We are live on ! Find out more
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
JACK icon
3226
Jack in the Box
JACK
$283M
-1,638
Closed -$192K
JAMF
3227
CALL
DELISTED
Jamf
JAMF
-30,000
Closed -$1.06M
JAMF
3228
DELISTED
Jamf
JAMF
-13,448
Closed -$475K
JAMF
3229
PUT
DELISTED
Jamf
JAMF
-30,000
Closed -$1.06M
JCI icon
3230
Johnson Controls International
JCI
$87.8B
-1,476
Closed -$95.2K
JEF icon
3231
CALL
Jefferies Financial Group
JEF
$12.7B
-339,950
Closed -$9.78M
JEF icon
3232
Jefferies Financial Group
JEF
$12.7B
-36,773
Closed -$1.06M
JELD icon
3233
CALL
JELD-WEN Holding
JELD
$182M
-50,000
Closed -$1.39M
JELD icon
3234
JELD-WEN Holding
JELD
$182M
-4,043
Closed -$112K
JMIA
3235
Jumia Technologies
JMIA
$1B
-228,412
Closed -$6.91M
JNJ icon
3236
Johnson & Johnson
JNJ
$644B
-130,969
Closed -$21.7M
KBE icon
3237
State Street SPDR S&P Bank ETF
KBE
$1.58B
$0 ﹤0.01%
1
-11,830
-100% -$631K
KDP icon
3238
Keurig Dr Pepper
KDP
$43.7B
-35,786
Closed -$1.23M
KGC icon
3239
Kinross Gold
KGC
$35.9B
-28,745
Closed -$213K
KIM icon
3240
Kimco Realty
KIM
$15.8B
-489
Closed -$9K
KIM icon
3241
PUT
Kimco Realty
KIM
$15.8B
-12,000
Closed -$225K
TBHC
3242
CALL
DELISTED
The Brand House Collective
TBHC
-255,000
Closed -$7.17M
TBHC
3243
DELISTED
The Brand House Collective
TBHC
-2,222
Closed -$62K
KMB icon
3244
Kimberly-Clark
KMB
$32.8B
-20,013
Closed -$2.67M
KMI icon
3245
Kinder Morgan
KMI
$69.9B
-28,989
Closed -$517K
KNX icon
3246
CALL
Knight Transportation
KNX
$11.2B
-300
Closed -$15K
KNX icon
3247
Knight Transportation
KNX
$11.2B
-112,753
Closed -$5.42M
KNX icon
3248
PUT
Knight Transportation
KNX
$11.2B
-100
Closed -$5K
KOPN icon
3249
Kopin
KOPN
$792M
-3,399
Closed -$28.2K
KRE icon
3250
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$0 ﹤0.01%
1
-89,287
-100% -$6.1M

Similar funds

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.