Parallax Volatility Advisers, L.P.

Q3 2020 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
9/30/2020
Date filed
11/13/2020
Form type
13F-HR
Num holdings
3,013
Total value ($000)
$134,975,190
Net value change ($000)
+49,478,830 (57.9%)
New positions
291
Sold out positions
118
Turnover %
3.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
CRM 195,440 716.6%
ADBE 182,996 702.9%
META 152,597 66.6%
GOOGL 149,616 315.2%
AMD 138,398 351.9%
NVDA 109,398 182.6%
BABA 100,195 363.7%
MSFT 98,168 49.0%
GOOGL 93,009 166.7%
WMT 84,881 740.7%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -107,861 -58.3%
GLD -106,430 -76.0%
EFA -105,015 -68.8%
NEE -35,129 -40.4%
BRK-B -34,845 -58.1%
DGX -33,006 -97.5%
SPOT -27,289 -69.8%
SBUX -25,323 -42.3%
BAC -23,582 -39.7%
DTE -21,314 -38.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 124,717,994 (92.4% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type