Parallax Volatility Advisers, L.P.

Q1 2020 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
2,435
Total value ($000)
$77,849,046
Net value change ($000)
-8,840,842 (-10.2%)
New positions
196
Sold out positions
219
Turnover %
5.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
META 184,665 212.4%
GOOGL 151,551 218.2%
TLT 141,321 566.9%
EFA 132,238 553.4%
GOOGL 120,760 114.2%
PANW 117,709 2326.3%
UNP 104,101 942.3%
BMY 94,940 306258.1%
AMZN 90,657 52.9%
TXN 87,482 492.3%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -445,110 -63.2%
EEM -246,852 -85.8%
NVDA -123,357 -54.7%
IEF -61,117 -66.1%
C -52,045 -63.7%
FIS -44,775 -95.6%
Change Healthcare Inc. -39,350 -100.0%
BIDU -38,127 -49.4%
FLYYQ -38,026 -100.0%
EMB -37,081 -91.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 68,227,865 (87.6% 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