Parallax Volatility Advisers, L.P.

Q4 2019 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
12/31/2019
Date filed
2/14/2020
Form type
13F-HR
Num holdings
2,409
Total value ($000)
$86,689,888
Net value change ($000)
—
New positions
919
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2014 Next filing: 5/15/2020 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
QQQ 704,612 —
SPY 387,732 —
AAPL 310,640 —
EEM 287,601 —
NVDA 225,402 —
AMZN 171,354 —
MSFT 141,671 —
AMD 125,748 —
GOOGL 105,774 —
BA 103,132 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 79,361,312 (91.5% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type