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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.5%
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
$113B
AUM Growth
-$1.98B
Cap. Flow
-$4.61B
Cap. Flow %
-4.06%
Top 10 Hldgs %
39.23%
Holding
3,830
New
638
Increased
884
Reduced
1,240
Closed
891

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.72%
2 Technology 1.2%
3 Consumer Discretionary 1.14%
4 Communication Services 1.04%
5 Healthcare 0.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
CALX icon
3001
Calix
CALX
$2.17B
-7,039
Closed -$244K
CAN
3002
Canaan Creative
CAN
$236M
-25,424
Closed -$289K
CAR icon
3003
Avis
CAR
$4.69B
-105,474
Closed -$8.74M
CARR icon
3004
Carrier Global
CARR
$47.8B
-54
Closed -$2.41K
CAT icon
3005
Caterpillar
CAT
$375B
-92,478
Closed -$21.4M
CB icon
3006
Chubb
CB
$130B
-130
Closed -$21.5K
CBOE icon
3007
PUT
Cboe Global Markets
CBOE
$30.5B
-200
Closed -$20K
CBRE icon
3008
CBRE Group
CBRE
$40.4B
-485
Closed -$41.4K
CBT icon
3009
CALL
Cabot Corp
CBT
$4.1B
-35,100
Closed -$1.84M
CBT icon
3010
Cabot Corp
CBT
$4.1B
-480
Closed -$25K
CCI icon
3011
Crown Castle
CCI
$32B
-5,622
Closed -$1.05M
CCS icon
3012
Century Communities
CCS
$1.77B
-3,928
Closed -$237K
CDW icon
3013
CALL
CDW
CDW
$17.8B
-8,400
Closed -$1.39M
CDW icon
3014
CDW
CDW
$17.8B
-295
Closed -$49K
CERS icon
3015
CALL
Cerus
CERS
$506M
-200
Closed -$1K
CERS icon
3016
Cerus
CERS
$506M
-3,912
Closed -$24K
CERS icon
3017
PUT
Cerus
CERS
$506M
-26,600
Closed -$160K
CFG icon
3018
Citizens Financial Group
CFG
$29.2B
-7,766
Closed -$367K
CGC
3019
Canopy Growth
CGC
$431M
-9,763
Closed -$2.5M
CHEF icon
3020
PUT
Chefs' Warehouse
CHEF
$4.46B
-100
Closed -$3K
CHGG icon
3021
Chegg
CHGG
$84.1M
-7,869
Closed -$652K
CHKP icon
3022
CALL
Check Point Software Technologies
CHKP
$13.8B
-1,600
Closed -$179K
CHKP icon
3023
Check Point Software Technologies
CHKP
$13.8B
-222
Closed -$25K
CHKP icon
3024
PUT
Check Point Software Technologies
CHKP
$13.8B
-3,300
Closed -$368K
CHPT icon
3025
CALL
ChargePoint
CHPT
$240M
-900
Closed -$481K

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Parallax Volatility Advisers's Q2 2021 Portfolio in Review

As of Q2 2021, Parallax Volatility Advisers held 3,830 positions worth $113B, down 1.7% from $115B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Parallax Volatility Advisers withdrew a net $4.61B in Q2 2021, closing 891 positions and reducing 1,240 holdings. Its most notable exit was Sea Limited, an estimated $160M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Parallax Volatility Advisers opened a new position in Xerox worth $13.1M.

  • Parallax Volatility Advisers's largest Q2 2021 buy was Xerox: 557,521 shares worth $13.1M.
  • Parallax Volatility Advisers added most to Alphabet (Google) Class A in Q2 2021, an estimated $316M increase.
  • Parallax Volatility Advisers's biggest Q2 2021 reduction was iShares Russell 2000 ETF, cutting an estimated $435M.
  • Parallax Volatility Advisers fully exited Sea Limited in Q2 2021, selling an estimated $160M.
  • Parallax Volatility Advisers's ten largest holdings make up 39% of its $113B portfolio in Q2 2021.
  • Parallax Volatility Advisers opened 638 new positions and closed 891 in Q2 2021.
  • Parallax Volatility Advisers's portfolio value fell 1.7% quarter-over-quarter to $113B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2021, filed 16 Aug 2021.