Parallax Volatility Advisers, L.P.

Q3 2023 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
2,242
Total value ($000)
$44,809,333
Net value change ($000)
-1,124,504 (-2.4%)
New positions
189
Sold out positions
213
Turnover %
39.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2023 Next filing: 2/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 105,151 NEW
SPY 97,372 NEW
IWM 75,131 90.9%
URI 34,887 497.9%
CAT 31,232 NEW
U 28,750 NEW
TSM 24,776 330.2%
NVDA 23,972 87.9%
UPS 22,966 NEW
COP 20,237 54694.6%
Top Reduces (Value $000, Stocks/ETFs)
META -109,940 -76.2%
PDD -95,987 -98.6%
GLD -65,599 -82.2%
XLE -53,679 -100.0%
SMH -47,132 -87.9%
GOOGL -45,677 -100.0%
XLI -45,176 -100.0%
GOOGL -42,164 -100.0%
MDB -33,437 -62.2%
CMG -26,804 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 41,961,912 (93.6% 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