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Institutional Investment Manager
Parallax Volatility Advisers, L.P.
Parallax Volatility Advisers, L.P. (CIK: 0001521001) incorporated in California, located at 101 Montgomery Street, San Francisco, CA. Institutional holdings reported to the SEC.
Institutional Holdings (2014Q1)
Original 13F HR (0001140361-14-021289) filed in 2014.05.15
#
Name
Shares
Value ($)
%
Options
Notes
1 BARCLAYS BK PLC IPATH S&P500 VIX 4,182,100 176,276 1.03% Put
2 PROCTER AND GAMBLE CO 2,010,166 162,019 0.95%
3 SPDR S&P 500 ETF TR 750,000 140,258 0.82% Put
4 POWERSHARES QQQ TRUST 1,392,163 122,051 0.72%
5 SPDR S&P 500 ETF TR 509,200 95,225 0.56% Call
6 SPDR S&P 500 ETF TR 500,000 93,505 0.55% Call
7 ISHARES 2,029,000 91,376 0.54% Call
8 PRICELINE GRP INC 76,000 90,584 0.53% Put
9 ISHARES TR 767,800 89,326 0.52% Put
10 APPLE INC 162,500 87,220 0.51% Put
11 PRICELINE GRP INC 68,800 82,002 0.48% Put
12 ISHARES TR 680,000 79,111 0.46% Put
13 ISHARES 1,709,400 76,983 0.45% Put
14 SPDR S&P 500 ETF TR 408,900 76,468 0.45% Put
15 ISHARES 1,691,616 76,182 0.45%
16 SPDR S&P 500 ETF TR 400,000 74,804 0.44% Put
17 ISHARES 1,605,600 72,308 0.42% Put
18 CITIGROUP INC 1,467,172 69,837 0.41%
19 ISHARES 1,503,700 67,719 0.40% Put
20 BARCLAYS BK PLC IPATH S&P500 VIX 1,603,300 67,579 0.40% Put
21 APPLE INC 119,600 64,194 0.38% Put
22 MORGAN STANLEY 2,035,800 63,456 0.37% Put
23 Walgreens 933,954 61,669 0.36%
24 CITIGROUP INC 1,289,200 61,366 0.36% Put
25 BARCLAYS BK PLC IPATH S&P500 VIX 1,453,100 61,248 0.36% Put
26 PRICELINE GRP INC 49,790 59,344 0.35%
27 ISHARES TR 500,000 58,170 0.34% Call
28 ISHARES TR 500,000 58,170 0.34% Put
29 AT&T INC 1,629,400 57,143 0.34% Put
30 HALLIBURTON 950,000 55,946 0.33% Call
31 EBAY INC 1,010,900 55,842 0.33% Put
32 CENTRAL FD CDA LTD 3,943,074 54,257 0.32%
33 ISHARES TR 1,499,400 53,649 0.31% Put
34 POWERSHARES QQQ TRUST 600,000 52,602 0.31% Call
35 APPLE INC 97,100 52,117 0.31% Put
36 GOLDMAN SACHS GROUP INC 317,300 51,990 0.31% Call
37 APPLE INC 94,800 50,883 0.30% Put
38 APPLE INC 94,800 50,883 0.30% Put
39 ISHARES TR 425,000 49,445 0.29% Call
40 MORGAN STANLEY 1,544,100 48,130 0.28% Call
41 AMERITRADE HOLD 1,383,000 46,953 0.28% Call
42 CISCO SYS INC 2,092,100 46,894 0.28% Put
43 GOLDMAN SACHS GROUP INC 279,700 45,829 0.27% Put
44 SPDR S&P 500 ETF TR 241,100 45,088 0.26% Put
45 ISHARES 1,000,000 45,035 0.26% Call
46 SELECT SECTOR SPDR TR 500,000 44,530 0.26% Put
47 ISHARES TR 377,200 43,883 0.26% Put
48 BANK AMER CORP 2,500,000 43,000 0.25% Put
49 GENERAL MTRS CO 1,222,595 42,082 0.25%
50 AT&T INC 1,171,000 41,067 0.24% Put
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