Parallax Volatility Advisers, L.P.

Q1 2023 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
2,655
Total value ($000)
$48,943,789
Net value change ($000)
-15,482,792 (-24.0%)
New positions
251
Sold out positions
270
Turnover %
34.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/27/2023 Next filing: 8/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
GDX 106,268 557.8%
SMH 91,972 NEW
KRE 84,288 3311.9%
GLD 82,965 NEW
IWM 71,543 NEW
NVDA 69,514 103752.2%
BRK-B 47,961 283.0%
JD 46,264 251.0%
XLK 39,975 NEW
CI 39,670 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPY -495,337 -100.0%
QQQ -441,873 -100.0%
XLE -165,207 -80.6%
BKNG -69,649 -95.3%
CAT -40,076 -100.0%
UAL -37,105 -98.6%
CRWD -33,517 -100.0%
TTD -30,671 -100.0%
DG -26,919 -84.3%
GM -25,474 -99.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 46,093,298 (94.2% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type