Parallax Volatility Advisers, L.P.

Q2 2021 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
1,416
Total value ($000)
$40,437,183
Net value change ($000)
+16,971,087 (72.3%)
New positions
234
Sold out positions
151
Turnover %
41.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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 365,337 NEW
GOOGL 352,775 284.0%
AMZN 169,871 219.1%
BA 93,079 400.3%
COST 91,907 519.0%
EBAY 60,779 NEW
FDX 57,202 NEW
INTC 47,606 NEW
DIS 46,333 NEW
INTU 45,887 NEW
Top Reduces (Value $000, Stocks/ETFs)
AAPL -219,500 -100.0%
GOOGL -168,047 -100.0%
C -127,616 -61.7%
ENOV -119,822 -96.5%
AMD -87,924 -75.7%
BIDU -71,976 -100.0%
BABA -70,532 -29.1%
AMT -35,201 -100.0%
DE -34,369 -90.9%
CMG -33,701 -86.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 36,729,734 (90.8% 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