Parallax Volatility Advisers, L.P.

Q3 2024 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
9/30/2024
Date filed
11/14/2024
Form type
13F-HR
Num holdings
1,989
Total value ($000)
$54,941,364
Net value change ($000)
+8,489,785 (18.3%)
New positions
170
Sold out positions
169
Turnover %
30.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2024 Next filing: 2/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
TLT 75,436 276.4%
META 71,851 54.7%
KRE 68,742 950.4%
IWM 55,605 462.5%
IBM 53,653 NEW
GOOGL 48,443 439.0%
TSM 42,142 262.6%
FXI 26,513 NEW
CVNA 22,784 NEW
GM 22,477 NEW
Top Reduces (Value $000, Stocks/ETFs)
NVDA -67,726 -13.4%
GOOGL -61,815 -51.1%
PDD -55,969 -100.0%
GS -55,929 -72.5%
HYG -47,963 -100.0%
QQQ -47,941 -100.0%
CRWD -47,467 -49.1%
APO -43,990 -100.0%
IEF -43,075 -100.0%
GLD -29,229 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 51,090,487 (93.0% 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