Parallax Volatility Advisers, L.P.

Q2 2022 13F-HR/A Holdings

Location
San Francisco, CA
Holdings as of
6/30/2022
Date filed
8/17/2022
Form type
13F-HR/A - RESTATEMENT
Num holdings
2,886
Total value ($000)
$105,099,655
Net value change ($000)
-86,493,099 (-45.1%)
New positions
352
Sold out positions
323
Turnover %
68.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/16/2022 Next filing: 11/21/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
GSK 1,529,621 NEW
QQQ 153,231 NEW
CI 130,742 55.6%
IEF 65,817 724.3%
BA 57,847 356.3%
META 47,850 NEW
OXY 43,140 757.0%
TSLA 38,127 50.5%
XOM 32,432 NEW
BKNG 31,023 NEW
Top Reduces (Value $000, Stocks/ETFs)
FBK -294,722 -100.0%
TLT -159,931 -100.0%
IWM -102,960 -77.2%
MSFT -74,927 -99.9%
DIS -68,556 -100.0%
GOOGL -64,902 -100.0%
BHC -49,859 -88.5%
GDX -46,306 -100.0%
DAL -41,218 -71.5%
BBWI -40,796 -98.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 61,792,053 (58.8% 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