Parallax Volatility Advisers, L.P.

Q4 2022 13F-HR/A Holdings

Location
San Francisco, CA
Holdings as of
12/31/2022
Date filed
2/27/2023
Form type
13F-HR/A - RESTATEMENT
Num holdings
2,827
Total value ($000)
$64,426,581
Net value change ($000)
-261,428 (-0.4%)
New positions
198
Sold out positions
325
Turnover %
38.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/21/2022 Next filing: 5/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
XLE 204,983 NEW
SPY 151,045 43.9%
BKNG 66,213 958.9%
CMCSA 46,484 244652.6%
XLV 42,421 390.9%
UAL 33,508 812.3%
V 29,416 NEW
BAC 27,789 1524.4%
TTD 22,991 299.4%
KWEB 20,568 NEW
Top Reduces (Value $000, Stocks/ETFs)
IWM -421,065 -100.0%
CI -405,815 -100.0%
QQQ -109,422 -19.8%
HYG -81,163 -100.0%
TLT -70,342 -100.0%
TSM -65,712 -94.8%
DIS -62,250 -100.0%
DDOG -40,922 -100.0%
OXY -36,623 -60.7%
DOCU -34,233 -92.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 60,563,535 (94.0% 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