Parallax Volatility Advisers, L.P.

Q1 2022 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2022
Date filed
5/16/2022
Form type
13F-HR
Num holdings
2,839
Total value ($000)
$191,592,754
Net value change ($000)
+166,473,919 (662.7%)
New positions
643
Sold out positions
108
Turnover %
87.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2022 Next filing: 8/17/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 2021
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)
FBK 294,722 NEW
TLT 159,931 NEW
IWM 133,283 NEW
CEF 77,431 NEW
TSLA 75,482 NEW
MSFT 75,022 NEW
CI 58,177 32.8%
GDX 46,306 NEW
GFL 46,290 NEW
BBWI 41,410 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMD -243,656 -90.0%
GOOGL -183,665 -89.5%
AMZN -151,206 -100.0%
BHC -126,319 -69.2%
COST -124,545 -86.0%
AAPL -121,835 -99.9%
C -67,574 -69.8%
XYZ -60,063 -78.6%
AZO -50,911 -100.0%
BRK-B -46,389 -73.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 187,001,380 (97.6% 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