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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-14.77%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
Qorvo
QRVO
+$29M

Sector Composition

Rank Sector Weight
1 Financials 1.17%
2 Technology 1.06%
3 Communication Services 0.75%
4 Consumer Discretionary 0.72%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UCTT
2001
Ultra Clean Holdings
UCTT
$3.95B
$79K ﹤0.01%
+9,300
New +$90.9K
SWN
2002
DELISTED
Southwestern Energy Company
SWN
$79K ﹤0.01%
23,263
+11,308
+95% +$55.6K
KRA
2003
DELISTED
Kraton Corporation
KRA
$79K ﹤0.01%
+3,600
New +$106K
CUTR
2004
DELISTED
Cutera, Inc.
CUTR
$78K ﹤0.01%
+4,600
New +$93.8K
HSTO
2005
CALL
DELISTED
Histogen Inc. Common Stock
HSTO
$78K ﹤0.01%
225
– –
NBL
2006
PUT
DELISTED
Noble Energy, Inc.
NBL
$78K ﹤0.01%
+4,200
New +$107K
ASUR icon
2007
CALL
Asure Software
ASUR
$250M
$76K ﹤0.01%
15,000
-15,000
-50% -$124K
LBRDK icon
2008
Liberty Broadband Class C
LBRDK
$5.15B
$76K ﹤0.01%
1,053
+350
+50% +$28.1K
ISBC
2009
DELISTED
Investors Bancorp, Inc.
ISBC
$76K ﹤0.01%
7,293
+4,758
+188% +$54.9K
AMTD
2010
DELISTED
TD Ameritrade Holding Corp
AMTD
$76K ﹤0.01%
1,559
+1,248
+401% +$63.5K
AMX icon
2011
CALL
America Movil
AMX
$71.2B
$75K ﹤0.01%
+5,200
New +$74.7K
BFH icon
2012
Bread Financial
BFH
$4.38B
$74K ﹤0.01%
619
+611
+7,638% +$95.8K
DINO icon
2013
HF Sinclair
DINO
$14.5B
$74K ﹤0.01%
1,443
+697
+93% +$42.7K
DSGR icon
2014
Distribution Solutions Group
DSGR
$1.61B
$74K ﹤0.01%
4,712
– –
FBIN icon
2015
Fortune Brands Innovations
FBIN
$6.06B
$73K ﹤0.01%
2,249
-5,027
-69% -$190K
BRSL
2016
CALL
Brightstar Lottery PLC
BRSL
$2.03B
$73K ﹤0.01%
+5,000
New +$82.7K
NOC icon
2017
PUT
Northrop Grumman
NOC
$81.2B
$73K ﹤0.01%
300
-7,100
-96% -$1.96M
CGC
2018
Canopy Growth
CGC
$410M
$72K ﹤0.01%
+266
New +$99.9K
EWM icon
2019
iShares MSCI Malaysia ETF
EWM
$332M
$72K ﹤0.01%
2,404
+660
+38% +$20K
LIN icon
2020
Linde
LIN
$226B
$72K ﹤0.01%
+461
New +$72.9K
LVS icon
2021
CALL
Las Vegas Sands
LVS
$29.6B
$72K ﹤0.01%
1,400
-203,500
-99% -$11M
PGR icon
2022
CALL
Progressive
PGR
$125B
$72K ﹤0.01%
+1,200
New +$79.8K
AEO icon
2023
CALL
American Eagle Outfitters
AEO
$3.01B
$71K ﹤0.01%
+3,600
New +$75K
HEWJ icon
2024
iShares Currency Hedged MSCI Japan ETF
HEWJ
$747M
$70K ﹤0.01%
2,481
+2,480
+248,000% +$77.1K
KBE icon
2025
State Street SPDR S&P Bank ETF
KBE
$1.71B
$70K ﹤0.01%
1,870
-296,101
-99% -$12.6M
79 80
81
82 83

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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Parallax Volatility Advisers's Q4 2018 Portfolio in Review

As of Q4 2018, Parallax Volatility Advisers held 4,605 positions worth $75.6B, down 7.7% from $81.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $6.45B of net new capital in Q4 2018, opening 1,010 new positions and adding to 1,014 existing holdings. Its largest new stake was Merck: 1,147,960 shares worth $83.7M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the largest reduction was Amarin Corp, an estimated $53.5M trimmed.

  • Parallax Volatility Advisers's largest Q4 2018 buy was Merck: 1,147,960 shares worth $83.7M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $842M increase.
  • Parallax Volatility Advisers's biggest Q4 2018 reduction was Amarin Corp, cutting an estimated $53.5M.
  • Parallax Volatility Advisers fully exited News Corp Class A in Q4 2018, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $75.6B portfolio in Q4 2018.
  • Parallax Volatility Advisers opened 1,010 new positions and closed 718 in Q4 2018.
  • Parallax Volatility Advisers's portfolio value fell 7.7% quarter-over-quarter to $75.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2018, filed 14 Feb 2019.