Parallax Volatility Advisers, L.P.

Q1 2021 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2021
Date filed
5/14/2021
Form type
13F-HR
Num holdings
900
Total value ($000)
$23,466,096
Net value change ($000)
-12,594,367 (-34.9%)
New positions
84
Sold out positions
170
Turnover %
20.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/16/2021 Next filing: 8/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
CI 133,632 956.7%
BABA 127,305 110.8%
BHC 75,986 96.1%
C 64,210 45.0%
AMAT 42,432 346.7%
CLF 29,165 4142.8%
ENOV 25,383 25.7%
AMT 22,442 175.9%
DE 19,379 105.2%
BIDU 18,119 33.6%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -193,728 -60.9%
DIS -151,221 -100.0%
BA -96,563 -80.6%
AAPL -93,100 -29.8%
AMZN -77,055 -49.8%
GOOGL -72,915 -30.3%
COST -57,238 -76.4%
BAC -43,443 -90.7%
ABBV -41,759 -84.5%
XOM -37,452 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 20,223,816 (86.2% 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