Parallax Volatility Advisers, L.P.

Q2 2020 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
2,688
Total value ($000)
$85,496,360
Net value change ($000)
+7,647,314 (9.8%)
New positions
209
Sold out positions
146
Turnover %
5.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2020 Next filing: 11/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 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)
SPY 249,578 66.0%
GLD 131,830 1593.3%
BRK-B 46,807 355.8%
NEE 39,882 354.6%
BAC 36,727 161.7%
BHC 33,865 483.9%
DGX 32,911 3535.0%
SE 32,818 117.7%
NEE 32,263 59.1%
C 32,158 108.3%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -245,888 -65.8%
GOOGL -173,529 -78.5%
GOOGL -170,727 -75.4%
TLT -150,676 -90.6%
PANW -116,080 -94.6%
UNP -103,607 -90.0%
BABA -93,702 -77.3%
BMY -92,253 -97.1%
BA -86,665 -99.1%
ADBE -77,211 -74.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 78,357,332 (91.6% 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