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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
KRNY icon
3251
Kearny Financial
KRNY
$632M
-37,360
Closed -$472K
KSS icon
3252
Kohl's
KSS
$1.99B
-27,656
Closed -$1.59M
KTB icon
3253
Kontoor Brands
KTB
$3.67B
-498,660
Closed -$24.2M
LAUR icon
3254
CALL
Laureate Education
LAUR
$4.96B
-170,000
Closed -$2.31M
LAUR icon
3255
Laureate Education
LAUR
$4.96B
-2,410
Closed -$33K
LBTYK icon
3256
PUT
Liberty Global Class C
LBTYK
$3.53B
-1,800
Closed -$46K
HAPN
3257
PUT
Happen Inc
HAPN
$1.94B
-150,000
Closed -$2.48M
LCID icon
3258
CALL
Lucid Motors
LCID
$1.68B
-60,810
Closed -$14.1M
LCID icon
3259
Lucid Motors
LCID
$1.68B
-19
Closed -$4K
LDOS icon
3260
Leidos
LDOS
$16.1B
-345
Closed -$33K
LDOS icon
3261
PUT
Leidos
LDOS
$16.1B
-2,100
Closed -$203K
LEG
3262
DELISTED
Leggett & Platt
LEG
-14,482
Closed -$661K
LEG
3263
PUT
DELISTED
Leggett & Platt
LEG
-66,700
Closed -$3.04M
LEVI icon
3264
Levi Strauss
LEVI
$7.83B
-167
Closed -$4.59K
LII icon
3265
CALL
Lennox International
LII
$13B
-16,000
Closed -$4.99M
LILAK icon
3266
CALL
Liberty Latin America Class C
LILAK
$1.69B
-79,420
Closed -$937K
LIN icon
3267
Linde
LIN
$215B
-52,041
Closed -$15.2M
LITE icon
3268
CALL
Lumentum
LITE
$88.7B
-120,900
Closed -$11M
LITE icon
3269
Lumentum
LITE
$88.7B
-34
Closed -$3K
LITE icon
3270
PUT
Lumentum
LITE
$88.7B
-300
Closed -$27K
LMND icon
3271
Lemonade
LMND
$3.81B
-61,436
Closed -$5.58M
LMT icon
3272
Lockheed Martin
LMT
$121B
-11,338
Closed -$4.36M
LNW
3273
DELISTED
Light & Wonder
LNW
-87,573
Closed -$3.37M
LNW
3274
PUT
DELISTED
Light & Wonder
LNW
-1,300
Closed -$50K
LOGI icon
3275
CALL
Logitech
LOGI
$14.1B
-100
Closed -$10K

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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.