PARALLAX VOLATILITY ADVISERS, L.P.

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Also known as:

  • PARALLAX VOLATILITY ADVISERS LLC

Parallax Volatility Advisers is based out of San Francisco. Parallax Volatility Advisers is a large advisory firm with 6 clients and discretionary assets under management (AUM) of $13,543,335,131 (Form ADV from 2019-03-29). Their last reported 13F filing for Q2 2019 included $91,942,273,000 in managed 13F securities and a top 10 holdings concentration of 50.01%. Parallax Volatility Advisers's largest holding is SPDR S&P 500 ETF Trust with shares held of 70,754,800. Whalewisdom has at least 37 13F filings

Download 13F Summary to Excel Create Email Alert

06/30/2019

13F Sector Allocation Over Time

06/30/2019

13F Activity

  • Market Value $91.942 Billion
  • Prior Market Value $87.759 Billion
  • New Purchases565 stocks
  • Additional Purchases993 stocks
  • Sold out of741 stocks
  • Reduced holdings in884 stocks
  • Top 10 Holdings % 50.01 %
  • Turnover % [1]:36.46%
  • Turnover Alt % [2]: 21.85 %
  • Time Held Top20:10.10 quarters
  • Time Held Top10:10.00 quarters
  • Time Held All:11.33 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.

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2019-08-14

Performance for Q2 2019: -3.51%
Performance Last 4 Quarters: -12.7%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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13F Filings Available:
  • 2019-06-30 - 13F-HR/A (Subscription required)
  • 2019-06-30 - 13F-HR (Subscription required)
  • 2019-03-31 - 13F-HR (Subscription required)
  • 2018-12-31 - 13F-HR (Subscription required)
  • 2018-09-30 - 13F-HR (Subscription required)
  • 2018-06-30 - 13F-HR (Subscription required)
  • 2018-03-31 - 13F-HR (Subscription required)
  • 2017-12-31 - 13F-HR (Subscription required)
  • 2017-09-30 - 13F-HR (Subscription required)
  • 2017-06-30 - 13F-HR (Subscription required)
  • 2017-03-31 - 13F-HR (Subscription required)
  • 2016-12-31 - 13F-HR (Subscription required)
  • 2016-09-30 - 13F-HR (Subscription required)
  • 2016-06-30 - 13F-HR (Subscription required)
  • 2016-03-31 - 13F-HR (Subscription required)
  • 2015-12-31 - 13F-HR (Subscription required)
  • 2015-09-30 - 13F-HR (Subscription required)
  • 2015-06-30 - 13F-HR (Subscription required)
  • 2015-03-31 - 13F-HR (Subscription required)
  • 2014-12-31 - 13F-HR (Subscription required)
  • 2014-09-30 - 13F-HR/A (Subscription required)
  • 2014-09-30 - 13F-HR (Subscription required)
  • 2014-06-30 - 13F-HR (Subscription required)
  • 2014-03-31 - 13F-HR (Subscription required)
  • 2013-12-31 - 13F-HR/A (Subscription required)
  • 2013-12-31 - 13F-HR (Subscription required)
  • 2013-09-30 - 13F-HR (Subscription required)
  • 2013-06-30 - 13F-HR (Subscription required)
  • 2013-03-31 - 13F-HR (Subscription required)
  • 2012-12-31 - 13F-HR (Subscription required)
  • 2012-09-30 - 13F-HR (Subscription required)
  • 2012-06-30 - 13F-HR (Subscription required)
  • 2012-03-31 - 13F-HR (Subscription required)
  • 2011-12-31 - 13F-HR (Subscription required)
  • 2011-09-30 - 13F-HR (Subscription required)
  • 2011-06-30 - 13F-HR (Subscription required)
  • 2011-03-31 - 13F-HR (Subscription required)

View Last Form Adv Compilation Report on Record

PARALLAX VOLATILITY ADVISERS, L.P.
Classified as Hedge Fund
88 KEARNY STREET 20TH FLOOR
SAN FRANCISCO CA    94108
Country: United States

Business Phone: 415-445-6646
Fax: 415-738-7806
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm
Form of Organization: Limited Partnership
Organized in: CA
Number of employees: 59
Other Business Activities: commodity pool operator or commodity trading advisor
Advisor Fees/Compensation: Percentage of assets under management,PERFORMANCE-BASED ALLOCATIONS
Amount of client funds and securities: 13,543,300,000
Total Number of Clients: 6
Amount of client funds and securities by related persons: 13,543,300,000
Total Number of clients from related persons: 6
Disclosures:
Data above was derived from SEC filings.

Active Schedule 13D and 13G events

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Form 4 - Recent Insider Transactions

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PARALLAX VOLATILITY ADVISERS, L.P.

ownership team - last updated 2019-03-29
Name Title Start Date Direct/Indirect % Ownership
HUTCHISON, STEPHEN, DANIEL MANAGER, PRINCIPAL PORTFOLIO MANAGER, MEMBER 08/01/2003 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, PRINCIPAL PORTFOLIO MANAGER, MEMBER direct 2003-08-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
BARTLETT, WILLIAM, FREDERICK MANAGER, CHIEF EXECUTIVE OFFICER, MEMBER 05/01/1996 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, CHIEF EXECUTIVE OFFICER, MEMBER direct 1996-05-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
ARMSTRONG, JILL, CAROLINE MANAGER, CHIEF OPERATING OFFICER, MEMBER 09/01/2000 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC CHIEF OPERATING OFFICER, CHIEF COMPLIANCE OFFICER, MEMBER direct 2000-09-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2016-11-01
PARALLAX VOLATILITY ADVISERS GP, LLC GENERAL PARTNER 10/01/2014 Direct less than 5%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC GENERAL PARTNER direct 2014-10-01
CHEN, EASTON, KEITH CHIEF COMPLIANCE OFFICER 01/01/2018 Direct less than 5%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, L.P. CHIEF COMPLIANCE OFFICER direct 2018-01-01
BARTLETT, WILLIAM, FREDERICK MANAGER, MEMBER PARALLAX VOLATILITY ADVISERS GP, LLC 09/01/2014 Indirect 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, CHIEF EXECUTIVE OFFICER, MEMBER direct 1996-05-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
HUTCHISON, STEPHEN, DANIEL MANAGER, MEMBER PARALLAX VOLATILITY ADVISERS GP, LLC 09/01/2014 Indirect 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, PRINCIPAL PORTFOLIO MANAGER, MEMBER direct 2003-08-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
ARMSTRONG, JILL, CAROLINE MANAGER, MEMBER PARALLAX VOLATILITY ADVISERS GP, LLC 11/01/2016 Indirect Other
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC CHIEF OPERATING OFFICER, CHIEF COMPLIANCE OFFICER, MEMBER direct 2000-09-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2016-11-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
CYGNUS ALPHA MASTER FUND, LP Cayman Islands 805-5108996537 Hedge Fund 457,863,733 2,000,000 Master Fund
PARALLAX MASTER FUND, LP Cayman Islands 805-6055841802 Hedge Fund 13,085,471,398 2,000,000 Master Fund

PARALLAX VOLATILITY ADVISERS, L.P.

ownership team - last updated 2017-03-29
Name Title Start Date Direct/Indirect % Ownership
HUTCHISON, STEPHEN, DANIEL MANAGER, PRINCIPAL PORTFOLIO MANAGER, MEMBER 08/01/2003 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, PRINCIPAL PORTFOLIO MANAGER, MEMBER direct 2003-08-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
BARTLETT, WILLIAM, FREDERICK MANAGER, CHIEF EXECUTIVE OFFICER, MEMBER 05/01/1996 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, CHIEF EXECUTIVE OFFICER, MEMBER direct 1996-05-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
ARMSTRONG, JILL, CAROLINE CHIEF OPERATING OFFICER, CHIEF COMPLIANCE OFFICER, MEMBER 09/01/2000 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC CHIEF OPERATING OFFICER, CHIEF COMPLIANCE OFFICER, MEMBER direct 2000-09-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2016-11-01
PARALLAX VOLATILITY ADVISERS GP, LLC GENERAL PARTNER 10/01/2014 Direct less than 5%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC GENERAL PARTNER direct 2014-10-01
BARTLETT, WILLIAM, FREDERICK MANAGER, MEMBER PARALLAX VOLATILITY ADVISERS GP, LLC 09/01/2014 Indirect 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, CHIEF EXECUTIVE OFFICER, MEMBER direct 1996-05-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
HUTCHISON, STEPHEN, DANIEL MANAGER, MEMBER PARALLAX VOLATILITY ADVISERS GP, LLC 09/01/2014 Indirect 25 - 50%
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC MANAGER, PRINCIPAL PORTFOLIO MANAGER, MEMBER direct 2003-08-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2014-09-01
ARMSTRONG, JILL, CAROLINE MANAGER, MEMBER PARALLAX VOLATILITY ADVISERS GP, LLC 11/01/2016 Indirect Other
Fund Name Position direct/indirect start date end date
PARALLAX VOLATILITY ADVISERS, LLC CHIEF OPERATING OFFICER, CHIEF COMPLIANCE OFFICER, MEMBER direct 2000-09-01
PARALLAX VOLATILITY ADVISERS, L.P. MANAGER, MEMBER indirect 2016-11-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
PARALLAX MASTER FUND, LP Cayman Islands 805-6055841802 Hedge Fund 8,310,613,188 2,000,000 Master Fund

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