Parallax Volatility Advisers, L.P.

Q1 2024 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2024
Date filed
5/15/2024
Form type
13F-HR
Num holdings
1,762
Total value ($000)
$44,657,691
Net value change ($000)
-4,329,975 (-8.8%)
New positions
215
Sold out positions
238
Turnover %
65.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2024 Next filing: 8/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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 200,201 NEW
ARM 93,290 NEW
IEF 81,453 NEW
IWM 80,876 NEW
CRWD 61,400 929.5%
UBER 57,677 NEW
GLD 51,940 NEW
AAPL 46,731 262.4%
JPM 39,229 NEW
GOOGL 34,495 157.5%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -251,990 -100.0%
MU -79,677 -93.0%
XLE -68,574 -100.0%
NVDA -66,160 -20.6%
NFLX -58,251 -85.3%
URI -52,058 -82.4%
MSFT -51,154 -100.0%
LULU -46,552 -100.0%
NKE -42,357 -100.0%
V -30,442 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 41,145,370 (92.1% 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