PARALLAX VOLATILITY ADVISERS, L.P.
SAN FRANCISCO CA
Investment Advisor
Hedge Fund
Parallax Volatility Advisers is based out of San Francisco. Parallax Volatility Advisers is a hedge fund with 6 clients and discretionary assets under management (AUM) of $24,600,536,413 (Form ADV from 2023-07-12). Their last reported 13F filing for Q4 2023 included $48,987,666,040 in managed 13F securities
and a top 10 holdings concentration of 27.26%. Parallax Volatility Advisers's largest holding is Invesco QQQ Trust, Series 1 with shares held of 6,825,500. Whalewisdom has at least 67 13F filings, 8 13G filings, and 4 Form 4 filings
2023-12-31
Top Buys (13F)
Name | % Change |
---|---|
QQQ Invesco QQQ Trust, S (PUT) | 2.75% |
SPY SPDR S&P 500 ETF TRU (CALL) | 1.94% |
NVDA NVIDIA Corp. | 0.54% |
QQQ Invesco QQQ Trust, S | 0.51% |
COIN Coinbase Global Inc (PUT) | 0.47% |
2023-12-31
Top Sells (13F)
Name | % Change |
---|---|
IWM iShares Russell 2000 (PUT) | 2.48% |
IWM iShares Russell 2000 (CALL) | 0.94% |
NVDA NVIDIA Corp. (PUT) | 0.86% |
QQQ Invesco QQQ Trust, S (CALL) | 0.8% |
AAPL Apple Inc (CALL) | 0.74% |
2023-12-31
13F Holdings Summary
Name | $ Change |
---|---|
QQQ Invesco QQQ Trust, S | 5.71% |
SPY SPDR S&P 500 ETF TRU | 4.25% |
SPY SPDR S&P 500 ETF TRU | 3.9% |
IWM iShares Russell 2000 | 2.16% |
META Meta Platforms Inc | 2.14% |
2023-12-31
13F Activity
Market Value | $49.0b, Prior: $44.8b |
New Purchases | 395 stocks |
Added To | 704 stocks |
Sold out of | 519 stocks |
Reduced holdings in | 772 stocks |
Top 10 Holdings % | 27.26% |
Turnover %[1] | 43.15% |
Turnover Alt %[2] | 21.65% |
Time Held Top 20 | 10 quarters |
Time Held Top 10 | 13.5 quarters |
Time Held All | 16.04 quarters |
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
2023-12-31
13F Sector Allocation Over Time
2023-12-31
Analysis
Top 20 equal-weighted holdings. Performance numbers calculated through 2023-12-31