Parallax Volatility Advisers, L.P.
Institutional investor · Portfolio as of Q3 2019
Top Holdings2,257 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
STATE STREET SPDR S&P 500 ETF TRUST CL USD INC | 64.2M | $19B | 21.4% | — | — | — | Decreased — |
STATE STREET SPDR S&P 500 ETF TRUST CL USD INC | 17.5M | $5.2B | 5.8% | — | — | — | Decreased — |
INVESCO QQQ TRUST SERIES 1 CL USD INC | 21.4M | $4B | 4.5% | — | — | — | Increased — |
INVESCO QQQ TRUST SERIES 1 CL USD INC | 19.9M | $3.8B | 4.2% | — | — | — | Decreased — |
ISHARES RUSSELL 2000 ETF ETF | 23.8M | $3.6B | 4.1% | — | — | — | Increased — |
APPLE INC | 8.5M | $1.9B | 2.1% | — | — | — | Decreased — |
ISHARES TR | 35.7M | $1.4B | 1.6% | — | — | — | Increased — |
ISHARES MSCI EMERGING MARKETS INDEX FUND | 34.3M | $1.4B | 1.6% | — | — | — | Increased — |
ISHARES MSCI EAFE ETF CL USD INC | 20.9M | $1.4B | 1.5% | — | — | — | Decreased — |
ISHR IBX USD HIYLD CB ETF-UI | 14.4M | $1.3B | 1.4% | — | — | — | Increased — |
APPLE INC | 5.4M | $1.2B | 1.4% | — | — | — | Increased — |
AMAZON.COM INC | 628,600 | $1.1B | 1.2% | — | — | — | Increased — |
INVESCO QQQ TRUST SERIES 1 CL USD INC | 5.4M | $1B | 1.1% | $173.23 | +3.95% | 4 qtrssince 2018-Q4 | Decreased 0 |
META PLATFORMS INC-CLASS A | 4.8M | $857M | 1.0% | — | — | — | Decreased — |
MICROSOFT CORP | 6M | $828.1M | 0.9% | — | — | — | Decreased — |
ISHARES RUSSELL 2000 ETF ETF | 5.3M | $800.2M | 0.9% | — | — | — | Decreased — |
MICROSOFT CORP | 4.8M | $674.3M | 0.8% | — | — | — | Decreased — |
STATE STREET SPDR S&P 500 ETF TRUST CL USD INC | 2.2M | $642.1M | 0.7% | $248.03 | +8.60% | 4 qtrssince 2018-Q4 | Decreased 0 |
ALPHABET INC-CL A | 513,200 | $626.7M | 0.7% | — | — | — | Increased — |
AMAZON.COM INC | 358,800 | $622.9M | 0.7% | — | — | — | Decreased — |
Parallax Volatility Advisers, L.P. manages $88.9B across 2257 positions as of Q3 2019. Top holdings: SPY (21.4%), SPY (5.8%), QQQ (4.5%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 1.5/5.0.
Active quarter - 193 new positions, 1532 exits, 388 increased. No standout high-conviction moves this quarter. Portfolio: $88.9B across 2257 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