Parallax Volatility Advisers, L.P.

Q3 2022 13F-HR/A Holdings

Location
San Francisco, CA
Holdings as of
9/30/2022
Date filed
11/21/2022
Form type
13F-HR/A - RESTATEMENT
Num holdings
3,093
Total value ($000)
$64,688,009
Net value change ($000)
-40,411,646 (-38.5%)
New positions
339
Sold out positions
298
Turnover %
57.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/17/2022 Next filing: 2/27/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
QQQ 398,064 259.8%
IWM 390,742 1288.6%
SPY 318,259 1222.5%
HYG 81,163 NEW
TLT 70,342 NEW
DIS 62,250 NEW
CRWD 57,617 1351.2%
TSM 54,374 363.4%
WMT 45,152 2660.7%
SBUX 43,639 NEW
Top Reduces (Value $000, Stocks/ETFs)
GSK -1,529,621 -100.0%
TSLA -113,541 -99.9%
IEF -71,794 -95.8%
BA -53,100 -71.7%
ADBE -49,445 -99.9%
META -47,800 -99.9%
GFL -40,898 -100.0%
XBI -39,662 -88.4%
TBT -32,060 -86.2%
WDAY -31,449 -72.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 59,699,590 (92.3% 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