Parallax Volatility Advisers, L.P.

Q2 2023 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
2,322
Total value ($000)
$45,933,837
Net value change ($000)
-3,009,952 (-6.1%)
New positions
174
Sold out positions
311
Turnover %
26.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
META 144,186 97423.0%
PDD 87,093 845.6%
CVX 41,495 NEW
XLI 40,463 858.5%
MDB 35,914 200.9%
GOOGL 34,911 324.3%
ABNB 34,205 488642.9%
UBER 33,536 738.4%
GOOGL 31,977 313.9%
BAC 28,958 583.0%
Top Reduces (Value $000, Stocks/ETFs)
GDX -125,320 -100.0%
KRE -62,535 -72.0%
JD -58,541 -90.5%
NVDA -42,316 -60.8%
SMH -38,375 -41.7%
XLV -33,064 -100.0%
XLK -30,391 -76.0%
CMCSA -26,072 -100.0%
XLF -25,424 -80.3%
CI -23,874 -60.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 43,025,963 (93.7% 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