Parallax Volatility Advisers, L.P.

Q4 2020 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
1,086
Total value ($000)
$36,060,463
Net value change ($000)
-98,914,727 (-73.3%)
New positions
115
Sold out positions
827
Turnover %
157.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2020 Next filing: 5/14/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AAPL 181,771 138.8%
GOOGL 169,109 113.6%
BA 94,606 375.3%
DIS 93,028 159.9%
AAL 76,143 737.0%
CMG 59,747 567.5%
BHC 47,129 147.5%
ABBV 45,099 1043.7%
GOOGL 43,912 22.3%
BIDU 35,370 191.3%
Top Reduces (Value $000, Stocks/ETFs)
SPY -609,414 -100.0%
META -381,571 -100.0%
MSFT -298,633 -100.0%
CRM -222,712 -100.0%
NVDA -169,316 -100.0%
IWM -147,686 -100.0%
ADBE -112,203 -53.7%
NFLX -106,609 -100.0%
WMT -96,341 -100.0%
JNJ -91,979 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 31,688,687 (87.9% 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