Parallax Volatility Advisers, L.P.

Q4 2021 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
961
Total value ($000)
$25,118,835
Net value change ($000)
-3,289,967 (-11.6%)
New positions
91
Sold out positions
103
Turnover %
18.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
CI 135,713 327.4%
AMD 95,917 54.9%
XYZ 76,439 NEW
AAPL 61,481 101.6%
DIS 52,360 106.1%
DOCU 44,555 449.1%
BRK-B 38,621 158.6%
DHI 33,253 291.8%
AZO 33,181 187.1%
COIN 32,353 232.4%
Top Reduces (Value $000, Stocks/ETFs)
ADBE -164,003 -82.5%
GOOGL -105,686 -34.0%
AMAT -97,604 -97.4%
BIDU -81,257 -77.6%
BABA -74,659 -100.0%
BKNG -61,405 -78.5%
BA -38,190 -39.4%
AVGO -36,478 -84.5%
AMZN -35,269 -18.9%
CMG -24,225 -81.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,061,962 (87.8% 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