Parallax Volatility Advisers, L.P.

Q2 2024 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
1,943
Total value ($000)
$46,451,579
Net value change ($000)
+1,793,888 (4.0%)
New positions
202
Sold out positions
171
Turnover %
30.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2024 Next filing: 11/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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 251,475 98.4%
GE 66,849 93.8%
GOOGL 64,521 114.4%
PDD 55,969 NEW
GS 51,047 195.3%
HYG 47,963 NEW
QQQ 47,941 NEW
GEV 44,570 NEW
KWEB 41,546 2484.8%
AXP 36,684 102.0%
Top Reduces (Value $000, Stocks/ETFs)
TLT -105,969 -79.5%
ARM -93,290 -100.0%
IWM -68,852 -85.1%
META -68,760 -34.3%
AAPL -59,451 -92.1%
GOOGL -50,318 -82.0%
IEF -38,378 -47.1%
C -33,186 -100.0%
UBER -30,425 -52.8%
KRE -27,125 -78.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 42,520,076 (91.5% 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