Parallax Volatility Advisers, L.P.
Institutional investor · Portfolio as of Q2 2020
Top Holdings2,682 positions
State Street SPDR S&P 500 ETF | 51.6M | $15.9B | 18.6% | — | — | — | Decreased — |
State Street SPDR S&P 500 ETF | 13M | $4B | 4.7% | — | — | — | Decreased — |
iShares Russell 2000 ETF | 18.2M | $2.6B | 3.0% | — | — | — | Increased — |
Invesco QQQ Trust Series I | 8.6M | $2.1B | 2.5% | — | — | — | Decreased — |
Apple Inc. | 5.2M | $1.9B | 2.2% | — | — | — | Decreased — |
Microsoft Corporation | 7.5M | $1.5B | 1.8% | — | — | — | Increased — |
iShares Russell 2000 ETF | 10.1M | $1.4B | 1.7% | — | — | — | Increased — |
Invesco QQQ Trust Series I | 4.9M | $1.2B | 1.4% | — | — | — | Decreased — |
Amazon.com, Inc. | 319,800 | $882.3M | 1.0% | — | — | — | Decreased — |
Meta Platforms Inc | 3.6M | $825.2M | 1.0% | — | — | — | Decreased — |
Apple Inc. | 2.1M | $759.6M | 0.9% | — | — | — | Decreased — |
Microsoft Corporation | 3.3M | $681.3M | 0.8% | — | — | — | Decreased — |
SPDR GOLD TR | 4M | $662M | 0.8% | — | — | — | Decreased — |
State Street SPDR S&P 500 ETF | 2M | $627.5M | 0.7% | $255.63 | +10.81% | 7 qtrssince 2018-Q4 | Increased 59 |
ISHARES TR | 9.5M | $581.2M | 0.7% | — | — | — | Decreased — |
Tesla, Inc. | 530,500 | $572.8M | 0.7% | — | — | — | Increased — |
ISHARES TR | 14.3M | $566.6M | 0.7% | — | — | — | Decreased — |
Netflix, Inc. | 1.2M | $558.9M | 0.7% | — | — | — | Increased — |
ISHARES TR | 6.7M | $544.4M | 0.6% | — | — | — | Decreased — |
Alphabet Inc. | 340,300 | $482.6M | 0.6% | — | — | — | Decreased — |
Parallax Volatility Advisers, L.P. manages $85.5B across 2682 positions as of Q2 2020. Top holdings: SPY puts (18.6%), SPY calls (4.7%), IWM puts (3.0%). Fund DNA: Diversified Scout. HoldingsIntel Score: 1.5/5.0.
Active quarter - 217 new positions, 160 exits, 318 increased. Top move: SPY (INCREASED, conviction 59). Portfolio: $85.5B across 2682 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
Top Winners
Top Losers
Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer
Verify source filings on SEC EDGAR