Parallax Volatility Advisers, L.P.

Q3 2021 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
952
Total value ($000)
$28,408,802
Net value change ($000)
-12,028,381 (-29.7%)
New positions
113
Sold out positions
246
Turnover %
50.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AMD 146,673 520.4%
BIDU 104,730 3491000.0%
ADBE 93,869 89.4%
AMAT 65,029 184.7%
AAPL 60,384 55398.2%
BKNG 55,201 239.4%
BYND 29,412 NEW
CMG 24,614 468.7%
AIY 24,260 514.2%
DKNG 20,874 NEW
Top Reduces (Value $000, Stocks/ETFs)
META -365,337 -100.0%
GOOGL -166,138 -34.8%
CI -100,992 -70.9%
BABA -97,028 -56.5%
AMZN -60,921 -24.6%
EBAY -60,779 -100.0%
FDX -57,202 -100.0%
INTC -47,606 -100.0%
INTU -45,887 -100.0%
FCX -34,593 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 25,387,025 (89.4% 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