |
+3,660,600
| New | +$186M |
|
29
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
| $190M | 0.89% |
+11,152,125
| New | +$187M |
|
30
PUT
ExxonMobil
XOM
$650B
| $163M | 0.76% |
+1,804,500
| New | +$162M |
|
31
PUT
State Street SPDR S&P Retail ETF
XRT
$457M
| $161M | 0.75% |
+4,197,200
| New | +$157M |
|
32
PUT
Bank of America
BAC
$429B
| $158M | 0.74% |
+12,316,300
| New | +$157M |
|
33
PUT
IBM
IBM
$213B
| $155M | 0.73% |
+848,411
| New | +$165M |
|
34
PUT
United Parcel Service
UPS
$88.9B
| $148M | 0.69% |
+1,708,900
| New | +$147M |
|
|
35
CALL
Procter & Gamble
PG
$340B
| $147M | 0.69% |
+1,910,900
| New | +$150M |
|
36
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $143M | 0.67% |
+3,655,800
| New | +$145M |
|
|
37
PUT
JPMorgan Chase
JPM
$916B
| $135M | 0.63% |
+2,555,100
| New | +$130M |
|
|
38
CALL
SPDR Gold Trust
GLD
$131B
| $133M | 0.62% |
+1,119,400
| New | +$153M |
|
39
PUT
Cisco
CSCO
$443B
| $123M | 0.58% |
+5,060,500
| New | +$114M |
|
|
40
PUT
Amazon
AMZN
$2.44T
| $121M | 0.57% |
+8,730,000
| New | +$116M |
|
41
PUT
Walt Disney
DIS
$171B
| $120M | 0.56% |
+1,902,300
| New | +$120M |
|
42
CALL
Morgan Stanley
MS
$319B
| $117M | 0.55% |
+4,800,500
| New | +$114M |
|
|
43
CALL
IBM
IBM
$213B
| $111M | 0.52% |
+605,111
| New | +$118M |
|
44
PUT
Booking.com
BKNG
$156B
| $106M | 0.5% |
+3,217,500
| New | +$98.3M |
|
|
YHOO
45
PUT
DELISTED
Yahoo Inc
YHOO
| $103M | 0.48% |
+4,101,100
| New | +$104M |
|
46
PUT
Merck
MRK
$322B
| $97.3M | 0.46% |
+2,195,979
| New | +$98.1M |
|
|
47
SPDR Gold Trust
GLD
$131B
| $95.7M | 0.45% |
+803,223
| New | +$110M |
|
48
PUT
iShares US Real Estate ETF
IYR
$4.75B
| $94M | 0.44% |
+1,414,400
| New | +$100M |
|
|
49
CALL
Goldman Sachs
GS
$289B
| $93.3M | 0.44% |
+616,600
| New | +$94M |
|
50
CALL
Wells Fargo
WFC
$254B
| $92.4M | 0.43% |
+2,238,100
| New | +$87.2M |
|
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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 Technology at 1.5% of assets, followed by Consumer Staples and Financials.
- 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.