Parallax Volatility Advisers, L.P.

Q4 2023 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
2,118
Total value ($000)
$48,987,666
Net value change ($000)
+4,178,333 (9.3%)
New positions
169
Sold out positions
220
Turnover %
43.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
NVDA 270,459 527.9%
QQQ 251,990 NEW
TLT 135,737 794.5%
XLE 68,574 NEW
MU 61,111 248.9%
XLI 49,158 NEW
NFLX 42,685 166.9%
NKE 36,084 575.2%
GS 31,868 3261.8%
MS 28,927 NEW
Top Reduces (Value $000, Stocks/ETFs)
IWM -157,742 -100.0%
SPY -78,732 -80.9%
MSFT -53,997 -51.4%
META -34,394 -100.0%
CVX -34,125 -71.7%
XOM -32,555 -100.0%
CAT -31,232 -100.0%
U -28,750 -100.0%
TSM -23,974 -74.3%
UPS -22,215 -96.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 45,351,088 (92.6% 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